Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2006 |
12-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
6,571.5 |
6,589.0 |
17.5 |
0.3% |
6,399.0 |
High |
6,602.5 |
6,610.0 |
7.5 |
0.1% |
6,573.5 |
Low |
6,571.5 |
6,574.5 |
3.0 |
0.0% |
6,356.5 |
Close |
6,596.0 |
6,603.5 |
7.5 |
0.1% |
6,551.0 |
Range |
31.0 |
35.5 |
4.5 |
14.5% |
217.0 |
ATR |
73.0 |
70.3 |
-2.7 |
-3.7% |
0.0 |
Volume |
1,972 |
5,590 |
3,618 |
183.5% |
7,023 |
|
Daily Pivots for day following 12-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,702.5 |
6,688.5 |
6,623.0 |
|
R3 |
6,667.0 |
6,653.0 |
6,613.3 |
|
R2 |
6,631.5 |
6,631.5 |
6,610.0 |
|
R1 |
6,617.5 |
6,617.5 |
6,606.8 |
6,624.5 |
PP |
6,596.0 |
6,596.0 |
6,596.0 |
6,599.5 |
S1 |
6,582.0 |
6,582.0 |
6,600.2 |
6,589.0 |
S2 |
6,560.5 |
6,560.5 |
6,597.0 |
|
S3 |
6,525.0 |
6,546.5 |
6,593.7 |
|
S4 |
6,489.5 |
6,511.0 |
6,584.0 |
|
|
Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,144.7 |
7,064.8 |
6,670.4 |
|
R3 |
6,927.7 |
6,847.8 |
6,610.7 |
|
R2 |
6,710.7 |
6,710.7 |
6,590.8 |
|
R1 |
6,630.8 |
6,630.8 |
6,570.9 |
6,670.8 |
PP |
6,493.7 |
6,493.7 |
6,493.7 |
6,513.6 |
S1 |
6,413.8 |
6,413.8 |
6,531.1 |
6,453.8 |
S2 |
6,276.7 |
6,276.7 |
6,511.2 |
|
S3 |
6,059.7 |
6,196.8 |
6,491.3 |
|
S4 |
5,842.7 |
5,979.8 |
6,431.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,610.0 |
6,470.0 |
140.0 |
2.1% |
58.1 |
0.9% |
95% |
True |
False |
2,660 |
10 |
6,610.0 |
6,331.0 |
279.0 |
4.2% |
79.5 |
1.2% |
98% |
True |
False |
1,676 |
20 |
6,633.5 |
6,331.0 |
302.5 |
4.6% |
69.4 |
1.1% |
90% |
False |
False |
1,658 |
40 |
6,633.5 |
6,294.0 |
339.5 |
5.1% |
60.5 |
0.9% |
91% |
False |
False |
1,036 |
60 |
6,633.5 |
6,020.0 |
613.5 |
9.3% |
57.6 |
0.9% |
95% |
False |
False |
792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,760.9 |
2.618 |
6,702.9 |
1.618 |
6,667.4 |
1.000 |
6,645.5 |
0.618 |
6,631.9 |
HIGH |
6,610.0 |
0.618 |
6,596.4 |
0.500 |
6,592.3 |
0.382 |
6,588.1 |
LOW |
6,574.5 |
0.618 |
6,552.6 |
1.000 |
6,539.0 |
1.618 |
6,517.1 |
2.618 |
6,481.6 |
4.250 |
6,423.6 |
|
|