Day Change Summary |
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Previous |
Current |
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04-Dec-2006 |
05-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,410.25 |
1,422.00 |
11.75 |
0.8% |
1,414.00 |
High |
1,425.25 |
1,429.25 |
4.00 |
0.3% |
1,420.25 |
Low |
1,409.50 |
1,421.75 |
12.25 |
0.9% |
1,390.25 |
Close |
1,422.75 |
1,428.75 |
6.00 |
0.4% |
1,412.25 |
Range |
15.75 |
7.50 |
-8.25 |
-52.4% |
30.00 |
ATR |
11.54 |
11.25 |
-0.29 |
-2.5% |
0.00 |
Volume |
54,959 |
17,992 |
-36,967 |
-67.3% |
113,431 |
|
Daily Pivots for day following 05-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.00 |
1,446.50 |
1,433.00 |
|
R3 |
1,441.50 |
1,439.00 |
1,430.75 |
|
R2 |
1,434.00 |
1,434.00 |
1,430.00 |
|
R1 |
1,431.50 |
1,431.50 |
1,429.50 |
1,432.75 |
PP |
1,426.50 |
1,426.50 |
1,426.50 |
1,427.25 |
S1 |
1,424.00 |
1,424.00 |
1,428.00 |
1,425.25 |
S2 |
1,419.00 |
1,419.00 |
1,427.50 |
|
S3 |
1,411.50 |
1,416.50 |
1,426.75 |
|
S4 |
1,404.00 |
1,409.00 |
1,424.50 |
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|
Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,497.50 |
1,485.00 |
1,428.75 |
|
R3 |
1,467.50 |
1,455.00 |
1,420.50 |
|
R2 |
1,437.50 |
1,437.50 |
1,417.75 |
|
R1 |
1,425.00 |
1,425.00 |
1,415.00 |
1,416.25 |
PP |
1,407.50 |
1,407.50 |
1,407.50 |
1,403.25 |
S1 |
1,395.00 |
1,395.00 |
1,409.50 |
1,386.25 |
S2 |
1,377.50 |
1,377.50 |
1,406.75 |
|
S3 |
1,347.50 |
1,365.00 |
1,404.00 |
|
S4 |
1,317.50 |
1,335.00 |
1,395.75 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,429.25 |
1,399.25 |
30.00 |
2.1% |
14.00 |
1.0% |
98% |
True |
False |
32,748 |
10 |
1,429.25 |
1,390.25 |
39.00 |
2.7% |
12.00 |
0.8% |
99% |
True |
False |
20,178 |
20 |
1,429.25 |
1,390.25 |
39.00 |
2.7% |
10.50 |
0.7% |
99% |
True |
False |
12,049 |
40 |
1,429.25 |
1,362.75 |
66.50 |
4.7% |
10.75 |
0.8% |
99% |
True |
False |
6,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,461.00 |
2.618 |
1,449.00 |
1.618 |
1,441.50 |
1.000 |
1,436.75 |
0.618 |
1,434.00 |
HIGH |
1,429.25 |
0.618 |
1,426.50 |
0.500 |
1,425.50 |
0.382 |
1,424.50 |
LOW |
1,421.75 |
0.618 |
1,417.00 |
1.000 |
1,414.25 |
1.618 |
1,409.50 |
2.618 |
1,402.00 |
4.250 |
1,390.00 |
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