Day Change Summary |
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Previous |
Current |
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29-Nov-2005 |
30-Nov-2005 |
Change |
Change % |
Previous Week |
Open |
10,888.50 |
10,883.90 |
-4.60 |
0.0% |
10,766.30 |
High |
10,959.80 |
10,924.80 |
-35.00 |
-0.3% |
10,955.50 |
Low |
10,888.10 |
10,803.90 |
-84.20 |
-0.8% |
10,761.00 |
Close |
10,888.20 |
10,805.90 |
-82.30 |
-0.8% |
10,931.60 |
Range |
71.70 |
120.90 |
49.20 |
68.6% |
194.50 |
ATR |
83.49 |
86.16 |
2.67 |
3.2% |
0.00 |
Volume |
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Daily Pivots for day following 30-Nov-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,207.57 |
11,127.63 |
10,872.40 |
|
R3 |
11,086.67 |
11,006.73 |
10,839.15 |
|
R2 |
10,965.77 |
10,965.77 |
10,828.07 |
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R1 |
10,885.83 |
10,885.83 |
10,816.98 |
10,865.35 |
PP |
10,844.87 |
10,844.87 |
10,844.87 |
10,834.63 |
S1 |
10,764.93 |
10,764.93 |
10,794.82 |
10,744.45 |
S2 |
10,723.97 |
10,723.97 |
10,783.74 |
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S3 |
10,603.07 |
10,644.03 |
10,772.65 |
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S4 |
10,482.17 |
10,523.13 |
10,739.41 |
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Weekly Pivots for week ending 25-Nov-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,466.20 |
11,393.40 |
11,038.58 |
|
R3 |
11,271.70 |
11,198.90 |
10,985.09 |
|
R2 |
11,077.20 |
11,077.20 |
10,967.26 |
|
R1 |
11,004.40 |
11,004.40 |
10,949.43 |
11,040.80 |
PP |
10,882.70 |
10,882.70 |
10,882.70 |
10,900.90 |
S1 |
10,809.90 |
10,809.90 |
10,913.77 |
10,846.30 |
S2 |
10,688.20 |
10,688.20 |
10,895.94 |
|
S3 |
10,493.70 |
10,615.40 |
10,878.11 |
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S4 |
10,299.20 |
10,420.90 |
10,824.63 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,959.80 |
10,803.90 |
155.90 |
1.4% |
79.88 |
0.7% |
1% |
False |
True |
|
10 |
10,959.80 |
10,652.30 |
307.50 |
2.8% |
78.50 |
0.7% |
50% |
False |
False |
|
20 |
10,959.80 |
10,388.80 |
571.00 |
5.3% |
78.36 |
0.7% |
73% |
False |
False |
|
40 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
95.91 |
0.9% |
81% |
False |
False |
|
60 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
94.27 |
0.9% |
81% |
False |
False |
|
80 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
96.04 |
0.9% |
81% |
False |
False |
|
100 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
91.76 |
0.8% |
81% |
False |
False |
|
120 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
92.95 |
0.9% |
81% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,438.63 |
2.618 |
11,241.32 |
1.618 |
11,120.42 |
1.000 |
11,045.70 |
0.618 |
10,999.52 |
HIGH |
10,924.80 |
0.618 |
10,878.62 |
0.500 |
10,864.35 |
0.382 |
10,850.08 |
LOW |
10,803.90 |
0.618 |
10,729.18 |
1.000 |
10,683.00 |
1.618 |
10,608.28 |
2.618 |
10,487.38 |
4.250 |
10,290.08 |
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