| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2006 |
24-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1,815.62 |
1,805.39 |
-10.23 |
-0.6% |
1,795.68 |
| High |
1,820.20 |
1,824.21 |
4.01 |
0.2% |
1,824.21 |
| Low |
1,800.72 |
1,805.39 |
4.67 |
0.3% |
1,790.47 |
| Close |
1,819.76 |
1,815.53 |
-4.23 |
-0.2% |
1,815.53 |
| Range |
19.48 |
18.82 |
-0.66 |
-3.4% |
33.74 |
| ATR |
20.82 |
20.68 |
-0.14 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,871.50 |
1,862.34 |
1,825.88 |
|
| R3 |
1,852.68 |
1,843.52 |
1,820.71 |
|
| R2 |
1,833.86 |
1,833.86 |
1,818.98 |
|
| R1 |
1,824.70 |
1,824.70 |
1,817.26 |
1,829.28 |
| PP |
1,815.04 |
1,815.04 |
1,815.04 |
1,817.34 |
| S1 |
1,805.88 |
1,805.88 |
1,813.80 |
1,810.46 |
| S2 |
1,796.22 |
1,796.22 |
1,812.08 |
|
| S3 |
1,777.40 |
1,787.06 |
1,810.35 |
|
| S4 |
1,758.58 |
1,768.24 |
1,805.18 |
|
|
| Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.29 |
1,897.15 |
1,834.09 |
|
| R3 |
1,877.55 |
1,863.41 |
1,824.81 |
|
| R2 |
1,843.81 |
1,843.81 |
1,821.72 |
|
| R1 |
1,829.67 |
1,829.67 |
1,818.62 |
1,836.74 |
| PP |
1,810.07 |
1,810.07 |
1,810.07 |
1,813.61 |
| S1 |
1,795.93 |
1,795.93 |
1,812.44 |
1,803.00 |
| S2 |
1,776.33 |
1,776.33 |
1,809.34 |
|
| S3 |
1,742.59 |
1,762.19 |
1,806.25 |
|
| S4 |
1,708.85 |
1,728.45 |
1,796.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,824.21 |
1,788.05 |
36.16 |
2.0% |
15.78 |
0.9% |
76% |
True |
False |
|
| 10 |
1,824.21 |
1,736.39 |
87.82 |
4.8% |
17.65 |
1.0% |
90% |
True |
False |
|
| 20 |
1,824.21 |
1,693.19 |
131.02 |
7.2% |
21.34 |
1.2% |
93% |
True |
False |
|
| 40 |
1,824.21 |
1,623.07 |
201.14 |
11.1% |
21.06 |
1.2% |
96% |
True |
False |
|
| 60 |
1,824.21 |
1,558.17 |
266.04 |
14.7% |
20.77 |
1.1% |
97% |
True |
False |
|
| 80 |
1,824.21 |
1,476.48 |
347.73 |
19.2% |
21.28 |
1.2% |
98% |
True |
False |
|
| 100 |
1,824.21 |
1,446.77 |
377.44 |
20.8% |
21.90 |
1.2% |
98% |
True |
False |
|
| 120 |
1,824.21 |
1,446.77 |
377.44 |
20.8% |
22.72 |
1.3% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,904.20 |
|
2.618 |
1,873.48 |
|
1.618 |
1,854.66 |
|
1.000 |
1,843.03 |
|
0.618 |
1,835.84 |
|
HIGH |
1,824.21 |
|
0.618 |
1,817.02 |
|
0.500 |
1,814.80 |
|
0.382 |
1,812.58 |
|
LOW |
1,805.39 |
|
0.618 |
1,793.76 |
|
1.000 |
1,786.57 |
|
1.618 |
1,774.94 |
|
2.618 |
1,756.12 |
|
4.250 |
1,725.41 |
|
|