Day Change Summary |
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Previous |
Current |
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27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,757.09 |
1,757.59 |
0.50 |
0.0% |
1,812.93 |
High |
1,766.15 |
1,765.06 |
-1.09 |
-0.1% |
1,820.94 |
Low |
1,754.87 |
1,752.64 |
-2.23 |
-0.1% |
1,748.61 |
Close |
1,763.41 |
1,758.94 |
-4.47 |
-0.3% |
1,748.61 |
Range |
11.28 |
12.42 |
1.14 |
10.1% |
72.33 |
ATR |
21.38 |
20.74 |
-0.64 |
-3.0% |
0.00 |
Volume |
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Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,796.14 |
1,789.96 |
1,765.77 |
|
R3 |
1,783.72 |
1,777.54 |
1,762.36 |
|
R2 |
1,771.30 |
1,771.30 |
1,761.22 |
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R1 |
1,765.12 |
1,765.12 |
1,760.08 |
1,768.21 |
PP |
1,758.88 |
1,758.88 |
1,758.88 |
1,760.43 |
S1 |
1,752.70 |
1,752.70 |
1,757.80 |
1,755.79 |
S2 |
1,746.46 |
1,746.46 |
1,756.66 |
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S3 |
1,734.04 |
1,740.28 |
1,755.52 |
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S4 |
1,721.62 |
1,727.86 |
1,752.11 |
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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 |
|
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 |
1,781.51 |
1,746.07 |
35.44 |
2.0% |
14.43 |
0.8% |
36% |
False |
False |
|
10 |
1,821.18 |
1,746.07 |
75.11 |
4.3% |
19.40 |
1.1% |
17% |
False |
False |
|
20 |
1,821.18 |
1,746.07 |
75.11 |
4.3% |
21.35 |
1.2% |
17% |
False |
False |
|
40 |
1,824.21 |
1,693.19 |
131.02 |
7.4% |
21.58 |
1.2% |
50% |
False |
False |
|
60 |
1,824.21 |
1,634.23 |
189.98 |
10.8% |
21.46 |
1.2% |
66% |
False |
False |
|
80 |
1,824.21 |
1,558.17 |
266.04 |
15.1% |
21.31 |
1.2% |
75% |
False |
False |
|
100 |
1,824.21 |
1,476.48 |
347.73 |
19.8% |
21.20 |
1.2% |
81% |
False |
False |
|
120 |
1,824.21 |
1,446.77 |
377.44 |
21.5% |
21.87 |
1.2% |
83% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,817.85 |
2.618 |
1,797.58 |
1.618 |
1,785.16 |
1.000 |
1,777.48 |
0.618 |
1,772.74 |
HIGH |
1,765.06 |
0.618 |
1,760.32 |
0.500 |
1,758.85 |
0.382 |
1,757.38 |
LOW |
1,752.64 |
0.618 |
1,744.96 |
1.000 |
1,740.22 |
1.618 |
1,732.54 |
2.618 |
1,720.12 |
4.250 |
1,699.86 |
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