Day Change Summary |
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Previous |
Current |
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17-Nov-2006 |
20-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,398.51 |
1,401.17 |
2.66 |
0.2% |
1,380.58 |
High |
1,401.21 |
1,404.37 |
3.16 |
0.2% |
1,403.76 |
Low |
1,394.55 |
1,397.85 |
3.30 |
0.2% |
1,378.80 |
Close |
1,401.20 |
1,400.50 |
-0.70 |
0.0% |
1,401.20 |
Range |
6.66 |
6.52 |
-0.14 |
-2.1% |
24.96 |
ATR |
9.72 |
9.49 |
-0.23 |
-2.4% |
0.00 |
Volume |
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Daily Pivots for day following 20-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.47 |
1,417.00 |
1,404.09 |
|
R3 |
1,413.95 |
1,410.48 |
1,402.29 |
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R2 |
1,407.43 |
1,407.43 |
1,401.70 |
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R1 |
1,403.96 |
1,403.96 |
1,401.10 |
1,402.44 |
PP |
1,400.91 |
1,400.91 |
1,400.91 |
1,400.14 |
S1 |
1,397.44 |
1,397.44 |
1,399.90 |
1,395.92 |
S2 |
1,394.39 |
1,394.39 |
1,399.30 |
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S3 |
1,387.87 |
1,390.92 |
1,398.71 |
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S4 |
1,381.35 |
1,384.40 |
1,396.91 |
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Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.47 |
1,460.29 |
1,414.93 |
|
R3 |
1,444.51 |
1,435.33 |
1,408.06 |
|
R2 |
1,419.55 |
1,419.55 |
1,405.78 |
|
R1 |
1,410.37 |
1,410.37 |
1,403.49 |
1,414.96 |
PP |
1,394.59 |
1,394.59 |
1,394.59 |
1,396.88 |
S1 |
1,385.41 |
1,385.41 |
1,398.91 |
1,390.00 |
S2 |
1,369.63 |
1,369.63 |
1,396.62 |
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S3 |
1,344.67 |
1,360.45 |
1,394.34 |
|
S4 |
1,319.71 |
1,335.49 |
1,387.47 |
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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 |
1,404.37 |
1,379.07 |
25.30 |
1.8% |
9.01 |
0.6% |
85% |
True |
False |
|
10 |
1,404.37 |
1,375.60 |
28.77 |
2.1% |
9.22 |
0.7% |
87% |
True |
False |
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20 |
1,404.37 |
1,360.98 |
43.39 |
3.1% |
9.74 |
0.7% |
91% |
True |
False |
|
40 |
1,404.37 |
1,325.30 |
79.07 |
5.6% |
9.31 |
0.7% |
95% |
True |
False |
|
60 |
1,404.37 |
1,290.93 |
113.44 |
8.1% |
9.25 |
0.7% |
97% |
True |
False |
|
80 |
1,404.37 |
1,261.30 |
143.07 |
10.2% |
9.63 |
0.7% |
97% |
True |
False |
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100 |
1,404.37 |
1,224.54 |
179.83 |
12.8% |
10.47 |
0.7% |
98% |
True |
False |
|
120 |
1,404.37 |
1,219.29 |
185.08 |
13.2% |
11.40 |
0.8% |
98% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,432.08 |
2.618 |
1,421.44 |
1.618 |
1,414.92 |
1.000 |
1,410.89 |
0.618 |
1,408.40 |
HIGH |
1,404.37 |
0.618 |
1,401.88 |
0.500 |
1,401.11 |
0.382 |
1,400.34 |
LOW |
1,397.85 |
0.618 |
1,393.82 |
1.000 |
1,391.33 |
1.618 |
1,387.30 |
2.618 |
1,380.78 |
4.250 |
1,370.14 |
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