Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
6,644.0 |
6,733.5 |
89.5 |
1.3% |
6,710.0 |
High |
6,741.0 |
6,740.5 |
-0.5 |
0.0% |
6,739.5 |
Low |
6,644.0 |
6,718.0 |
74.0 |
1.1% |
6,609.0 |
Close |
6,728.0 |
6,729.5 |
1.5 |
0.0% |
6,613.5 |
Range |
97.0 |
22.5 |
-74.5 |
-76.8% |
130.5 |
ATR |
70.3 |
66.9 |
-3.4 |
-4.9% |
0.0 |
Volume |
1,343 |
507 |
-836 |
-62.2% |
11,868 |
|
Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,796.8 |
6,785.7 |
6,741.9 |
|
R3 |
6,774.3 |
6,763.2 |
6,735.7 |
|
R2 |
6,751.8 |
6,751.8 |
6,733.6 |
|
R1 |
6,740.7 |
6,740.7 |
6,731.6 |
6,735.0 |
PP |
6,729.3 |
6,729.3 |
6,729.3 |
6,726.5 |
S1 |
6,718.2 |
6,718.2 |
6,727.4 |
6,712.5 |
S2 |
6,706.8 |
6,706.8 |
6,725.4 |
|
S3 |
6,684.3 |
6,695.7 |
6,723.3 |
|
S4 |
6,661.8 |
6,673.2 |
6,717.1 |
|
|
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 |
|
|
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% |
59.6 |
0.9% |
91% |
False |
False |
1,090 |
10 |
6,741.0 |
6,584.0 |
157.0 |
2.3% |
56.8 |
0.8% |
93% |
False |
False |
3,824 |
20 |
6,741.0 |
6,331.0 |
410.0 |
6.1% |
68.1 |
1.0% |
97% |
False |
False |
2,750 |
40 |
6,741.0 |
6,331.0 |
410.0 |
6.1% |
62.8 |
0.9% |
97% |
False |
False |
1,894 |
60 |
6,741.0 |
6,160.0 |
581.0 |
8.6% |
57.9 |
0.9% |
98% |
False |
False |
1,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,836.1 |
2.618 |
6,799.4 |
1.618 |
6,776.9 |
1.000 |
6,763.0 |
0.618 |
6,754.4 |
HIGH |
6,740.5 |
0.618 |
6,731.9 |
0.500 |
6,729.3 |
0.382 |
6,726.6 |
LOW |
6,718.0 |
0.618 |
6,704.1 |
1.000 |
6,695.5 |
1.618 |
6,681.6 |
2.618 |
6,659.1 |
4.250 |
6,622.4 |
|
|