Day Change Summary |
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Previous |
Current |
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28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,757.59 |
1,759.15 |
1.56 |
0.1% |
1,746.86 |
High |
1,765.06 |
1,774.64 |
9.58 |
0.5% |
1,774.64 |
Low |
1,752.64 |
1,755.04 |
2.40 |
0.1% |
1,746.07 |
Close |
1,758.94 |
1,756.90 |
-2.04 |
-0.1% |
1,756.90 |
Range |
12.42 |
19.60 |
7.18 |
57.8% |
28.57 |
ATR |
20.74 |
20.66 |
-0.08 |
-0.4% |
0.00 |
Volume |
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Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.99 |
1,808.55 |
1,767.68 |
|
R3 |
1,801.39 |
1,788.95 |
1,762.29 |
|
R2 |
1,781.79 |
1,781.79 |
1,760.49 |
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R1 |
1,769.35 |
1,769.35 |
1,758.70 |
1,765.77 |
PP |
1,762.19 |
1,762.19 |
1,762.19 |
1,760.41 |
S1 |
1,749.75 |
1,749.75 |
1,755.10 |
1,746.17 |
S2 |
1,742.59 |
1,742.59 |
1,753.31 |
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S3 |
1,722.99 |
1,730.15 |
1,751.51 |
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S4 |
1,703.39 |
1,710.55 |
1,746.12 |
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Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.91 |
1,829.48 |
1,772.61 |
|
R3 |
1,816.34 |
1,800.91 |
1,764.76 |
|
R2 |
1,787.77 |
1,787.77 |
1,762.14 |
|
R1 |
1,772.34 |
1,772.34 |
1,759.52 |
1,780.06 |
PP |
1,759.20 |
1,759.20 |
1,759.20 |
1,763.06 |
S1 |
1,743.77 |
1,743.77 |
1,754.28 |
1,751.49 |
S2 |
1,730.63 |
1,730.63 |
1,751.66 |
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S3 |
1,702.06 |
1,715.20 |
1,749.04 |
|
S4 |
1,673.49 |
1,686.63 |
1,741.19 |
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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 |
1,774.64 |
1,746.07 |
28.57 |
1.6% |
13.86 |
0.8% |
38% |
True |
False |
|
10 |
1,821.18 |
1,746.07 |
75.11 |
4.3% |
18.91 |
1.1% |
14% |
False |
False |
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20 |
1,821.18 |
1,746.07 |
75.11 |
4.3% |
21.38 |
1.2% |
14% |
False |
False |
|
40 |
1,824.21 |
1,693.19 |
131.02 |
7.5% |
21.13 |
1.2% |
49% |
False |
False |
|
60 |
1,824.21 |
1,675.98 |
148.23 |
8.4% |
21.01 |
1.2% |
55% |
False |
False |
|
80 |
1,824.21 |
1,558.17 |
266.04 |
15.1% |
21.27 |
1.2% |
75% |
False |
False |
|
100 |
1,824.21 |
1,478.20 |
346.01 |
19.7% |
21.15 |
1.2% |
81% |
False |
False |
|
120 |
1,824.21 |
1,446.77 |
377.44 |
21.5% |
21.81 |
1.2% |
82% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,857.94 |
2.618 |
1,825.95 |
1.618 |
1,806.35 |
1.000 |
1,794.24 |
0.618 |
1,786.75 |
HIGH |
1,774.64 |
0.618 |
1,767.15 |
0.500 |
1,764.84 |
0.382 |
1,762.53 |
LOW |
1,755.04 |
0.618 |
1,742.93 |
1.000 |
1,735.44 |
1.618 |
1,723.33 |
2.618 |
1,703.73 |
4.250 |
1,671.74 |
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