| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2006 |
01-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
6,507.5 |
6,466.0 |
-41.5 |
-0.6% |
6,537.0 |
| High |
6,527.5 |
6,489.5 |
-38.0 |
-0.6% |
6,553.0 |
| Low |
6,418.5 |
6,331.0 |
-87.5 |
-1.4% |
6,331.0 |
| Close |
6,438.5 |
6,374.5 |
-64.0 |
-1.0% |
6,374.5 |
| Range |
109.0 |
158.5 |
49.5 |
45.4% |
222.0 |
| ATR |
65.7 |
72.4 |
6.6 |
10.1% |
0.0 |
| Volume |
477 |
551 |
74 |
15.5% |
4,931 |
|
| Daily Pivots for day following 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,873.8 |
6,782.7 |
6,461.7 |
|
| R3 |
6,715.3 |
6,624.2 |
6,418.1 |
|
| R2 |
6,556.8 |
6,556.8 |
6,403.6 |
|
| R1 |
6,465.7 |
6,465.7 |
6,389.0 |
6,432.0 |
| PP |
6,398.3 |
6,398.3 |
6,398.3 |
6,381.5 |
| S1 |
6,307.2 |
6,307.2 |
6,360.0 |
6,273.5 |
| S2 |
6,239.8 |
6,239.8 |
6,345.4 |
|
| S3 |
6,081.3 |
6,148.7 |
6,330.9 |
|
| S4 |
5,922.8 |
5,990.2 |
6,287.3 |
|
|
| Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,085.5 |
6,952.0 |
6,496.6 |
|
| R3 |
6,863.5 |
6,730.0 |
6,435.6 |
|
| R2 |
6,641.5 |
6,641.5 |
6,415.2 |
|
| R1 |
6,508.0 |
6,508.0 |
6,394.9 |
6,463.8 |
| PP |
6,419.5 |
6,419.5 |
6,419.5 |
6,397.4 |
| S1 |
6,286.0 |
6,286.0 |
6,354.2 |
6,241.8 |
| S2 |
6,197.5 |
6,197.5 |
6,333.8 |
|
| S3 |
5,975.5 |
6,064.0 |
6,313.5 |
|
| S4 |
5,753.5 |
5,842.0 |
6,252.4 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,163.1 |
|
2.618 |
6,904.5 |
|
1.618 |
6,746.0 |
|
1.000 |
6,648.0 |
|
0.618 |
6,587.5 |
|
HIGH |
6,489.5 |
|
0.618 |
6,429.0 |
|
0.500 |
6,410.3 |
|
0.382 |
6,391.5 |
|
LOW |
6,331.0 |
|
0.618 |
6,233.0 |
|
1.000 |
6,172.5 |
|
1.618 |
6,074.5 |
|
2.618 |
5,916.0 |
|
4.250 |
5,657.4 |
|
|