Day Change Summary |
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Previous |
Current |
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21-Dec-2006 |
22-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
6,690.0 |
6,689.5 |
-0.5 |
0.0% |
6,710.0 |
High |
6,714.5 |
6,693.0 |
-21.5 |
-0.3% |
6,739.5 |
Low |
6,665.0 |
6,609.0 |
-56.0 |
-0.8% |
6,609.0 |
Close |
6,695.5 |
6,613.5 |
-82.0 |
-1.2% |
6,613.5 |
Range |
49.5 |
84.0 |
34.5 |
69.7% |
130.5 |
ATR |
64.3 |
65.9 |
1.6 |
2.5% |
0.0 |
Volume |
1,900 |
325 |
-1,575 |
-82.9% |
11,868 |
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Daily Pivots for day following 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,890.5 |
6,836.0 |
6,659.7 |
|
R3 |
6,806.5 |
6,752.0 |
6,636.6 |
|
R2 |
6,722.5 |
6,722.5 |
6,628.9 |
|
R1 |
6,668.0 |
6,668.0 |
6,621.2 |
6,653.3 |
PP |
6,638.5 |
6,638.5 |
6,638.5 |
6,631.1 |
S1 |
6,584.0 |
6,584.0 |
6,605.8 |
6,569.3 |
S2 |
6,554.5 |
6,554.5 |
6,598.1 |
|
S3 |
6,470.5 |
6,500.0 |
6,590.4 |
|
S4 |
6,386.5 |
6,416.0 |
6,567.3 |
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Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,045.5 |
6,960.0 |
6,685.3 |
|
R3 |
6,915.0 |
6,829.5 |
6,649.4 |
|
R2 |
6,784.5 |
6,784.5 |
6,637.4 |
|
R1 |
6,699.0 |
6,699.0 |
6,625.5 |
6,676.5 |
PP |
6,654.0 |
6,654.0 |
6,654.0 |
6,642.8 |
S1 |
6,568.5 |
6,568.5 |
6,601.5 |
6,546.0 |
S2 |
6,523.5 |
6,523.5 |
6,589.6 |
|
S3 |
6,393.0 |
6,438.0 |
6,577.6 |
|
S4 |
6,262.5 |
6,307.5 |
6,541.7 |
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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 |
6,739.5 |
6,609.0 |
130.5 |
2.0% |
55.1 |
0.8% |
3% |
False |
True |
2,373 |
10 |
6,739.5 |
6,571.5 |
168.0 |
2.5% |
51.5 |
0.8% |
25% |
False |
False |
4,395 |
20 |
6,739.5 |
6,331.0 |
408.5 |
6.2% |
72.2 |
1.1% |
69% |
False |
False |
2,795 |
40 |
6,739.5 |
6,331.0 |
408.5 |
6.2% |
62.3 |
0.9% |
69% |
False |
False |
1,864 |
60 |
6,739.5 |
6,107.5 |
632.0 |
9.6% |
58.1 |
0.9% |
80% |
False |
False |
1,358 |
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Fibonacci Retracements and Extensions |
4.250 |
7,050.0 |
2.618 |
6,912.9 |
1.618 |
6,828.9 |
1.000 |
6,777.0 |
0.618 |
6,744.9 |
HIGH |
6,693.0 |
0.618 |
6,660.9 |
0.500 |
6,651.0 |
0.382 |
6,641.1 |
LOW |
6,609.0 |
0.618 |
6,557.1 |
1.000 |
6,525.0 |
1.618 |
6,473.1 |
2.618 |
6,389.1 |
4.250 |
6,252.0 |
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