| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2006 |
18-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
6,298.5 |
6,303.5 |
5.0 |
0.1% |
6,191.5 |
| High |
6,298.5 |
6,303.5 |
5.0 |
0.1% |
6,298.5 |
| Low |
6,298.5 |
6,293.5 |
-5.0 |
-0.1% |
6,191.5 |
| Close |
6,298.5 |
6,287.5 |
-11.0 |
-0.2% |
6,298.5 |
| Range |
0.0 |
10.0 |
10.0 |
|
107.0 |
| ATR |
24.9 |
23.8 |
-1.1 |
-4.3% |
0.0 |
| Volume |
0 |
7 |
7 |
|
0 |
|
| Daily Pivots for day following 18-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,325.0 |
6,316.0 |
6,293.0 |
|
| R3 |
6,315.0 |
6,306.0 |
6,290.0 |
|
| R2 |
6,305.0 |
6,305.0 |
6,289.5 |
|
| R1 |
6,296.0 |
6,296.0 |
6,288.5 |
6,295.5 |
| PP |
6,295.0 |
6,295.0 |
6,295.0 |
6,294.5 |
| S1 |
6,286.0 |
6,286.0 |
6,286.5 |
6,285.5 |
| S2 |
6,285.0 |
6,285.0 |
6,285.5 |
|
| S3 |
6,275.0 |
6,276.0 |
6,285.0 |
|
| S4 |
6,265.0 |
6,266.0 |
6,282.0 |
|
|
| 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 |
6,303.5 |
6,192.0 |
111.5 |
1.8% |
7.0 |
0.1% |
86% |
True |
False |
1 |
| 10 |
6,303.5 |
6,116.0 |
187.5 |
3.0% |
7.0 |
0.1% |
91% |
True |
False |
118 |
| 20 |
6,303.5 |
6,077.0 |
226.5 |
3.6% |
8.5 |
0.1% |
93% |
True |
False |
280 |
| 40 |
6,303.5 |
6,077.0 |
226.5 |
3.6% |
5.0 |
0.1% |
93% |
True |
False |
157 |
| 60 |
6,303.5 |
5,868.0 |
435.5 |
6.9% |
3.5 |
0.1% |
96% |
True |
False |
113 |
| 80 |
6,303.5 |
5,868.0 |
435.5 |
6.9% |
2.5 |
0.0% |
96% |
True |
False |
85 |
| 100 |
6,303.5 |
5,868.0 |
435.5 |
6.9% |
2.0 |
0.0% |
96% |
True |
False |
68 |
| 120 |
6,303.5 |
5,740.5 |
563.0 |
9.0% |
2.0 |
0.0% |
97% |
True |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,346.0 |
|
2.618 |
6,329.5 |
|
1.618 |
6,319.5 |
|
1.000 |
6,313.5 |
|
0.618 |
6,309.5 |
|
HIGH |
6,303.5 |
|
0.618 |
6,299.5 |
|
0.500 |
6,298.5 |
|
0.382 |
6,297.5 |
|
LOW |
6,293.5 |
|
0.618 |
6,287.5 |
|
1.000 |
6,283.5 |
|
1.618 |
6,277.5 |
|
2.618 |
6,267.5 |
|
4.250 |
6,251.0 |
|
|