| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2005 |
22-Nov-2005 |
Change |
Change % |
Previous Week |
| Open |
10,766.30 |
10,816.00 |
49.70 |
0.5% |
10,686.60 |
| High |
10,835.30 |
10,877.40 |
42.10 |
0.4% |
10,796.30 |
| Low |
10,761.00 |
10,787.20 |
26.20 |
0.2% |
10,652.30 |
| Close |
10,820.30 |
10,871.40 |
51.10 |
0.5% |
10,766.30 |
| Range |
74.30 |
90.20 |
15.90 |
21.4% |
144.00 |
| ATR |
88.26 |
88.40 |
0.14 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Nov-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,115.93 |
11,083.87 |
10,921.01 |
|
| R3 |
11,025.73 |
10,993.67 |
10,896.21 |
|
| R2 |
10,935.53 |
10,935.53 |
10,887.94 |
|
| R1 |
10,903.47 |
10,903.47 |
10,879.67 |
10,919.50 |
| PP |
10,845.33 |
10,845.33 |
10,845.33 |
10,853.35 |
| S1 |
10,813.27 |
10,813.27 |
10,863.13 |
10,829.30 |
| S2 |
10,755.13 |
10,755.13 |
10,854.86 |
|
| S3 |
10,664.93 |
10,723.07 |
10,846.60 |
|
| S4 |
10,574.73 |
10,632.87 |
10,821.79 |
|
|
| Weekly Pivots for week ending 18-Nov-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,170.30 |
11,112.30 |
10,845.50 |
|
| R3 |
11,026.30 |
10,968.30 |
10,805.90 |
|
| R2 |
10,882.30 |
10,882.30 |
10,792.70 |
|
| R1 |
10,824.30 |
10,824.30 |
10,779.50 |
10,853.30 |
| PP |
10,738.30 |
10,738.30 |
10,738.30 |
10,752.80 |
| S1 |
10,680.30 |
10,680.30 |
10,753.10 |
10,709.30 |
| S2 |
10,594.30 |
10,594.30 |
10,739.90 |
|
| S3 |
10,450.30 |
10,536.30 |
10,726.70 |
|
| S4 |
10,306.30 |
10,392.30 |
10,687.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,877.40 |
10,652.30 |
225.10 |
2.1% |
77.12 |
0.7% |
97% |
True |
False |
|
| 10 |
10,877.40 |
10,519.40 |
358.00 |
3.3% |
77.64 |
0.7% |
98% |
True |
False |
|
| 20 |
10,877.40 |
10,230.00 |
647.40 |
6.0% |
84.55 |
0.8% |
99% |
True |
False |
|
| 40 |
10,877.40 |
10,156.50 |
720.90 |
6.6% |
98.31 |
0.9% |
99% |
True |
False |
|
| 60 |
10,877.40 |
10,156.50 |
720.90 |
6.6% |
96.54 |
0.9% |
99% |
True |
False |
|
| 80 |
10,877.40 |
10,156.50 |
720.90 |
6.6% |
95.58 |
0.9% |
99% |
True |
False |
|
| 100 |
10,877.40 |
10,156.50 |
720.90 |
6.6% |
93.77 |
0.9% |
99% |
True |
False |
|
| 120 |
10,877.40 |
10,156.50 |
720.90 |
6.6% |
93.03 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,260.75 |
|
2.618 |
11,113.54 |
|
1.618 |
11,023.34 |
|
1.000 |
10,967.60 |
|
0.618 |
10,933.14 |
|
HIGH |
10,877.40 |
|
0.618 |
10,842.94 |
|
0.500 |
10,832.30 |
|
0.382 |
10,821.66 |
|
LOW |
10,787.20 |
|
0.618 |
10,731.46 |
|
1.000 |
10,697.00 |
|
1.618 |
10,641.26 |
|
2.618 |
10,551.06 |
|
4.250 |
10,403.85 |
|
|