Day Change Summary |
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Previous |
Current |
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20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,425.51 |
1,423.20 |
-2.31 |
-0.2% |
1,409.81 |
High |
1,429.05 |
1,426.40 |
-2.65 |
-0.2% |
1,431.63 |
Low |
1,423.51 |
1,415.90 |
-7.61 |
-0.5% |
1,404.75 |
Close |
1,423.53 |
1,418.30 |
-5.23 |
-0.4% |
1,427.09 |
Range |
5.54 |
10.50 |
4.96 |
89.5% |
26.88 |
ATR |
9.71 |
9.77 |
0.06 |
0.6% |
0.00 |
Volume |
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Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,451.70 |
1,445.50 |
1,424.08 |
|
R3 |
1,441.20 |
1,435.00 |
1,421.19 |
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R2 |
1,430.70 |
1,430.70 |
1,420.23 |
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R1 |
1,424.50 |
1,424.50 |
1,419.26 |
1,422.35 |
PP |
1,420.20 |
1,420.20 |
1,420.20 |
1,419.13 |
S1 |
1,414.00 |
1,414.00 |
1,417.34 |
1,411.85 |
S2 |
1,409.70 |
1,409.70 |
1,416.38 |
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S3 |
1,399.20 |
1,403.50 |
1,415.41 |
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S4 |
1,388.70 |
1,393.00 |
1,412.53 |
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Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,501.80 |
1,491.32 |
1,441.87 |
|
R3 |
1,474.92 |
1,464.44 |
1,434.48 |
|
R2 |
1,448.04 |
1,448.04 |
1,432.02 |
|
R1 |
1,437.56 |
1,437.56 |
1,429.55 |
1,442.80 |
PP |
1,421.16 |
1,421.16 |
1,421.16 |
1,423.78 |
S1 |
1,410.68 |
1,410.68 |
1,424.63 |
1,415.92 |
S2 |
1,394.28 |
1,394.28 |
1,422.16 |
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S3 |
1,367.40 |
1,383.80 |
1,419.70 |
|
S4 |
1,340.52 |
1,356.92 |
1,412.31 |
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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 |
1,431.81 |
1,414.88 |
16.93 |
1.2% |
9.35 |
0.7% |
20% |
False |
False |
|
10 |
1,431.81 |
1,403.67 |
28.14 |
2.0% |
9.29 |
0.7% |
52% |
False |
False |
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20 |
1,431.81 |
1,377.83 |
53.98 |
3.8% |
10.51 |
0.7% |
75% |
False |
False |
|
40 |
1,431.81 |
1,360.98 |
70.83 |
5.0% |
10.02 |
0.7% |
81% |
False |
False |
|
60 |
1,431.81 |
1,327.10 |
104.71 |
7.4% |
9.56 |
0.7% |
87% |
False |
False |
|
80 |
1,431.81 |
1,290.93 |
140.88 |
9.9% |
9.42 |
0.7% |
90% |
False |
False |
|
100 |
1,431.81 |
1,261.30 |
170.51 |
12.0% |
9.75 |
0.7% |
92% |
False |
False |
|
120 |
1,431.81 |
1,224.54 |
207.27 |
14.6% |
10.42 |
0.7% |
93% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,471.03 |
2.618 |
1,453.89 |
1.618 |
1,443.39 |
1.000 |
1,436.90 |
0.618 |
1,432.89 |
HIGH |
1,426.40 |
0.618 |
1,422.39 |
0.500 |
1,421.15 |
0.382 |
1,419.91 |
LOW |
1,415.90 |
0.618 |
1,409.41 |
1.000 |
1,405.40 |
1.618 |
1,398.91 |
2.618 |
1,388.41 |
4.250 |
1,371.28 |
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