Day Change Summary |
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Previous |
Current |
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04-Dec-2006 |
05-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,782.60 |
1,806.50 |
23.90 |
1.3% |
1,810.91 |
High |
1,808.12 |
1,810.82 |
2.70 |
0.1% |
1,813.92 |
Low |
1,782.13 |
1,797.37 |
15.24 |
0.9% |
1,760.01 |
Close |
1,799.93 |
1,804.85 |
4.92 |
0.3% |
1,775.12 |
Range |
25.99 |
13.45 |
-12.54 |
-48.2% |
53.91 |
ATR |
23.17 |
22.48 |
-0.69 |
-3.0% |
0.00 |
Volume |
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Daily Pivots for day following 05-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.70 |
1,838.22 |
1,812.25 |
|
R3 |
1,831.25 |
1,824.77 |
1,808.55 |
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R2 |
1,817.80 |
1,817.80 |
1,807.32 |
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R1 |
1,811.32 |
1,811.32 |
1,806.08 |
1,807.84 |
PP |
1,804.35 |
1,804.35 |
1,804.35 |
1,802.60 |
S1 |
1,797.87 |
1,797.87 |
1,803.62 |
1,794.39 |
S2 |
1,790.90 |
1,790.90 |
1,802.38 |
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S3 |
1,777.45 |
1,784.42 |
1,801.15 |
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S4 |
1,764.00 |
1,770.97 |
1,797.45 |
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Weekly Pivots for week ending 01-Dec-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,944.75 |
1,913.84 |
1,804.77 |
|
R3 |
1,890.84 |
1,859.93 |
1,789.95 |
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R2 |
1,836.93 |
1,836.93 |
1,785.00 |
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R1 |
1,806.02 |
1,806.02 |
1,780.06 |
1,794.52 |
PP |
1,783.02 |
1,783.02 |
1,783.02 |
1,777.27 |
S1 |
1,752.11 |
1,752.11 |
1,770.18 |
1,740.61 |
S2 |
1,729.11 |
1,729.11 |
1,765.24 |
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S3 |
1,675.20 |
1,698.20 |
1,760.29 |
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S4 |
1,621.29 |
1,644.29 |
1,745.47 |
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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 |
1,810.82 |
1,760.01 |
50.81 |
2.8% |
22.42 |
1.2% |
88% |
True |
False |
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10 |
1,824.21 |
1,760.01 |
64.20 |
3.6% |
21.80 |
1.2% |
70% |
False |
False |
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20 |
1,824.21 |
1,728.27 |
95.94 |
5.3% |
21.32 |
1.2% |
80% |
False |
False |
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40 |
1,824.21 |
1,675.98 |
148.23 |
8.2% |
21.55 |
1.2% |
87% |
False |
False |
|
60 |
1,824.21 |
1,584.85 |
239.36 |
13.3% |
21.32 |
1.2% |
92% |
False |
False |
|
80 |
1,824.21 |
1,493.74 |
330.47 |
18.3% |
21.13 |
1.2% |
94% |
False |
False |
|
100 |
1,824.21 |
1,446.77 |
377.44 |
20.9% |
21.77 |
1.2% |
95% |
False |
False |
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120 |
1,824.21 |
1,446.77 |
377.44 |
20.9% |
22.38 |
1.2% |
95% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,867.98 |
2.618 |
1,846.03 |
1.618 |
1,832.58 |
1.000 |
1,824.27 |
0.618 |
1,819.13 |
HIGH |
1,810.82 |
0.618 |
1,805.68 |
0.500 |
1,804.10 |
0.382 |
1,802.51 |
LOW |
1,797.37 |
0.618 |
1,789.06 |
1.000 |
1,783.92 |
1.618 |
1,775.61 |
2.618 |
1,762.16 |
4.250 |
1,740.21 |
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