Day Change Summary |
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Previous |
Current |
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12-Dec-2006 |
13-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,792.18 |
1,793.86 |
1.68 |
0.1% |
1,782.60 |
High |
1,794.05 |
1,793.86 |
-0.19 |
0.0% |
1,810.82 |
Low |
1,771.30 |
1,774.05 |
2.75 |
0.2% |
1,767.83 |
Close |
1,781.97 |
1,783.44 |
1.47 |
0.1% |
1,786.21 |
Range |
22.75 |
19.81 |
-2.94 |
-12.9% |
42.99 |
ATR |
23.09 |
22.86 |
-0.23 |
-1.0% |
0.00 |
Volume |
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Daily Pivots for day following 13-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,843.21 |
1,833.14 |
1,794.34 |
|
R3 |
1,823.40 |
1,813.33 |
1,788.89 |
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R2 |
1,803.59 |
1,803.59 |
1,787.07 |
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R1 |
1,793.52 |
1,793.52 |
1,785.26 |
1,788.65 |
PP |
1,783.78 |
1,783.78 |
1,783.78 |
1,781.35 |
S1 |
1,773.71 |
1,773.71 |
1,781.62 |
1,768.84 |
S2 |
1,763.97 |
1,763.97 |
1,779.81 |
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S3 |
1,744.16 |
1,753.90 |
1,777.99 |
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S4 |
1,724.35 |
1,734.09 |
1,772.54 |
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Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,917.26 |
1,894.72 |
1,809.85 |
|
R3 |
1,874.27 |
1,851.73 |
1,798.03 |
|
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% |
25.74 |
1.4% |
39% |
False |
False |
|
10 |
1,810.82 |
1,760.01 |
50.81 |
2.8% |
23.30 |
1.3% |
46% |
False |
False |
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20 |
1,824.21 |
1,760.01 |
64.20 |
3.6% |
21.18 |
1.2% |
36% |
False |
False |
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40 |
1,824.21 |
1,693.19 |
131.02 |
7.3% |
22.47 |
1.3% |
69% |
False |
False |
|
60 |
1,824.21 |
1,615.14 |
209.07 |
11.7% |
21.62 |
1.2% |
80% |
False |
False |
|
80 |
1,824.21 |
1,542.57 |
281.64 |
15.8% |
21.25 |
1.2% |
86% |
False |
False |
|
100 |
1,824.21 |
1,474.67 |
349.54 |
19.6% |
21.72 |
1.2% |
88% |
False |
False |
|
120 |
1,824.21 |
1,446.77 |
377.44 |
21.2% |
22.29 |
1.2% |
89% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,878.05 |
2.618 |
1,845.72 |
1.618 |
1,825.91 |
1.000 |
1,813.67 |
0.618 |
1,806.10 |
HIGH |
1,793.86 |
0.618 |
1,786.29 |
0.500 |
1,783.96 |
0.382 |
1,781.62 |
LOW |
1,774.05 |
0.618 |
1,761.81 |
1.000 |
1,754.24 |
1.618 |
1,742.00 |
2.618 |
1,722.19 |
4.250 |
1,689.86 |
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