Day Change Summary |
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Previous |
Current |
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|
|
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22-Dec-2006 |
27-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
6,689.5 |
6,644.0 |
-45.5 |
-0.7% |
6,710.0 |
High |
6,693.0 |
6,741.0 |
48.0 |
0.7% |
6,739.5 |
Low |
6,609.0 |
6,644.0 |
35.0 |
0.5% |
6,609.0 |
Close |
6,613.5 |
6,728.0 |
114.5 |
1.7% |
6,613.5 |
Range |
84.0 |
97.0 |
13.0 |
15.5% |
130.5 |
ATR |
65.9 |
70.3 |
4.4 |
6.7% |
0.0 |
Volume |
325 |
1,343 |
1,018 |
313.2% |
11,868 |
|
Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,995.3 |
6,958.7 |
6,781.4 |
|
R3 |
6,898.3 |
6,861.7 |
6,754.7 |
|
R2 |
6,801.3 |
6,801.3 |
6,745.8 |
|
R1 |
6,764.7 |
6,764.7 |
6,736.9 |
6,783.0 |
PP |
6,704.3 |
6,704.3 |
6,704.3 |
6,713.5 |
S1 |
6,667.7 |
6,667.7 |
6,719.1 |
6,686.0 |
S2 |
6,607.3 |
6,607.3 |
6,710.2 |
|
S3 |
6,510.3 |
6,570.7 |
6,701.3 |
|
S4 |
6,413.3 |
6,473.7 |
6,674.7 |
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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 |
6,741.0 |
6,609.0 |
132.0 |
2.0% |
65.4 |
1.0% |
90% |
True |
False |
1,679 |
10 |
6,741.0 |
6,574.5 |
166.5 |
2.5% |
58.1 |
0.9% |
92% |
True |
False |
4,332 |
20 |
6,741.0 |
6,331.0 |
410.0 |
6.1% |
69.6 |
1.0% |
97% |
True |
False |
2,786 |
40 |
6,741.0 |
6,331.0 |
410.0 |
6.1% |
63.4 |
0.9% |
97% |
True |
False |
1,891 |
60 |
6,741.0 |
6,107.5 |
633.5 |
9.4% |
58.7 |
0.9% |
98% |
True |
False |
1,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,153.3 |
2.618 |
6,994.9 |
1.618 |
6,897.9 |
1.000 |
6,838.0 |
0.618 |
6,800.9 |
HIGH |
6,741.0 |
0.618 |
6,703.9 |
0.500 |
6,692.5 |
0.382 |
6,681.1 |
LOW |
6,644.0 |
0.618 |
6,584.1 |
1.000 |
6,547.0 |
1.618 |
6,487.1 |
2.618 |
6,390.1 |
4.250 |
6,231.8 |
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