| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2006 |
22-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
6,232.5 |
6,215.5 |
-17.0 |
-0.3% |
6,303.5 |
| High |
6,235.0 |
6,215.5 |
-19.5 |
-0.3% |
6,303.5 |
| Low |
6,215.5 |
6,215.5 |
0.0 |
0.0% |
6,215.5 |
| Close |
6,219.0 |
6,216.5 |
-2.5 |
0.0% |
6,216.5 |
| Range |
19.5 |
0.0 |
-19.5 |
-100.0% |
88.0 |
| ATR |
23.6 |
22.2 |
-1.4 |
-6.1% |
0.0 |
| Volume |
23 |
1 |
-22 |
-95.7% |
40 |
|
| Daily Pivots for day following 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,216.0 |
6,216.0 |
6,216.5 |
|
| R3 |
6,216.0 |
6,216.0 |
6,216.5 |
|
| R2 |
6,216.0 |
6,216.0 |
6,216.5 |
|
| R1 |
6,216.0 |
6,216.0 |
6,216.5 |
6,216.0 |
| PP |
6,216.0 |
6,216.0 |
6,216.0 |
6,216.0 |
| S1 |
6,216.0 |
6,216.0 |
6,216.5 |
6,216.0 |
| S2 |
6,216.0 |
6,216.0 |
6,216.5 |
|
| S3 |
6,216.0 |
6,216.0 |
6,216.5 |
|
| S4 |
6,216.0 |
6,216.0 |
6,216.5 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,509.0 |
6,451.0 |
6,265.0 |
|
| R3 |
6,421.0 |
6,363.0 |
6,240.5 |
|
| R2 |
6,333.0 |
6,333.0 |
6,232.5 |
|
| R1 |
6,275.0 |
6,275.0 |
6,224.5 |
6,260.0 |
| PP |
6,245.0 |
6,245.0 |
6,245.0 |
6,238.0 |
| S1 |
6,187.0 |
6,187.0 |
6,208.5 |
6,172.0 |
| S2 |
6,157.0 |
6,157.0 |
6,200.5 |
|
| S3 |
6,069.0 |
6,099.0 |
6,192.5 |
|
| S4 |
5,981.0 |
6,011.0 |
6,168.0 |
|
|
| 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% |
1% |
False |
True |
8 |
| 10 |
6,303.5 |
6,191.5 |
112.0 |
1.8% |
5.5 |
0.1% |
22% |
False |
False |
4 |
| 20 |
6,303.5 |
6,077.0 |
226.5 |
3.6% |
7.0 |
0.1% |
62% |
False |
False |
130 |
| 40 |
6,303.5 |
6,077.0 |
226.5 |
3.6% |
5.5 |
0.1% |
62% |
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% |
80% |
False |
False |
85 |
| 100 |
6,303.5 |
5,868.0 |
435.5 |
7.0% |
2.5 |
0.0% |
80% |
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 |
6,215.5 |
|
2.618 |
6,215.5 |
|
1.618 |
6,215.5 |
|
1.000 |
6,215.5 |
|
0.618 |
6,215.5 |
|
HIGH |
6,215.5 |
|
0.618 |
6,215.5 |
|
0.500 |
6,215.5 |
|
0.382 |
6,215.5 |
|
LOW |
6,215.5 |
|
0.618 |
6,215.5 |
|
1.000 |
6,215.5 |
|
1.618 |
6,215.5 |
|
2.618 |
6,215.5 |
|
4.250 |
6,215.5 |
|
|