| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2005 |
16-Nov-2005 |
Change |
Change % |
Previous Week |
| Open |
10,697.00 |
10,683.00 |
-14.00 |
-0.1% |
10,531.20 |
| High |
10,742.00 |
10,712.20 |
-29.80 |
-0.3% |
10,696.50 |
| Low |
10,664.60 |
10,652.30 |
-12.30 |
-0.1% |
10,519.40 |
| Close |
10,686.40 |
10,674.80 |
-11.60 |
-0.1% |
10,686.00 |
| Range |
77.40 |
59.90 |
-17.50 |
-22.6% |
177.10 |
| ATR |
92.98 |
90.62 |
-2.36 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Nov-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,859.47 |
10,827.03 |
10,707.75 |
|
| R3 |
10,799.57 |
10,767.13 |
10,691.27 |
|
| R2 |
10,739.67 |
10,739.67 |
10,685.78 |
|
| R1 |
10,707.23 |
10,707.23 |
10,680.29 |
10,693.50 |
| PP |
10,679.77 |
10,679.77 |
10,679.77 |
10,672.90 |
| S1 |
10,647.33 |
10,647.33 |
10,669.31 |
10,633.60 |
| S2 |
10,619.87 |
10,619.87 |
10,663.82 |
|
| S3 |
10,559.97 |
10,587.43 |
10,658.33 |
|
| S4 |
10,500.07 |
10,527.53 |
10,641.86 |
|
|
| Weekly Pivots for week ending 11-Nov-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,165.27 |
11,102.73 |
10,783.41 |
|
| R3 |
10,988.17 |
10,925.63 |
10,734.70 |
|
| R2 |
10,811.07 |
10,811.07 |
10,718.47 |
|
| R1 |
10,748.53 |
10,748.53 |
10,702.23 |
10,779.80 |
| PP |
10,633.97 |
10,633.97 |
10,633.97 |
10,649.60 |
| S1 |
10,571.43 |
10,571.43 |
10,669.77 |
10,602.70 |
| S2 |
10,456.87 |
10,456.87 |
10,653.53 |
|
| S3 |
10,279.77 |
10,394.33 |
10,637.30 |
|
| S4 |
10,102.67 |
10,217.23 |
10,588.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,742.00 |
10,519.40 |
222.60 |
2.1% |
73.66 |
0.7% |
70% |
False |
False |
|
| 10 |
10,742.00 |
10,470.50 |
271.50 |
2.5% |
73.73 |
0.7% |
75% |
False |
False |
|
| 20 |
10,742.00 |
10,193.50 |
548.50 |
5.1% |
98.46 |
0.9% |
88% |
False |
False |
|
| 40 |
10,742.00 |
10,156.50 |
585.50 |
5.5% |
99.09 |
0.9% |
89% |
False |
False |
|
| 60 |
10,742.00 |
10,156.50 |
585.50 |
5.5% |
97.26 |
0.9% |
89% |
False |
False |
|
| 80 |
10,742.00 |
10,156.50 |
585.50 |
5.5% |
95.11 |
0.9% |
89% |
False |
False |
|
| 100 |
10,742.00 |
10,156.50 |
585.50 |
5.5% |
94.57 |
0.9% |
89% |
False |
False |
|
| 120 |
10,742.00 |
10,156.50 |
585.50 |
5.5% |
93.30 |
0.9% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,966.78 |
|
2.618 |
10,869.02 |
|
1.618 |
10,809.12 |
|
1.000 |
10,772.10 |
|
0.618 |
10,749.22 |
|
HIGH |
10,712.20 |
|
0.618 |
10,689.32 |
|
0.500 |
10,682.25 |
|
0.382 |
10,675.18 |
|
LOW |
10,652.30 |
|
0.618 |
10,615.28 |
|
1.000 |
10,592.40 |
|
1.618 |
10,555.38 |
|
2.618 |
10,495.48 |
|
4.250 |
10,397.73 |
|
|