Day Change Summary |
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Previous |
Current |
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19-Dec-2006 |
20-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,776.61 |
1,787.66 |
11.05 |
0.6% |
1,786.21 |
High |
1,792.78 |
1,795.41 |
2.63 |
0.1% |
1,821.18 |
Low |
1,766.35 |
1,777.92 |
11.57 |
0.7% |
1,771.30 |
Close |
1,785.12 |
1,777.92 |
-7.20 |
-0.4% |
1,808.56 |
Range |
26.43 |
17.49 |
-8.94 |
-33.8% |
49.88 |
ATR |
24.06 |
23.59 |
-0.47 |
-1.9% |
0.00 |
Volume |
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Daily Pivots for day following 20-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.22 |
1,824.56 |
1,787.54 |
|
R3 |
1,818.73 |
1,807.07 |
1,782.73 |
|
R2 |
1,801.24 |
1,801.24 |
1,781.13 |
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R1 |
1,789.58 |
1,789.58 |
1,779.52 |
1,786.67 |
PP |
1,783.75 |
1,783.75 |
1,783.75 |
1,782.29 |
S1 |
1,772.09 |
1,772.09 |
1,776.32 |
1,769.18 |
S2 |
1,766.26 |
1,766.26 |
1,774.71 |
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S3 |
1,748.77 |
1,754.60 |
1,773.11 |
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S4 |
1,731.28 |
1,737.11 |
1,768.30 |
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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 |
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S4 |
1,650.71 |
1,679.75 |
1,781.13 |
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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 |
1,821.18 |
1,766.35 |
54.83 |
3.1% |
24.38 |
1.4% |
21% |
False |
False |
|
10 |
1,821.18 |
1,766.35 |
54.83 |
3.1% |
25.06 |
1.4% |
21% |
False |
False |
|
20 |
1,824.21 |
1,760.01 |
64.20 |
3.6% |
23.58 |
1.3% |
28% |
False |
False |
|
40 |
1,824.21 |
1,693.19 |
131.02 |
7.4% |
22.64 |
1.3% |
65% |
False |
False |
|
60 |
1,824.21 |
1,623.07 |
201.14 |
11.3% |
21.86 |
1.2% |
77% |
False |
False |
|
80 |
1,824.21 |
1,552.40 |
271.81 |
15.3% |
21.45 |
1.2% |
83% |
False |
False |
|
100 |
1,824.21 |
1,476.06 |
348.15 |
19.6% |
21.78 |
1.2% |
87% |
False |
False |
|
120 |
1,824.21 |
1,446.77 |
377.44 |
21.2% |
22.25 |
1.3% |
88% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,869.74 |
2.618 |
1,841.20 |
1.618 |
1,823.71 |
1.000 |
1,812.90 |
0.618 |
1,806.22 |
HIGH |
1,795.41 |
0.618 |
1,788.73 |
0.500 |
1,786.67 |
0.382 |
1,784.60 |
LOW |
1,777.92 |
0.618 |
1,767.11 |
1.000 |
1,760.43 |
1.618 |
1,749.62 |
2.618 |
1,732.13 |
4.250 |
1,703.59 |
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