| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2006 |
11-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
6,170.0 |
6,191.5 |
21.5 |
0.3% |
6,094.0 |
| High |
6,170.0 |
6,191.5 |
21.5 |
0.3% |
6,170.0 |
| Low |
6,170.0 |
6,191.5 |
21.5 |
0.3% |
6,094.0 |
| Close |
6,191.5 |
6,205.0 |
13.5 |
0.2% |
6,191.5 |
| Range |
|
|
|
|
|
| ATR |
26.5 |
24.6 |
-1.9 |
-7.1% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,196.0 |
6,200.5 |
6,205.0 |
|
| R3 |
6,196.0 |
6,200.5 |
6,205.0 |
|
| R2 |
6,196.0 |
6,196.0 |
6,205.0 |
|
| R1 |
6,200.5 |
6,200.5 |
6,205.0 |
6,198.0 |
| PP |
6,196.0 |
6,196.0 |
6,196.0 |
6,195.0 |
| S1 |
6,200.5 |
6,200.5 |
6,205.0 |
6,198.0 |
| S2 |
6,196.0 |
6,196.0 |
6,205.0 |
|
| S3 |
6,196.0 |
6,200.5 |
6,205.0 |
|
| S4 |
6,196.0 |
6,200.5 |
6,205.0 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,380.0 |
6,361.5 |
6,233.5 |
|
| R3 |
6,304.0 |
6,285.5 |
6,212.5 |
|
| R2 |
6,228.0 |
6,228.0 |
6,205.5 |
|
| R1 |
6,209.5 |
6,209.5 |
6,198.5 |
6,219.0 |
| PP |
6,152.0 |
6,152.0 |
6,152.0 |
6,156.5 |
| S1 |
6,133.5 |
6,133.5 |
6,184.5 |
6,143.0 |
| S2 |
6,076.0 |
6,076.0 |
6,177.5 |
|
| S3 |
6,000.0 |
6,057.5 |
6,170.5 |
|
| S4 |
5,924.0 |
5,981.5 |
6,149.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,191.5 |
6,116.0 |
75.5 |
1.2% |
7.0 |
0.1% |
118% |
True |
False |
235 |
| 10 |
6,191.5 |
6,077.0 |
114.5 |
1.8% |
8.0 |
0.1% |
112% |
True |
False |
257 |
| 20 |
6,274.5 |
6,077.0 |
197.5 |
3.2% |
6.5 |
0.1% |
65% |
False |
False |
305 |
| 40 |
6,302.5 |
6,077.0 |
225.5 |
3.6% |
4.5 |
0.1% |
57% |
False |
False |
170 |
| 60 |
6,302.5 |
5,868.0 |
434.5 |
7.0% |
3.0 |
0.0% |
78% |
False |
False |
113 |
| 80 |
6,302.5 |
5,868.0 |
434.5 |
7.0% |
2.0 |
0.0% |
78% |
False |
False |
85 |
| 100 |
6,302.5 |
5,868.0 |
434.5 |
7.0% |
2.0 |
0.0% |
78% |
False |
False |
68 |
| 120 |
6,302.5 |
5,724.5 |
578.0 |
9.3% |
1.5 |
0.0% |
83% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,191.5 |
|
2.618 |
6,191.5 |
|
1.618 |
6,191.5 |
|
1.000 |
6,191.5 |
|
0.618 |
6,191.5 |
|
HIGH |
6,191.5 |
|
0.618 |
6,191.5 |
|
0.500 |
6,191.5 |
|
0.382 |
6,191.5 |
|
LOW |
6,191.5 |
|
0.618 |
6,191.5 |
|
1.000 |
6,191.5 |
|
1.618 |
6,191.5 |
|
2.618 |
6,191.5 |
|
4.250 |
6,191.5 |
|
|