Day Change Summary |
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Previous |
Current |
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26-Dec-2006 |
27-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1,410.75 |
1,416.63 |
5.88 |
0.4% |
1,427.08 |
High |
1,417.91 |
1,427.72 |
9.81 |
0.7% |
1,431.81 |
Low |
1,410.45 |
1,416.63 |
6.18 |
0.4% |
1,410.28 |
Close |
1,416.90 |
1,426.84 |
9.94 |
0.7% |
1,410.76 |
Range |
7.46 |
11.09 |
3.63 |
48.7% |
21.53 |
ATR |
9.52 |
9.63 |
0.11 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,457.00 |
1,453.01 |
1,432.94 |
|
R3 |
1,445.91 |
1,441.92 |
1,429.89 |
|
R2 |
1,434.82 |
1,434.82 |
1,428.87 |
|
R1 |
1,430.83 |
1,430.83 |
1,427.86 |
1,432.83 |
PP |
1,423.73 |
1,423.73 |
1,423.73 |
1,424.73 |
S1 |
1,419.74 |
1,419.74 |
1,425.82 |
1,421.74 |
S2 |
1,412.64 |
1,412.64 |
1,424.81 |
|
S3 |
1,401.55 |
1,408.65 |
1,423.79 |
|
S4 |
1,390.46 |
1,397.56 |
1,420.74 |
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Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.21 |
1,468.01 |
1,422.60 |
|
R3 |
1,460.68 |
1,446.48 |
1,416.68 |
|
R2 |
1,439.15 |
1,439.15 |
1,414.71 |
|
R1 |
1,424.95 |
1,424.95 |
1,412.73 |
1,421.29 |
PP |
1,417.62 |
1,417.62 |
1,417.62 |
1,415.78 |
S1 |
1,403.42 |
1,403.42 |
1,408.79 |
1,399.76 |
S2 |
1,396.09 |
1,396.09 |
1,406.81 |
|
S3 |
1,374.56 |
1,381.89 |
1,404.84 |
|
S4 |
1,353.03 |
1,360.36 |
1,398.92 |
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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 |
1,429.05 |
1,410.28 |
18.77 |
1.3% |
8.63 |
0.6% |
88% |
False |
False |
|
10 |
1,431.81 |
1,410.28 |
21.53 |
1.5% |
9.35 |
0.7% |
77% |
False |
False |
|
20 |
1,431.81 |
1,385.93 |
45.88 |
3.2% |
10.07 |
0.7% |
89% |
False |
False |
|
40 |
1,431.81 |
1,360.98 |
70.83 |
5.0% |
9.93 |
0.7% |
93% |
False |
False |
|
60 |
1,431.81 |
1,327.10 |
104.71 |
7.3% |
9.70 |
0.7% |
95% |
False |
False |
|
80 |
1,431.81 |
1,290.93 |
140.88 |
9.9% |
9.55 |
0.7% |
96% |
False |
False |
|
100 |
1,431.81 |
1,261.30 |
170.51 |
12.0% |
9.58 |
0.7% |
97% |
False |
False |
|
120 |
1,431.81 |
1,224.54 |
207.27 |
14.5% |
10.36 |
0.7% |
98% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,474.85 |
2.618 |
1,456.75 |
1.618 |
1,445.66 |
1.000 |
1,438.81 |
0.618 |
1,434.57 |
HIGH |
1,427.72 |
0.618 |
1,423.48 |
0.500 |
1,422.18 |
0.382 |
1,420.87 |
LOW |
1,416.63 |
0.618 |
1,409.78 |
1.000 |
1,405.54 |
1.618 |
1,398.69 |
2.618 |
1,387.60 |
4.250 |
1,369.50 |
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