Day Change Summary |
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Previous |
Current |
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26-Dec-2006 |
27-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,746.86 |
1,757.09 |
10.23 |
0.6% |
1,812.93 |
High |
1,754.70 |
1,766.15 |
11.45 |
0.7% |
1,820.94 |
Low |
1,746.07 |
1,754.87 |
8.80 |
0.5% |
1,748.61 |
Close |
1,753.55 |
1,763.41 |
9.86 |
0.6% |
1,748.61 |
Range |
8.63 |
11.28 |
2.65 |
30.7% |
72.33 |
ATR |
22.06 |
21.38 |
-0.68 |
-3.1% |
0.00 |
Volume |
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Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,795.32 |
1,790.64 |
1,769.61 |
|
R3 |
1,784.04 |
1,779.36 |
1,766.51 |
|
R2 |
1,772.76 |
1,772.76 |
1,765.48 |
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R1 |
1,768.08 |
1,768.08 |
1,764.44 |
1,770.42 |
PP |
1,761.48 |
1,761.48 |
1,761.48 |
1,762.65 |
S1 |
1,756.80 |
1,756.80 |
1,762.38 |
1,759.14 |
S2 |
1,750.20 |
1,750.20 |
1,761.34 |
|
S3 |
1,738.92 |
1,745.52 |
1,760.31 |
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S4 |
1,727.64 |
1,734.24 |
1,757.21 |
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Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,989.71 |
1,941.49 |
1,788.39 |
|
R3 |
1,917.38 |
1,869.16 |
1,768.50 |
|
R2 |
1,845.05 |
1,845.05 |
1,761.87 |
|
R1 |
1,796.83 |
1,796.83 |
1,755.24 |
1,784.78 |
PP |
1,772.72 |
1,772.72 |
1,772.72 |
1,766.69 |
S1 |
1,724.50 |
1,724.50 |
1,741.98 |
1,712.45 |
S2 |
1,700.39 |
1,700.39 |
1,735.35 |
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S3 |
1,628.06 |
1,652.17 |
1,728.72 |
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S4 |
1,555.73 |
1,579.84 |
1,708.83 |
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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 |
1,795.41 |
1,746.07 |
49.34 |
2.8% |
15.44 |
0.9% |
35% |
False |
False |
|
10 |
1,821.18 |
1,746.07 |
75.11 |
4.3% |
20.14 |
1.1% |
23% |
False |
False |
|
20 |
1,821.18 |
1,746.07 |
75.11 |
4.3% |
21.75 |
1.2% |
23% |
False |
False |
|
40 |
1,824.21 |
1,693.19 |
131.02 |
7.4% |
21.70 |
1.2% |
54% |
False |
False |
|
60 |
1,824.21 |
1,623.07 |
201.14 |
11.4% |
21.65 |
1.2% |
70% |
False |
False |
|
80 |
1,824.21 |
1,558.17 |
266.04 |
15.1% |
21.46 |
1.2% |
77% |
False |
False |
|
100 |
1,824.21 |
1,476.48 |
347.73 |
19.7% |
21.22 |
1.2% |
83% |
False |
False |
|
120 |
1,824.21 |
1,446.77 |
377.44 |
21.4% |
22.01 |
1.2% |
84% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,814.09 |
2.618 |
1,795.68 |
1.618 |
1,784.40 |
1.000 |
1,777.43 |
0.618 |
1,773.12 |
HIGH |
1,766.15 |
0.618 |
1,761.84 |
0.500 |
1,760.51 |
0.382 |
1,759.18 |
LOW |
1,754.87 |
0.618 |
1,747.90 |
1.000 |
1,743.59 |
1.618 |
1,736.62 |
2.618 |
1,725.34 |
4.250 |
1,706.93 |
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