| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2006 |
24-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
12,524 |
12,471 |
-53 |
-0.4% |
12,522 |
| High |
12,524 |
12,471 |
-53 |
-0.4% |
12,524 |
| Low |
12,524 |
12,471 |
-53 |
-0.4% |
12,471 |
| Close |
12,524 |
12,471 |
-53 |
-0.4% |
12,471 |
| Range |
|
|
|
|
|
| ATR |
28 |
30 |
2 |
6.4% |
0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,471 |
12,471 |
12,471 |
|
| R3 |
12,471 |
12,471 |
12,471 |
|
| R2 |
12,471 |
12,471 |
12,471 |
|
| R1 |
12,471 |
12,471 |
12,471 |
12,471 |
| PP |
12,471 |
12,471 |
12,471 |
12,471 |
| S1 |
12,471 |
12,471 |
12,471 |
12,471 |
| S2 |
12,471 |
12,471 |
12,471 |
|
| S3 |
12,471 |
12,471 |
12,471 |
|
| S4 |
12,471 |
12,471 |
12,471 |
|
|
| Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,648 |
12,612 |
12,500 |
|
| R3 |
12,595 |
12,559 |
12,486 |
|
| R2 |
12,542 |
12,542 |
12,481 |
|
| R1 |
12,506 |
12,506 |
12,476 |
12,498 |
| PP |
12,489 |
12,489 |
12,489 |
12,484 |
| S1 |
12,453 |
12,453 |
12,466 |
12,445 |
| S2 |
12,436 |
12,436 |
12,461 |
|
| S3 |
12,383 |
12,400 |
12,457 |
|
| S4 |
12,330 |
12,347 |
12,442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,524 |
12,471 |
53 |
0.4% |
0 |
0.0% |
0% |
False |
True |
|
| 10 |
12,538 |
12,316 |
222 |
1.8% |
0 |
0.0% |
70% |
False |
False |
|
| 20 |
12,538 |
12,178 |
360 |
2.9% |
0 |
0.0% |
81% |
False |
False |
|
| 40 |
12,538 |
11,905 |
633 |
5.1% |
0 |
0.0% |
89% |
False |
False |
|
| 60 |
12,538 |
11,573 |
965 |
7.7% |
0 |
0.0% |
93% |
False |
False |
|
| 80 |
12,538 |
11,338 |
1,200 |
9.6% |
0 |
0.0% |
94% |
False |
False |
|
| 100 |
12,538 |
11,005 |
1,533 |
12.3% |
0 |
0.0% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,471 |
|
2.618 |
12,471 |
|
1.618 |
12,471 |
|
1.000 |
12,471 |
|
0.618 |
12,471 |
|
HIGH |
12,471 |
|
0.618 |
12,471 |
|
0.500 |
12,471 |
|
0.382 |
12,471 |
|
LOW |
12,471 |
|
0.618 |
12,471 |
|
1.000 |
12,471 |
|
1.618 |
12,471 |
|
2.618 |
12,471 |
|
4.250 |
12,471 |
|
|