| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2006 |
07-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
6,149.0 |
6,141.0 |
-8.0 |
-0.1% |
6,105.5 |
| High |
6,149.0 |
6,144.0 |
-5.0 |
-0.1% |
6,139.0 |
| Low |
6,116.0 |
6,141.0 |
25.0 |
0.4% |
6,077.0 |
| Close |
6,138.5 |
6,170.0 |
31.5 |
0.5% |
6,081.0 |
| Range |
33.0 |
3.0 |
-30.0 |
-90.9% |
62.0 |
| ATR |
30.3 |
28.5 |
-1.8 |
-5.8% |
0.0 |
| Volume |
1,012 |
134 |
-878 |
-86.8% |
382 |
|
| Daily Pivots for day following 07-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,160.5 |
6,168.5 |
6,171.5 |
|
| R3 |
6,157.5 |
6,165.5 |
6,171.0 |
|
| R2 |
6,154.5 |
6,154.5 |
6,170.5 |
|
| R1 |
6,162.5 |
6,162.5 |
6,170.5 |
6,158.5 |
| PP |
6,151.5 |
6,151.5 |
6,151.5 |
6,150.0 |
| S1 |
6,159.5 |
6,159.5 |
6,169.5 |
6,155.5 |
| S2 |
6,148.5 |
6,148.5 |
6,169.5 |
|
| S3 |
6,145.5 |
6,156.5 |
6,169.0 |
|
| S4 |
6,142.5 |
6,153.5 |
6,168.5 |
|
|
| Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,285.0 |
6,245.0 |
6,115.0 |
|
| R3 |
6,223.0 |
6,183.0 |
6,098.0 |
|
| R2 |
6,161.0 |
6,161.0 |
6,092.5 |
|
| R1 |
6,121.0 |
6,121.0 |
6,086.5 |
6,110.0 |
| PP |
6,099.0 |
6,099.0 |
6,099.0 |
6,093.5 |
| S1 |
6,059.0 |
6,059.0 |
6,075.5 |
6,048.0 |
| S2 |
6,037.0 |
6,037.0 |
6,069.5 |
|
| S3 |
5,975.0 |
5,997.0 |
6,064.0 |
|
| S4 |
5,913.0 |
5,935.0 |
6,047.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,149.0 |
6,081.0 |
68.0 |
1.1% |
7.0 |
0.1% |
131% |
False |
False |
437 |
| 10 |
6,165.0 |
6,077.0 |
88.0 |
1.4% |
8.5 |
0.1% |
106% |
False |
False |
257 |
| 20 |
6,279.5 |
6,077.0 |
202.5 |
3.3% |
7.5 |
0.1% |
46% |
False |
False |
305 |
| 40 |
6,302.5 |
6,077.0 |
225.5 |
3.7% |
4.5 |
0.1% |
41% |
False |
False |
170 |
| 60 |
6,302.5 |
5,868.0 |
434.5 |
7.0% |
3.0 |
0.0% |
70% |
False |
False |
113 |
| 80 |
6,302.5 |
5,868.0 |
434.5 |
7.0% |
2.0 |
0.0% |
70% |
False |
False |
85 |
| 100 |
6,302.5 |
5,774.0 |
528.5 |
8.6% |
2.0 |
0.0% |
75% |
False |
False |
68 |
| 120 |
6,302.5 |
5,724.5 |
578.0 |
9.4% |
1.5 |
0.0% |
77% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,157.0 |
|
2.618 |
6,152.0 |
|
1.618 |
6,149.0 |
|
1.000 |
6,147.0 |
|
0.618 |
6,146.0 |
|
HIGH |
6,144.0 |
|
0.618 |
6,143.0 |
|
0.500 |
6,142.5 |
|
0.382 |
6,142.0 |
|
LOW |
6,141.0 |
|
0.618 |
6,139.0 |
|
1.000 |
6,138.0 |
|
1.618 |
6,136.0 |
|
2.618 |
6,133.0 |
|
4.250 |
6,128.0 |
|
|