Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2006 |
18-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,818.21 |
1,812.93 |
-5.28 |
-0.3% |
1,786.21 |
High |
1,821.18 |
1,820.94 |
-0.24 |
0.0% |
1,821.18 |
Low |
1,805.45 |
1,783.24 |
-22.21 |
-1.2% |
1,771.30 |
Close |
1,808.56 |
1,790.99 |
-17.57 |
-1.0% |
1,808.56 |
Range |
15.73 |
37.70 |
21.97 |
139.7% |
49.88 |
ATR |
22.81 |
23.87 |
1.06 |
4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.49 |
1,888.94 |
1,811.73 |
|
R3 |
1,873.79 |
1,851.24 |
1,801.36 |
|
R2 |
1,836.09 |
1,836.09 |
1,797.90 |
|
R1 |
1,813.54 |
1,813.54 |
1,794.45 |
1,805.97 |
PP |
1,798.39 |
1,798.39 |
1,798.39 |
1,794.60 |
S1 |
1,775.84 |
1,775.84 |
1,787.53 |
1,768.27 |
S2 |
1,760.69 |
1,760.69 |
1,784.08 |
|
S3 |
1,722.99 |
1,738.14 |
1,780.62 |
|
S4 |
1,685.29 |
1,700.44 |
1,770.26 |
|
|
Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,949.99 |
1,929.15 |
1,835.99 |
|
R3 |
1,900.11 |
1,879.27 |
1,822.28 |
|
R2 |
1,850.23 |
1,850.23 |
1,817.70 |
|
R1 |
1,829.39 |
1,829.39 |
1,813.13 |
1,839.81 |
PP |
1,800.35 |
1,800.35 |
1,800.35 |
1,805.56 |
S1 |
1,779.51 |
1,779.51 |
1,803.99 |
1,789.93 |
S2 |
1,750.47 |
1,750.47 |
1,799.42 |
|
S3 |
1,700.59 |
1,729.63 |
1,794.84 |
|
S4 |
1,650.71 |
1,679.75 |
1,781.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,821.18 |
1,771.30 |
49.88 |
2.8% |
24.11 |
1.3% |
39% |
False |
False |
|
10 |
1,821.18 |
1,767.83 |
53.35 |
3.0% |
23.27 |
1.3% |
43% |
False |
False |
|
20 |
1,824.21 |
1,760.01 |
64.20 |
3.6% |
22.77 |
1.3% |
48% |
False |
False |
|
40 |
1,824.21 |
1,693.19 |
131.02 |
7.3% |
22.81 |
1.3% |
75% |
False |
False |
|
60 |
1,824.21 |
1,615.14 |
209.07 |
11.7% |
22.02 |
1.2% |
84% |
False |
False |
|
80 |
1,824.21 |
1,548.01 |
276.20 |
15.4% |
21.41 |
1.2% |
88% |
False |
False |
|
100 |
1,824.21 |
1,476.06 |
348.15 |
19.4% |
21.75 |
1.2% |
90% |
False |
False |
|
120 |
1,824.21 |
1,446.77 |
377.44 |
21.1% |
22.41 |
1.3% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,981.17 |
2.618 |
1,919.64 |
1.618 |
1,881.94 |
1.000 |
1,858.64 |
0.618 |
1,844.24 |
HIGH |
1,820.94 |
0.618 |
1,806.54 |
0.500 |
1,802.09 |
0.382 |
1,797.64 |
LOW |
1,783.24 |
0.618 |
1,759.94 |
1.000 |
1,745.54 |
1.618 |
1,722.24 |
2.618 |
1,684.54 |
4.250 |
1,623.02 |
|
|