| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2006 |
16-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
12,458 |
12,520 |
62 |
0.5% |
12,303 |
| High |
12,458 |
12,520 |
62 |
0.5% |
12,378 |
| Low |
12,458 |
12,520 |
62 |
0.5% |
12,303 |
| Close |
12,458 |
12,520 |
62 |
0.5% |
12,303 |
| Range |
|
|
|
|
|
| ATR |
35 |
37 |
2 |
5.6% |
0 |
| Volume |
1 |
0 |
-1 |
-100.0% |
0 |
|
| Daily Pivots for day following 16-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,520 |
12,520 |
12,520 |
|
| R3 |
12,520 |
12,520 |
12,520 |
|
| R2 |
12,520 |
12,520 |
12,520 |
|
| R1 |
12,520 |
12,520 |
12,520 |
12,520 |
| PP |
12,520 |
12,520 |
12,520 |
12,520 |
| S1 |
12,520 |
12,520 |
12,520 |
12,520 |
| S2 |
12,520 |
12,520 |
12,520 |
|
| S3 |
12,520 |
12,520 |
12,520 |
|
| S4 |
12,520 |
12,520 |
12,520 |
|
|
| Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,553 |
12,503 |
12,344 |
|
| R3 |
12,478 |
12,428 |
12,324 |
|
| R2 |
12,403 |
12,403 |
12,317 |
|
| R1 |
12,353 |
12,353 |
12,310 |
12,341 |
| PP |
12,328 |
12,328 |
12,328 |
12,322 |
| S1 |
12,278 |
12,278 |
12,296 |
12,266 |
| S2 |
12,253 |
12,253 |
12,289 |
|
| S3 |
12,178 |
12,203 |
12,283 |
|
| S4 |
12,103 |
12,128 |
12,262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,520 |
12,303 |
217 |
1.7% |
0 |
0.0% |
100% |
True |
False |
|
| 10 |
12,520 |
12,178 |
342 |
2.7% |
0 |
0.0% |
100% |
True |
False |
|
| 20 |
12,520 |
12,178 |
342 |
2.7% |
0 |
0.0% |
100% |
True |
False |
|
| 40 |
12,520 |
11,763 |
757 |
6.0% |
0 |
0.0% |
100% |
True |
False |
|
| 60 |
12,520 |
11,523 |
997 |
8.0% |
0 |
0.0% |
100% |
True |
False |
|
| 80 |
12,520 |
11,338 |
1,182 |
9.4% |
0 |
0.0% |
100% |
True |
False |
|
| 100 |
12,520 |
11,005 |
1,515 |
12.1% |
0 |
0.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,520 |
|
2.618 |
12,520 |
|
1.618 |
12,520 |
|
1.000 |
12,520 |
|
0.618 |
12,520 |
|
HIGH |
12,520 |
|
0.618 |
12,520 |
|
0.500 |
12,520 |
|
0.382 |
12,520 |
|
LOW |
12,520 |
|
0.618 |
12,520 |
|
1.000 |
12,520 |
|
1.618 |
12,520 |
|
2.618 |
12,520 |
|
4.250 |
12,520 |
|
|