| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2005 |
29-Nov-2005 |
Change |
Change % |
Previous Week |
| Open |
1,702.40 |
1,693.11 |
-9.29 |
-0.5% |
1,678.70 |
| High |
1,703.08 |
1,697.58 |
-5.50 |
-0.3% |
1,704.42 |
| Low |
1,683.83 |
1,676.76 |
-7.07 |
-0.4% |
1,673.05 |
| Close |
1,684.39 |
1,676.84 |
-7.55 |
-0.4% |
1,701.05 |
| Range |
19.25 |
20.82 |
1.57 |
8.2% |
31.37 |
| ATR |
17.42 |
17.67 |
0.24 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Nov-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,746.19 |
1,732.33 |
1,688.29 |
|
| R3 |
1,725.37 |
1,711.51 |
1,682.57 |
|
| R2 |
1,704.55 |
1,704.55 |
1,680.66 |
|
| R1 |
1,690.69 |
1,690.69 |
1,678.75 |
1,687.21 |
| PP |
1,683.73 |
1,683.73 |
1,683.73 |
1,681.99 |
| S1 |
1,669.87 |
1,669.87 |
1,674.93 |
1,666.39 |
| S2 |
1,662.91 |
1,662.91 |
1,673.02 |
|
| S3 |
1,642.09 |
1,649.05 |
1,671.11 |
|
| S4 |
1,621.27 |
1,628.23 |
1,665.39 |
|
|
| Weekly Pivots for week ending 25-Nov-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,786.95 |
1,775.37 |
1,718.30 |
|
| R3 |
1,755.58 |
1,744.00 |
1,709.68 |
|
| R2 |
1,724.21 |
1,724.21 |
1,706.80 |
|
| R1 |
1,712.63 |
1,712.63 |
1,703.93 |
1,718.42 |
| PP |
1,692.84 |
1,692.84 |
1,692.84 |
1,695.74 |
| S1 |
1,681.26 |
1,681.26 |
1,698.17 |
1,687.05 |
| S2 |
1,661.47 |
1,661.47 |
1,695.30 |
|
| S3 |
1,630.10 |
1,649.89 |
1,692.42 |
|
| S4 |
1,598.73 |
1,618.52 |
1,683.80 |
|
|
| 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 |
1,676.76 |
27.66 |
1.6% |
16.07 |
1.0% |
0% |
False |
True |
|
| 10 |
1,704.42 |
1,638.97 |
65.45 |
3.9% |
15.91 |
0.9% |
58% |
False |
False |
|
| 20 |
1,704.42 |
1,570.75 |
133.67 |
8.0% |
15.89 |
0.9% |
79% |
False |
False |
|
| 40 |
1,704.42 |
1,515.42 |
189.00 |
11.3% |
19.01 |
1.1% |
85% |
False |
False |
|
| 60 |
1,704.42 |
1,515.42 |
189.00 |
11.3% |
18.15 |
1.1% |
85% |
False |
False |
|
| 80 |
1,704.42 |
1,515.42 |
189.00 |
11.3% |
17.77 |
1.1% |
85% |
False |
False |
|
| 100 |
1,704.42 |
1,515.42 |
189.00 |
11.3% |
17.12 |
1.0% |
85% |
False |
False |
|
| 120 |
1,704.42 |
1,484.18 |
220.24 |
13.1% |
17.35 |
1.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,786.07 |
|
2.618 |
1,752.09 |
|
1.618 |
1,731.27 |
|
1.000 |
1,718.40 |
|
0.618 |
1,710.45 |
|
HIGH |
1,697.58 |
|
0.618 |
1,689.63 |
|
0.500 |
1,687.17 |
|
0.382 |
1,684.71 |
|
LOW |
1,676.76 |
|
0.618 |
1,663.89 |
|
1.000 |
1,655.94 |
|
1.618 |
1,643.07 |
|
2.618 |
1,622.25 |
|
4.250 |
1,588.28 |
|
|