| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2006 |
21-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1,795.68 |
1,807.34 |
11.66 |
0.6% |
1,751.84 |
| High |
1,808.71 |
1,809.80 |
1.09 |
0.1% |
1,806.00 |
| Low |
1,790.47 |
1,800.30 |
9.83 |
0.5% |
1,749.52 |
| Close |
1,803.81 |
1,808.88 |
5.07 |
0.3% |
1,800.67 |
| Range |
18.24 |
9.50 |
-8.74 |
-47.9% |
56.48 |
| ATR |
21.80 |
20.92 |
-0.88 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,834.83 |
1,831.35 |
1,814.11 |
|
| R3 |
1,825.33 |
1,821.85 |
1,811.49 |
|
| R2 |
1,815.83 |
1,815.83 |
1,810.62 |
|
| R1 |
1,812.35 |
1,812.35 |
1,809.75 |
1,814.09 |
| PP |
1,806.33 |
1,806.33 |
1,806.33 |
1,807.20 |
| S1 |
1,802.85 |
1,802.85 |
1,808.01 |
1,804.59 |
| S2 |
1,796.83 |
1,796.83 |
1,807.14 |
|
| S3 |
1,787.33 |
1,793.35 |
1,806.27 |
|
| S4 |
1,777.83 |
1,783.85 |
1,803.66 |
|
|
| Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,954.84 |
1,934.23 |
1,831.73 |
|
| R3 |
1,898.36 |
1,877.75 |
1,816.20 |
|
| R2 |
1,841.88 |
1,841.88 |
1,811.02 |
|
| R1 |
1,821.27 |
1,821.27 |
1,805.85 |
1,831.58 |
| PP |
1,785.40 |
1,785.40 |
1,785.40 |
1,790.55 |
| S1 |
1,764.79 |
1,764.79 |
1,795.49 |
1,775.10 |
| S2 |
1,728.92 |
1,728.92 |
1,790.32 |
|
| S3 |
1,672.44 |
1,708.31 |
1,785.14 |
|
| S4 |
1,615.96 |
1,651.83 |
1,769.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,809.80 |
1,786.71 |
23.09 |
1.3% |
14.76 |
0.8% |
96% |
True |
False |
|
| 10 |
1,809.80 |
1,728.35 |
81.45 |
4.5% |
19.33 |
1.1% |
99% |
True |
False |
|
| 20 |
1,809.80 |
1,693.19 |
116.61 |
6.4% |
21.70 |
1.2% |
99% |
True |
False |
|
| 40 |
1,809.80 |
1,623.07 |
186.73 |
10.3% |
20.99 |
1.2% |
100% |
True |
False |
|
| 60 |
1,809.80 |
1,552.40 |
257.40 |
14.2% |
20.74 |
1.1% |
100% |
True |
False |
|
| 80 |
1,809.80 |
1,476.06 |
333.74 |
18.5% |
21.33 |
1.2% |
100% |
True |
False |
|
| 100 |
1,809.80 |
1,446.77 |
363.03 |
20.1% |
21.98 |
1.2% |
100% |
True |
False |
|
| 120 |
1,809.80 |
1,446.77 |
363.03 |
20.1% |
22.86 |
1.3% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,850.18 |
|
2.618 |
1,834.67 |
|
1.618 |
1,825.17 |
|
1.000 |
1,819.30 |
|
0.618 |
1,815.67 |
|
HIGH |
1,809.80 |
|
0.618 |
1,806.17 |
|
0.500 |
1,805.05 |
|
0.382 |
1,803.93 |
|
LOW |
1,800.30 |
|
0.618 |
1,794.43 |
|
1.000 |
1,790.80 |
|
1.618 |
1,784.93 |
|
2.618 |
1,775.43 |
|
4.250 |
1,759.93 |
|
|