Day Change Summary |
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Previous |
Current |
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06-Dec-2006 |
07-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,428.75 |
1,426.25 |
-2.50 |
-0.2% |
1,414.00 |
High |
1,429.50 |
1,432.00 |
2.50 |
0.2% |
1,420.25 |
Low |
1,424.25 |
1,419.75 |
-4.50 |
-0.3% |
1,390.25 |
Close |
1,426.75 |
1,420.75 |
-6.00 |
-0.4% |
1,412.25 |
Range |
5.25 |
12.25 |
7.00 |
133.3% |
30.00 |
ATR |
10.82 |
10.92 |
0.10 |
0.9% |
0.00 |
Volume |
70,727 |
150,016 |
79,289 |
112.1% |
113,431 |
|
Daily Pivots for day following 07-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,461.00 |
1,453.00 |
1,427.50 |
|
R3 |
1,448.75 |
1,440.75 |
1,424.00 |
|
R2 |
1,436.50 |
1,436.50 |
1,423.00 |
|
R1 |
1,428.50 |
1,428.50 |
1,421.75 |
1,426.50 |
PP |
1,424.25 |
1,424.25 |
1,424.25 |
1,423.00 |
S1 |
1,416.25 |
1,416.25 |
1,419.75 |
1,414.00 |
S2 |
1,412.00 |
1,412.00 |
1,418.50 |
|
S3 |
1,399.75 |
1,404.00 |
1,417.50 |
|
S4 |
1,387.50 |
1,391.75 |
1,414.00 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,432.00 |
1,399.25 |
32.75 |
2.3% |
12.00 |
0.8% |
66% |
True |
False |
70,256 |
10 |
1,432.00 |
1,390.25 |
41.75 |
2.9% |
13.00 |
0.9% |
73% |
True |
False |
41,917 |
20 |
1,432.00 |
1,390.25 |
41.75 |
2.9% |
10.25 |
0.7% |
73% |
True |
False |
22,957 |
40 |
1,432.00 |
1,375.75 |
56.25 |
4.0% |
10.75 |
0.8% |
80% |
True |
False |
12,174 |
60 |
1,432.00 |
1,332.00 |
100.00 |
7.0% |
10.50 |
0.7% |
89% |
True |
False |
8,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.00 |
2.618 |
1,464.00 |
1.618 |
1,451.75 |
1.000 |
1,444.25 |
0.618 |
1,439.50 |
HIGH |
1,432.00 |
0.618 |
1,427.25 |
0.500 |
1,426.00 |
0.382 |
1,424.50 |
LOW |
1,419.75 |
0.618 |
1,412.25 |
1.000 |
1,407.50 |
1.618 |
1,400.00 |
2.618 |
1,387.75 |
4.250 |
1,367.75 |
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