| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2006 |
01-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
6,182.5 |
6,206.0 |
23.5 |
0.4% |
6,223.5 |
| High |
6,186.5 |
6,206.0 |
19.5 |
0.3% |
6,267.0 |
| Low |
6,177.0 |
6,206.0 |
29.0 |
0.5% |
6,212.5 |
| Close |
6,181.0 |
6,206.0 |
25.0 |
0.4% |
6,212.5 |
| Range |
9.5 |
0.0 |
-9.5 |
-100.0% |
54.5 |
| ATR |
21.4 |
21.7 |
0.3 |
1.2% |
0.0 |
| Volume |
0 |
116 |
116 |
|
73 |
|
| Daily Pivots for day following 01-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,206.0 |
6,206.0 |
6,206.0 |
|
| R3 |
6,206.0 |
6,206.0 |
6,206.0 |
|
| R2 |
6,206.0 |
6,206.0 |
6,206.0 |
|
| R1 |
6,206.0 |
6,206.0 |
6,206.0 |
6,206.0 |
| PP |
6,206.0 |
6,206.0 |
6,206.0 |
6,206.0 |
| S1 |
6,206.0 |
6,206.0 |
6,206.0 |
6,206.0 |
| S2 |
6,206.0 |
6,206.0 |
6,206.0 |
|
| S3 |
6,206.0 |
6,206.0 |
6,206.0 |
|
| S4 |
6,206.0 |
6,206.0 |
6,206.0 |
|
|
| Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,394.0 |
6,358.0 |
6,242.5 |
|
| R3 |
6,339.5 |
6,303.5 |
6,227.5 |
|
| R2 |
6,285.0 |
6,285.0 |
6,222.5 |
|
| R1 |
6,249.0 |
6,249.0 |
6,217.5 |
6,240.0 |
| PP |
6,230.5 |
6,230.5 |
6,230.5 |
6,226.0 |
| S1 |
6,194.5 |
6,194.5 |
6,207.5 |
6,185.0 |
| S2 |
6,176.0 |
6,176.0 |
6,202.5 |
|
| S3 |
6,121.5 |
6,140.0 |
6,197.5 |
|
| S4 |
6,067.0 |
6,085.5 |
6,182.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,237.0 |
6,176.0 |
61.0 |
1.0% |
2.0 |
0.0% |
49% |
False |
False |
24 |
| 10 |
6,267.0 |
6,176.0 |
91.0 |
1.5% |
2.5 |
0.0% |
33% |
False |
False |
69 |
| 20 |
6,267.0 |
6,062.5 |
204.5 |
3.3% |
1.5 |
0.0% |
70% |
False |
False |
34 |
| 40 |
6,267.0 |
5,868.0 |
399.0 |
6.4% |
0.5 |
0.0% |
85% |
False |
False |
17 |
| 60 |
6,267.0 |
5,868.0 |
399.0 |
6.4% |
0.5 |
0.0% |
85% |
False |
False |
11 |
| 80 |
6,267.0 |
5,740.5 |
526.5 |
8.5% |
0.5 |
0.0% |
88% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,206.0 |
|
2.618 |
6,206.0 |
|
1.618 |
6,206.0 |
|
1.000 |
6,206.0 |
|
0.618 |
6,206.0 |
|
HIGH |
6,206.0 |
|
0.618 |
6,206.0 |
|
0.500 |
6,206.0 |
|
0.382 |
6,206.0 |
|
LOW |
6,206.0 |
|
0.618 |
6,206.0 |
|
1.000 |
6,206.0 |
|
1.618 |
6,206.0 |
|
2.618 |
6,206.0 |
|
4.250 |
6,206.0 |
|
|