| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2005 |
22-Nov-2005 |
Change |
Change % |
Previous Week |
| Open |
1,678.70 |
1,681.37 |
2.67 |
0.2% |
1,653.65 |
| High |
1,686.79 |
1,698.32 |
11.53 |
0.7% |
1,689.59 |
| Low |
1,673.05 |
1,679.10 |
6.05 |
0.4% |
1,638.97 |
| Close |
1,686.23 |
1,694.14 |
7.91 |
0.5% |
1,679.85 |
| Range |
13.74 |
19.22 |
5.48 |
39.9% |
50.62 |
| ATR |
18.31 |
18.38 |
0.06 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Nov-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,748.18 |
1,740.38 |
1,704.71 |
|
| R3 |
1,728.96 |
1,721.16 |
1,699.43 |
|
| R2 |
1,709.74 |
1,709.74 |
1,697.66 |
|
| R1 |
1,701.94 |
1,701.94 |
1,695.90 |
1,705.84 |
| PP |
1,690.52 |
1,690.52 |
1,690.52 |
1,692.47 |
| S1 |
1,682.72 |
1,682.72 |
1,692.38 |
1,686.62 |
| S2 |
1,671.30 |
1,671.30 |
1,690.62 |
|
| S3 |
1,652.08 |
1,663.50 |
1,688.85 |
|
| S4 |
1,632.86 |
1,644.28 |
1,683.57 |
|
|
| Weekly Pivots for week ending 18-Nov-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,821.33 |
1,801.21 |
1,707.69 |
|
| R3 |
1,770.71 |
1,750.59 |
1,693.77 |
|
| R2 |
1,720.09 |
1,720.09 |
1,689.13 |
|
| R1 |
1,699.97 |
1,699.97 |
1,684.49 |
1,710.03 |
| PP |
1,669.47 |
1,669.47 |
1,669.47 |
1,674.50 |
| S1 |
1,649.35 |
1,649.35 |
1,675.21 |
1,659.41 |
| S2 |
1,618.85 |
1,618.85 |
1,670.57 |
|
| S3 |
1,568.23 |
1,598.73 |
1,665.93 |
|
| S4 |
1,517.61 |
1,548.11 |
1,652.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,698.32 |
1,642.36 |
55.96 |
3.3% |
15.66 |
0.9% |
93% |
True |
False |
|
| 10 |
1,698.32 |
1,620.74 |
77.58 |
4.6% |
15.80 |
0.9% |
95% |
True |
False |
|
| 20 |
1,698.32 |
1,538.78 |
159.54 |
9.4% |
17.53 |
1.0% |
97% |
True |
False |
|
| 40 |
1,698.32 |
1,515.42 |
182.90 |
10.8% |
19.19 |
1.1% |
98% |
True |
False |
|
| 60 |
1,698.32 |
1,515.42 |
182.90 |
10.8% |
18.10 |
1.1% |
98% |
True |
False |
|
| 80 |
1,698.32 |
1,515.42 |
182.90 |
10.8% |
17.70 |
1.0% |
98% |
True |
False |
|
| 100 |
1,698.32 |
1,484.18 |
214.14 |
12.6% |
17.43 |
1.0% |
98% |
True |
False |
|
| 120 |
1,698.32 |
1,484.18 |
214.14 |
12.6% |
17.45 |
1.0% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,780.01 |
|
2.618 |
1,748.64 |
|
1.618 |
1,729.42 |
|
1.000 |
1,717.54 |
|
0.618 |
1,710.20 |
|
HIGH |
1,698.32 |
|
0.618 |
1,690.98 |
|
0.500 |
1,688.71 |
|
0.382 |
1,686.44 |
|
LOW |
1,679.10 |
|
0.618 |
1,667.22 |
|
1.000 |
1,659.88 |
|
1.618 |
1,648.00 |
|
2.618 |
1,628.78 |
|
4.250 |
1,597.42 |
|
|