Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
6,720.0 |
6,690.0 |
-30.0 |
-0.4% |
6,571.5 |
High |
6,728.5 |
6,714.5 |
-14.0 |
-0.2% |
6,729.0 |
Low |
6,683.5 |
6,665.0 |
-18.5 |
-0.3% |
6,571.5 |
Close |
6,710.5 |
6,695.5 |
-15.0 |
-0.2% |
6,716.5 |
Range |
45.0 |
49.5 |
4.5 |
10.0% |
157.5 |
ATR |
65.4 |
64.3 |
-1.1 |
-1.7% |
0.0 |
Volume |
1,379 |
1,900 |
521 |
37.8% |
32,084 |
|
Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,840.2 |
6,817.3 |
6,722.7 |
|
R3 |
6,790.7 |
6,767.8 |
6,709.1 |
|
R2 |
6,741.2 |
6,741.2 |
6,704.6 |
|
R1 |
6,718.3 |
6,718.3 |
6,700.0 |
6,729.8 |
PP |
6,691.7 |
6,691.7 |
6,691.7 |
6,697.4 |
S1 |
6,668.8 |
6,668.8 |
6,691.0 |
6,680.3 |
S2 |
6,642.2 |
6,642.2 |
6,686.4 |
|
S3 |
6,592.7 |
6,619.3 |
6,681.9 |
|
S4 |
6,543.2 |
6,569.8 |
6,668.3 |
|
|
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 |
6,650.5 |
89.0 |
1.3% |
47.3 |
0.7% |
51% |
False |
False |
3,214 |
10 |
6,739.5 |
6,482.0 |
257.5 |
3.8% |
52.2 |
0.8% |
83% |
False |
False |
4,665 |
20 |
6,739.5 |
6,331.0 |
408.5 |
6.1% |
72.6 |
1.1% |
89% |
False |
False |
2,860 |
40 |
6,739.5 |
6,331.0 |
408.5 |
6.1% |
61.8 |
0.9% |
89% |
False |
False |
1,866 |
60 |
6,739.5 |
6,107.5 |
632.0 |
9.4% |
57.3 |
0.9% |
93% |
False |
False |
1,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,924.9 |
2.618 |
6,844.1 |
1.618 |
6,794.6 |
1.000 |
6,764.0 |
0.618 |
6,745.1 |
HIGH |
6,714.5 |
0.618 |
6,695.6 |
0.500 |
6,689.8 |
0.382 |
6,683.9 |
LOW |
6,665.0 |
0.618 |
6,634.4 |
1.000 |
6,615.5 |
1.618 |
6,584.9 |
2.618 |
6,535.4 |
4.250 |
6,454.6 |
|
|