Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,787.66 |
1,780.53 |
-7.13 |
-0.4% |
1,786.21 |
High |
1,795.41 |
1,781.51 |
-13.90 |
-0.8% |
1,821.18 |
Low |
1,777.92 |
1,759.08 |
-18.84 |
-1.1% |
1,771.30 |
Close |
1,777.92 |
1,766.28 |
-11.64 |
-0.7% |
1,808.56 |
Range |
17.49 |
22.43 |
4.94 |
28.2% |
49.88 |
ATR |
23.59 |
23.51 |
-0.08 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.25 |
1,823.69 |
1,778.62 |
|
R3 |
1,813.82 |
1,801.26 |
1,772.45 |
|
R2 |
1,791.39 |
1,791.39 |
1,770.39 |
|
R1 |
1,778.83 |
1,778.83 |
1,768.34 |
1,773.90 |
PP |
1,768.96 |
1,768.96 |
1,768.96 |
1,766.49 |
S1 |
1,756.40 |
1,756.40 |
1,764.22 |
1,751.47 |
S2 |
1,746.53 |
1,746.53 |
1,762.17 |
|
S3 |
1,724.10 |
1,733.97 |
1,760.11 |
|
S4 |
1,701.67 |
1,711.54 |
1,753.94 |
|
|
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 |
1,759.08 |
62.10 |
3.5% |
23.96 |
1.4% |
12% |
False |
True |
|
10 |
1,821.18 |
1,759.08 |
62.10 |
3.5% |
24.20 |
1.4% |
12% |
False |
True |
|
20 |
1,824.21 |
1,759.08 |
65.13 |
3.7% |
23.73 |
1.3% |
11% |
False |
True |
|
40 |
1,824.21 |
1,693.19 |
131.02 |
7.4% |
22.75 |
1.3% |
56% |
False |
False |
|
60 |
1,824.21 |
1,623.07 |
201.14 |
11.4% |
21.94 |
1.2% |
71% |
False |
False |
|
80 |
1,824.21 |
1,558.17 |
266.04 |
15.1% |
21.44 |
1.2% |
78% |
False |
False |
|
100 |
1,824.21 |
1,476.48 |
347.73 |
19.7% |
21.78 |
1.2% |
83% |
False |
False |
|
120 |
1,824.21 |
1,446.77 |
377.44 |
21.4% |
22.34 |
1.3% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,876.84 |
2.618 |
1,840.23 |
1.618 |
1,817.80 |
1.000 |
1,803.94 |
0.618 |
1,795.37 |
HIGH |
1,781.51 |
0.618 |
1,772.94 |
0.500 |
1,770.30 |
0.382 |
1,767.65 |
LOW |
1,759.08 |
0.618 |
1,745.22 |
1.000 |
1,736.65 |
1.618 |
1,722.79 |
2.618 |
1,700.36 |
4.250 |
1,663.75 |
|
|