| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
6,264.5 |
6,298.5 |
34.0 |
0.5% |
6,191.5 |
| High |
6,264.5 |
6,298.5 |
34.0 |
0.5% |
6,298.5 |
| Low |
6,264.5 |
6,298.5 |
34.0 |
0.5% |
6,191.5 |
| Close |
6,264.5 |
6,298.5 |
34.0 |
0.5% |
6,298.5 |
| Range |
|
|
|
|
|
| ATR |
24.2 |
24.9 |
0.7 |
2.9% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,298.5 |
6,298.5 |
6,298.5 |
|
| R3 |
6,298.5 |
6,298.5 |
6,298.5 |
|
| R2 |
6,298.5 |
6,298.5 |
6,298.5 |
|
| R1 |
6,298.5 |
6,298.5 |
6,298.5 |
6,298.5 |
| PP |
6,298.5 |
6,298.5 |
6,298.5 |
6,298.5 |
| S1 |
6,298.5 |
6,298.5 |
6,298.5 |
6,298.5 |
| S2 |
6,298.5 |
6,298.5 |
6,298.5 |
|
| S3 |
6,298.5 |
6,298.5 |
6,298.5 |
|
| S4 |
6,298.5 |
6,298.5 |
6,298.5 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,584.0 |
6,548.0 |
6,357.5 |
|
| R3 |
6,477.0 |
6,441.0 |
6,328.0 |
|
| R2 |
6,370.0 |
6,370.0 |
6,318.0 |
|
| R1 |
6,334.0 |
6,334.0 |
6,308.5 |
6,352.0 |
| PP |
6,263.0 |
6,263.0 |
6,263.0 |
6,272.0 |
| S1 |
6,227.0 |
6,227.0 |
6,288.5 |
6,245.0 |
| S2 |
6,156.0 |
6,156.0 |
6,279.0 |
|
| S3 |
6,049.0 |
6,120.0 |
6,269.0 |
|
| S4 |
5,942.0 |
6,013.0 |
6,239.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,298.5 |
6,191.5 |
107.0 |
1.7% |
5.0 |
0.1% |
100% |
True |
False |
|
| 10 |
6,298.5 |
6,094.0 |
204.5 |
3.2% |
6.0 |
0.1% |
100% |
True |
False |
218 |
| 20 |
6,298.5 |
6,077.0 |
221.5 |
3.5% |
8.0 |
0.1% |
100% |
True |
False |
280 |
| 40 |
6,302.5 |
6,077.0 |
225.5 |
3.6% |
5.0 |
0.1% |
98% |
False |
False |
157 |
| 60 |
6,302.5 |
5,868.0 |
434.5 |
6.9% |
3.5 |
0.1% |
99% |
False |
False |
113 |
| 80 |
6,302.5 |
5,868.0 |
434.5 |
6.9% |
2.5 |
0.0% |
99% |
False |
False |
85 |
| 100 |
6,302.5 |
5,868.0 |
434.5 |
6.9% |
2.0 |
0.0% |
99% |
False |
False |
68 |
| 120 |
6,302.5 |
5,740.5 |
562.0 |
8.9% |
1.5 |
0.0% |
99% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,298.5 |
|
2.618 |
6,298.5 |
|
1.618 |
6,298.5 |
|
1.000 |
6,298.5 |
|
0.618 |
6,298.5 |
|
HIGH |
6,298.5 |
|
0.618 |
6,298.5 |
|
0.500 |
6,298.5 |
|
0.382 |
6,298.5 |
|
LOW |
6,298.5 |
|
0.618 |
6,298.5 |
|
1.000 |
6,298.5 |
|
1.618 |
6,298.5 |
|
2.618 |
6,298.5 |
|
4.250 |
6,298.5 |
|
|