Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2006 |
18-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
6,705.5 |
6,710.0 |
4.5 |
0.1% |
6,571.5 |
High |
6,729.0 |
6,739.5 |
10.5 |
0.2% |
6,729.0 |
Low |
6,684.0 |
6,694.0 |
10.0 |
0.1% |
6,571.5 |
Close |
6,716.5 |
6,716.0 |
-0.5 |
0.0% |
6,716.5 |
Range |
45.0 |
45.5 |
0.5 |
1.1% |
157.5 |
ATR |
68.4 |
66.7 |
-1.6 |
-2.4% |
0.0 |
Volume |
4,529 |
4,815 |
286 |
6.3% |
32,084 |
|
Daily Pivots for day following 18-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,853.0 |
6,830.0 |
6,741.0 |
|
R3 |
6,807.5 |
6,784.5 |
6,728.5 |
|
R2 |
6,762.0 |
6,762.0 |
6,724.3 |
|
R1 |
6,739.0 |
6,739.0 |
6,720.2 |
6,750.5 |
PP |
6,716.5 |
6,716.5 |
6,716.5 |
6,722.3 |
S1 |
6,693.5 |
6,693.5 |
6,711.8 |
6,705.0 |
S2 |
6,671.0 |
6,671.0 |
6,707.7 |
|
S3 |
6,625.5 |
6,648.0 |
6,703.5 |
|
S4 |
6,580.0 |
6,602.5 |
6,691.0 |
|
|
Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,144.8 |
7,088.2 |
6,803.1 |
|
R3 |
6,987.3 |
6,930.7 |
6,759.8 |
|
R2 |
6,829.8 |
6,829.8 |
6,745.4 |
|
R1 |
6,773.2 |
6,773.2 |
6,730.9 |
6,801.5 |
PP |
6,672.3 |
6,672.3 |
6,672.3 |
6,686.5 |
S1 |
6,615.7 |
6,615.7 |
6,702.1 |
6,644.0 |
S2 |
6,514.8 |
6,514.8 |
6,687.6 |
|
S3 |
6,357.3 |
6,458.2 |
6,673.2 |
|
S4 |
6,199.8 |
6,300.7 |
6,629.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,739.5 |
6,574.5 |
165.0 |
2.5% |
50.7 |
0.8% |
86% |
True |
False |
6,985 |
10 |
6,739.5 |
6,412.0 |
327.5 |
4.9% |
60.6 |
0.9% |
93% |
True |
False |
4,337 |
20 |
6,739.5 |
6,331.0 |
408.5 |
6.1% |
69.9 |
1.0% |
94% |
True |
False |
2,640 |
40 |
6,739.5 |
6,331.0 |
408.5 |
6.1% |
60.7 |
0.9% |
94% |
True |
False |
1,735 |
60 |
6,739.5 |
6,085.0 |
654.5 |
9.7% |
56.7 |
0.8% |
96% |
True |
False |
1,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,932.9 |
2.618 |
6,858.6 |
1.618 |
6,813.1 |
1.000 |
6,785.0 |
0.618 |
6,767.6 |
HIGH |
6,739.5 |
0.618 |
6,722.1 |
0.500 |
6,716.8 |
0.382 |
6,711.4 |
LOW |
6,694.0 |
0.618 |
6,665.9 |
1.000 |
6,648.5 |
1.618 |
6,620.4 |
2.618 |
6,574.9 |
4.250 |
6,500.6 |
|
|