| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
6,246.5 |
6,232.5 |
-14.0 |
-0.2% |
6,191.5 |
| High |
6,246.5 |
6,235.0 |
-11.5 |
-0.2% |
6,298.5 |
| Low |
6,246.5 |
6,215.5 |
-31.0 |
-0.5% |
6,191.5 |
| Close |
6,232.5 |
6,219.0 |
-13.5 |
-0.2% |
6,298.5 |
| Range |
0.0 |
19.5 |
19.5 |
|
107.0 |
| ATR |
23.9 |
23.6 |
-0.3 |
-1.3% |
0.0 |
| Volume |
1 |
23 |
22 |
2,200.0% |
0 |
|
| Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,281.5 |
6,270.0 |
6,229.5 |
|
| R3 |
6,262.0 |
6,250.5 |
6,224.5 |
|
| R2 |
6,242.5 |
6,242.5 |
6,222.5 |
|
| R1 |
6,231.0 |
6,231.0 |
6,221.0 |
6,227.0 |
| PP |
6,223.0 |
6,223.0 |
6,223.0 |
6,221.0 |
| S1 |
6,211.5 |
6,211.5 |
6,217.0 |
6,207.5 |
| S2 |
6,203.5 |
6,203.5 |
6,215.5 |
|
| S3 |
6,184.0 |
6,192.0 |
6,213.5 |
|
| S4 |
6,164.5 |
6,172.5 |
6,208.5 |
|
|
| 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 |
6,303.5 |
6,215.5 |
88.0 |
1.4% |
6.0 |
0.1% |
4% |
False |
True |
7 |
| 10 |
6,303.5 |
6,170.0 |
133.5 |
2.1% |
5.5 |
0.1% |
37% |
False |
False |
3 |
| 20 |
6,303.5 |
6,077.0 |
226.5 |
3.6% |
7.0 |
0.1% |
63% |
False |
False |
130 |
| 40 |
6,303.5 |
6,077.0 |
226.5 |
3.6% |
5.5 |
0.1% |
63% |
False |
False |
156 |
| 60 |
6,303.5 |
5,996.5 |
307.0 |
4.9% |
4.0 |
0.1% |
72% |
False |
False |
114 |
| 80 |
6,303.5 |
5,868.0 |
435.5 |
7.0% |
3.0 |
0.0% |
81% |
False |
False |
85 |
| 100 |
6,303.5 |
5,868.0 |
435.5 |
7.0% |
2.5 |
0.0% |
81% |
False |
False |
68 |
| 120 |
6,303.5 |
5,740.5 |
563.0 |
9.1% |
2.0 |
0.0% |
85% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,318.0 |
|
2.618 |
6,286.0 |
|
1.618 |
6,266.5 |
|
1.000 |
6,254.5 |
|
0.618 |
6,247.0 |
|
HIGH |
6,235.0 |
|
0.618 |
6,227.5 |
|
0.500 |
6,225.0 |
|
0.382 |
6,223.0 |
|
LOW |
6,215.5 |
|
0.618 |
6,203.5 |
|
1.000 |
6,196.0 |
|
1.618 |
6,184.0 |
|
2.618 |
6,164.5 |
|
4.250 |
6,132.5 |
|
|