Day Change Summary |
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Previous |
Current |
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|
|
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28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
6,283.0 |
6,236.5 |
-46.5 |
-0.7% |
6,256.0 |
High |
6,283.0 |
6,239.5 |
-43.5 |
-0.7% |
6,283.0 |
Low |
6,273.5 |
6,236.5 |
-37.0 |
-0.6% |
6,236.5 |
Close |
6,274.5 |
6,239.0 |
-35.5 |
-0.6% |
6,239.0 |
Range |
9.5 |
3.0 |
-6.5 |
-68.4% |
46.5 |
ATR |
24.0 |
25.0 |
1.0 |
4.2% |
0.0 |
Volume |
34 |
41 |
7 |
20.6% |
82 |
|
Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,247.5 |
6,246.0 |
6,240.5 |
|
R3 |
6,244.5 |
6,243.0 |
6,240.0 |
|
R2 |
6,241.5 |
6,241.5 |
6,239.5 |
|
R1 |
6,240.0 |
6,240.0 |
6,239.5 |
6,241.0 |
PP |
6,238.5 |
6,238.5 |
6,238.5 |
6,238.5 |
S1 |
6,237.0 |
6,237.0 |
6,238.5 |
6,238.0 |
S2 |
6,235.5 |
6,235.5 |
6,238.5 |
|
S3 |
6,232.5 |
6,234.0 |
6,238.0 |
|
S4 |
6,229.5 |
6,231.0 |
6,237.5 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,392.5 |
6,362.0 |
6,264.5 |
|
R3 |
6,346.0 |
6,315.5 |
6,252.0 |
|
R2 |
6,299.5 |
6,299.5 |
6,247.5 |
|
R1 |
6,269.0 |
6,269.0 |
6,243.5 |
6,261.0 |
PP |
6,253.0 |
6,253.0 |
6,253.0 |
6,249.0 |
S1 |
6,222.5 |
6,222.5 |
6,234.5 |
6,214.5 |
S2 |
6,206.5 |
6,206.5 |
6,230.5 |
|
S3 |
6,160.0 |
6,176.0 |
6,226.0 |
|
S4 |
6,113.5 |
6,129.5 |
6,213.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,283.0 |
6,215.5 |
67.5 |
1.1% |
11.5 |
0.2% |
35% |
False |
False |
21 |
10 |
6,303.5 |
6,215.5 |
88.0 |
1.4% |
7.0 |
0.1% |
27% |
False |
False |
12 |
20 |
6,303.5 |
6,081.0 |
222.5 |
3.6% |
7.0 |
0.1% |
71% |
False |
False |
115 |
40 |
6,303.5 |
6,077.0 |
226.5 |
3.6% |
6.0 |
0.1% |
72% |
False |
False |
155 |
60 |
6,303.5 |
6,062.5 |
241.0 |
3.9% |
4.5 |
0.1% |
73% |
False |
False |
115 |
80 |
6,303.5 |
5,868.0 |
435.5 |
7.0% |
3.5 |
0.1% |
85% |
False |
False |
86 |
100 |
6,303.5 |
5,868.0 |
435.5 |
7.0% |
2.5 |
0.0% |
85% |
False |
False |
69 |
120 |
6,303.5 |
5,740.5 |
563.0 |
9.0% |
2.5 |
0.0% |
89% |
False |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,252.0 |
2.618 |
6,247.5 |
1.618 |
6,244.5 |
1.000 |
6,242.5 |
0.618 |
6,241.5 |
HIGH |
6,239.5 |
0.618 |
6,238.5 |
0.500 |
6,238.0 |
0.382 |
6,237.5 |
LOW |
6,236.5 |
0.618 |
6,234.5 |
1.000 |
6,233.5 |
1.618 |
6,231.5 |
2.618 |
6,228.5 |
4.250 |
6,224.0 |
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