| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2005 |
23-Nov-2005 |
Change |
Change % |
Previous Week |
| Open |
1,681.37 |
1,691.96 |
10.59 |
0.6% |
1,653.65 |
| High |
1,698.32 |
1,704.42 |
6.10 |
0.4% |
1,689.59 |
| Low |
1,679.10 |
1,691.08 |
11.98 |
0.7% |
1,638.97 |
| Close |
1,694.14 |
1,696.77 |
2.63 |
0.2% |
1,679.85 |
| Range |
19.22 |
13.34 |
-5.88 |
-30.6% |
50.62 |
| ATR |
18.38 |
18.02 |
-0.36 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Nov-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,737.44 |
1,730.45 |
1,704.11 |
|
| R3 |
1,724.10 |
1,717.11 |
1,700.44 |
|
| R2 |
1,710.76 |
1,710.76 |
1,699.22 |
|
| R1 |
1,703.77 |
1,703.77 |
1,697.99 |
1,707.27 |
| PP |
1,697.42 |
1,697.42 |
1,697.42 |
1,699.17 |
| S1 |
1,690.43 |
1,690.43 |
1,695.55 |
1,693.93 |
| S2 |
1,684.08 |
1,684.08 |
1,694.32 |
|
| S3 |
1,670.74 |
1,677.09 |
1,693.10 |
|
| S4 |
1,657.40 |
1,663.75 |
1,689.43 |
|
|
| 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 |
1,704.42 |
1,657.27 |
47.15 |
2.8% |
16.05 |
0.9% |
84% |
True |
False |
|
| 10 |
1,704.42 |
1,620.74 |
83.68 |
4.9% |
15.95 |
0.9% |
91% |
True |
False |
|
| 20 |
1,704.42 |
1,538.78 |
165.64 |
9.8% |
17.18 |
1.0% |
95% |
True |
False |
|
| 40 |
1,704.42 |
1,515.42 |
189.00 |
11.1% |
19.13 |
1.1% |
96% |
True |
False |
|
| 60 |
1,704.42 |
1,515.42 |
189.00 |
11.1% |
18.12 |
1.1% |
96% |
True |
False |
|
| 80 |
1,704.42 |
1,515.42 |
189.00 |
11.1% |
17.66 |
1.0% |
96% |
True |
False |
|
| 100 |
1,704.42 |
1,484.18 |
220.24 |
13.0% |
17.33 |
1.0% |
97% |
True |
False |
|
| 120 |
1,704.42 |
1,484.18 |
220.24 |
13.0% |
17.49 |
1.0% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,761.12 |
|
2.618 |
1,739.34 |
|
1.618 |
1,726.00 |
|
1.000 |
1,717.76 |
|
0.618 |
1,712.66 |
|
HIGH |
1,704.42 |
|
0.618 |
1,699.32 |
|
0.500 |
1,697.75 |
|
0.382 |
1,696.18 |
|
LOW |
1,691.08 |
|
0.618 |
1,682.84 |
|
1.000 |
1,677.74 |
|
1.618 |
1,669.50 |
|
2.618 |
1,656.16 |
|
4.250 |
1,634.39 |
|
|