Day Change Summary |
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Previous |
Current |
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22-Dec-2006 |
26-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,418.10 |
1,410.75 |
-7.35 |
-0.5% |
1,427.08 |
High |
1,418.82 |
1,417.91 |
-0.91 |
-0.1% |
1,431.81 |
Low |
1,410.28 |
1,410.45 |
0.17 |
0.0% |
1,410.28 |
Close |
1,410.76 |
1,416.90 |
6.14 |
0.4% |
1,410.76 |
Range |
8.54 |
7.46 |
-1.08 |
-12.6% |
21.53 |
ATR |
9.68 |
9.52 |
-0.16 |
-1.6% |
0.00 |
Volume |
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Daily Pivots for day following 26-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,437.47 |
1,434.64 |
1,421.00 |
|
R3 |
1,430.01 |
1,427.18 |
1,418.95 |
|
R2 |
1,422.55 |
1,422.55 |
1,418.27 |
|
R1 |
1,419.72 |
1,419.72 |
1,417.58 |
1,421.14 |
PP |
1,415.09 |
1,415.09 |
1,415.09 |
1,415.79 |
S1 |
1,412.26 |
1,412.26 |
1,416.22 |
1,413.68 |
S2 |
1,407.63 |
1,407.63 |
1,415.53 |
|
S3 |
1,400.17 |
1,404.80 |
1,414.85 |
|
S4 |
1,392.71 |
1,397.34 |
1,412.80 |
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Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.21 |
1,468.01 |
1,422.60 |
|
R3 |
1,460.68 |
1,446.48 |
1,416.68 |
|
R2 |
1,439.15 |
1,439.15 |
1,414.71 |
|
R1 |
1,424.95 |
1,424.95 |
1,412.73 |
1,421.29 |
PP |
1,417.62 |
1,417.62 |
1,417.62 |
1,415.78 |
S1 |
1,403.42 |
1,403.42 |
1,408.79 |
1,399.76 |
S2 |
1,396.09 |
1,396.09 |
1,406.81 |
|
S3 |
1,374.56 |
1,381.89 |
1,404.84 |
|
S4 |
1,353.03 |
1,360.36 |
1,398.92 |
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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 |
1,429.05 |
1,410.28 |
18.77 |
1.3% |
9.09 |
0.6% |
35% |
False |
False |
|
10 |
1,431.81 |
1,404.75 |
27.06 |
1.9% |
9.15 |
0.6% |
45% |
False |
False |
|
20 |
1,431.81 |
1,377.83 |
53.98 |
3.8% |
10.02 |
0.7% |
72% |
False |
False |
|
40 |
1,431.81 |
1,360.98 |
70.83 |
5.0% |
9.85 |
0.7% |
79% |
False |
False |
|
60 |
1,431.81 |
1,327.10 |
104.71 |
7.4% |
9.65 |
0.7% |
86% |
False |
False |
|
80 |
1,431.81 |
1,290.93 |
140.88 |
9.9% |
9.52 |
0.7% |
89% |
False |
False |
|
100 |
1,431.81 |
1,261.30 |
170.51 |
12.0% |
9.66 |
0.7% |
91% |
False |
False |
|
120 |
1,431.81 |
1,224.54 |
207.27 |
14.6% |
10.37 |
0.7% |
93% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,449.62 |
2.618 |
1,437.44 |
1.618 |
1,429.98 |
1.000 |
1,425.37 |
0.618 |
1,422.52 |
HIGH |
1,417.91 |
0.618 |
1,415.06 |
0.500 |
1,414.18 |
0.382 |
1,413.30 |
LOW |
1,410.45 |
0.618 |
1,405.84 |
1.000 |
1,402.99 |
1.618 |
1,398.38 |
2.618 |
1,390.92 |
4.250 |
1,378.75 |
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