Day Change Summary |
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Previous |
Current |
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11-Dec-2006 |
12-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,786.21 |
1,792.18 |
5.97 |
0.3% |
1,782.60 |
High |
1,803.38 |
1,794.05 |
-9.33 |
-0.5% |
1,810.82 |
Low |
1,779.65 |
1,771.30 |
-8.35 |
-0.5% |
1,767.83 |
Close |
1,791.74 |
1,781.97 |
-9.77 |
-0.5% |
1,786.21 |
Range |
23.73 |
22.75 |
-0.98 |
-4.1% |
42.99 |
ATR |
23.12 |
23.09 |
-0.03 |
-0.1% |
0.00 |
Volume |
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Daily Pivots for day following 12-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.69 |
1,839.08 |
1,794.48 |
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R3 |
1,827.94 |
1,816.33 |
1,788.23 |
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R2 |
1,805.19 |
1,805.19 |
1,786.14 |
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R1 |
1,793.58 |
1,793.58 |
1,784.06 |
1,788.01 |
PP |
1,782.44 |
1,782.44 |
1,782.44 |
1,779.66 |
S1 |
1,770.83 |
1,770.83 |
1,779.88 |
1,765.26 |
S2 |
1,759.69 |
1,759.69 |
1,777.80 |
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S3 |
1,736.94 |
1,748.08 |
1,775.71 |
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S4 |
1,714.19 |
1,725.33 |
1,769.46 |
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Weekly Pivots for week ending 08-Dec-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,917.26 |
1,894.72 |
1,809.85 |
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R3 |
1,874.27 |
1,851.73 |
1,798.03 |
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R2 |
1,831.28 |
1,831.28 |
1,794.09 |
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R1 |
1,808.74 |
1,808.74 |
1,790.15 |
1,820.01 |
PP |
1,788.29 |
1,788.29 |
1,788.29 |
1,793.92 |
S1 |
1,765.75 |
1,765.75 |
1,782.27 |
1,777.02 |
S2 |
1,745.30 |
1,745.30 |
1,778.33 |
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S3 |
1,702.31 |
1,722.76 |
1,774.39 |
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S4 |
1,659.32 |
1,679.77 |
1,762.57 |
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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 |
1,808.20 |
1,767.83 |
40.37 |
2.3% |
24.29 |
1.4% |
35% |
False |
False |
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10 |
1,810.82 |
1,760.01 |
50.81 |
2.9% |
23.36 |
1.3% |
43% |
False |
False |
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20 |
1,824.21 |
1,759.24 |
64.97 |
3.6% |
21.62 |
1.2% |
35% |
False |
False |
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40 |
1,824.21 |
1,693.19 |
131.02 |
7.4% |
22.43 |
1.3% |
68% |
False |
False |
|
60 |
1,824.21 |
1,608.51 |
215.70 |
12.1% |
21.79 |
1.2% |
80% |
False |
False |
|
80 |
1,824.21 |
1,542.57 |
281.64 |
15.8% |
21.14 |
1.2% |
85% |
False |
False |
|
100 |
1,824.21 |
1,457.11 |
367.10 |
20.6% |
21.77 |
1.2% |
88% |
False |
False |
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120 |
1,824.21 |
1,446.77 |
377.44 |
21.2% |
22.32 |
1.3% |
89% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,890.74 |
2.618 |
1,853.61 |
1.618 |
1,830.86 |
1.000 |
1,816.80 |
0.618 |
1,808.11 |
HIGH |
1,794.05 |
0.618 |
1,785.36 |
0.500 |
1,782.68 |
0.382 |
1,779.99 |
LOW |
1,771.30 |
0.618 |
1,757.24 |
1.000 |
1,748.55 |
1.618 |
1,734.49 |
2.618 |
1,711.74 |
4.250 |
1,674.61 |
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