| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2006 |
22-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
6,274.5 |
6,217.5 |
-57.0 |
-0.9% |
6,260.5 |
| High |
6,274.5 |
6,217.5 |
-57.0 |
-0.9% |
6,267.0 |
| Low |
6,260.0 |
6,217.5 |
-42.5 |
-0.7% |
6,239.5 |
| Close |
6,252.0 |
6,217.5 |
-34.5 |
-0.6% |
6,246.5 |
| Range |
14.5 |
0.0 |
-14.5 |
-100.0% |
27.5 |
| ATR |
22.3 |
23.2 |
0.9 |
3.9% |
0.0 |
| Volume |
8 |
3,000 |
2,992 |
37,400.0% |
501 |
|
| Daily Pivots for day following 22-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,217.5 |
6,217.5 |
6,217.5 |
|
| R3 |
6,217.5 |
6,217.5 |
6,217.5 |
|
| R2 |
6,217.5 |
6,217.5 |
6,217.5 |
|
| R1 |
6,217.5 |
6,217.5 |
6,217.5 |
6,217.5 |
| PP |
6,217.5 |
6,217.5 |
6,217.5 |
6,217.5 |
| S1 |
6,217.5 |
6,217.5 |
6,217.5 |
6,217.5 |
| S2 |
6,217.5 |
6,217.5 |
6,217.5 |
|
| S3 |
6,217.5 |
6,217.5 |
6,217.5 |
|
| S4 |
6,217.5 |
6,217.5 |
6,217.5 |
|
|
| Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,333.5 |
6,317.5 |
6,261.5 |
|
| R3 |
6,306.0 |
6,290.0 |
6,254.0 |
|
| R2 |
6,278.5 |
6,278.5 |
6,251.5 |
|
| R1 |
6,262.5 |
6,262.5 |
6,249.0 |
6,257.0 |
| PP |
6,251.0 |
6,251.0 |
6,251.0 |
6,248.0 |
| S1 |
6,235.0 |
6,235.0 |
6,244.0 |
6,229.0 |
| S2 |
6,223.5 |
6,223.5 |
6,241.5 |
|
| S3 |
6,196.0 |
6,207.5 |
6,239.0 |
|
| S4 |
6,168.5 |
6,180.0 |
6,231.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,274.5 |
6,217.5 |
57.0 |
0.9% |
3.0 |
0.0% |
0% |
False |
True |
602 |
| 10 |
6,292.0 |
6,217.5 |
74.5 |
1.2% |
3.0 |
0.1% |
0% |
False |
True |
351 |
| 20 |
6,302.5 |
6,176.0 |
126.5 |
2.0% |
2.0 |
0.0% |
33% |
False |
False |
182 |
| 40 |
6,302.5 |
5,996.5 |
306.0 |
4.9% |
1.5 |
0.0% |
72% |
False |
False |
105 |
| 60 |
6,302.5 |
5,868.0 |
434.5 |
7.0% |
1.0 |
0.0% |
80% |
False |
False |
70 |
| 80 |
6,302.5 |
5,868.0 |
434.5 |
7.0% |
1.0 |
0.0% |
80% |
False |
False |
52 |
| 100 |
6,302.5 |
5,740.5 |
562.0 |
9.0% |
0.5 |
0.0% |
85% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,217.5 |
|
2.618 |
6,217.5 |
|
1.618 |
6,217.5 |
|
1.000 |
6,217.5 |
|
0.618 |
6,217.5 |
|
HIGH |
6,217.5 |
|
0.618 |
6,217.5 |
|
0.500 |
6,217.5 |
|
0.382 |
6,217.5 |
|
LOW |
6,217.5 |
|
0.618 |
6,217.5 |
|
1.000 |
6,217.5 |
|
1.618 |
6,217.5 |
|
2.618 |
6,217.5 |
|
4.250 |
6,217.5 |
|
|