Day Change Summary |
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Previous |
Current |
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12-Dec-2006 |
13-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
6,589.0 |
6,585.5 |
-3.5 |
-0.1% |
6,399.0 |
High |
6,610.0 |
6,661.0 |
51.0 |
0.8% |
6,573.5 |
Low |
6,574.5 |
6,584.0 |
9.5 |
0.1% |
6,356.5 |
Close |
6,603.5 |
6,646.0 |
42.5 |
0.6% |
6,551.0 |
Range |
35.5 |
77.0 |
41.5 |
116.9% |
217.0 |
ATR |
70.3 |
70.8 |
0.5 |
0.7% |
0.0 |
Volume |
5,590 |
8,269 |
2,679 |
47.9% |
7,023 |
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Daily Pivots for day following 13-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,861.3 |
6,830.7 |
6,688.4 |
|
R3 |
6,784.3 |
6,753.7 |
6,667.2 |
|
R2 |
6,707.3 |
6,707.3 |
6,660.1 |
|
R1 |
6,676.7 |
6,676.7 |
6,653.1 |
6,692.0 |
PP |
6,630.3 |
6,630.3 |
6,630.3 |
6,638.0 |
S1 |
6,599.7 |
6,599.7 |
6,638.9 |
6,615.0 |
S2 |
6,553.3 |
6,553.3 |
6,631.9 |
|
S3 |
6,476.3 |
6,522.7 |
6,624.8 |
|
S4 |
6,399.3 |
6,445.7 |
6,603.7 |
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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 |
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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 |
6,661.0 |
6,475.0 |
186.0 |
2.8% |
65.2 |
1.0% |
92% |
True |
False |
4,096 |
10 |
6,661.0 |
6,331.0 |
330.0 |
5.0% |
80.8 |
1.2% |
95% |
True |
False |
2,388 |
20 |
6,661.0 |
6,331.0 |
330.0 |
5.0% |
71.7 |
1.1% |
95% |
True |
False |
2,044 |
40 |
6,661.0 |
6,309.0 |
352.0 |
5.3% |
60.7 |
0.9% |
96% |
True |
False |
1,231 |
60 |
6,661.0 |
6,020.0 |
641.0 |
9.6% |
57.6 |
0.9% |
98% |
True |
False |
924 |
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Fibonacci Retracements and Extensions |
4.250 |
6,988.3 |
2.618 |
6,862.6 |
1.618 |
6,785.6 |
1.000 |
6,738.0 |
0.618 |
6,708.6 |
HIGH |
6,661.0 |
0.618 |
6,631.6 |
0.500 |
6,622.5 |
0.382 |
6,613.4 |
LOW |
6,584.0 |
0.618 |
6,536.4 |
1.000 |
6,507.0 |
1.618 |
6,459.4 |
2.618 |
6,382.4 |
4.250 |
6,256.8 |
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