| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
6,256.0 |
6,283.0 |
27.0 |
0.4% |
6,303.5 |
| High |
6,280.0 |
6,283.0 |
3.0 |
0.0% |
6,303.5 |
| Low |
6,254.0 |
6,273.5 |
19.5 |
0.3% |
6,215.5 |
| Close |
6,282.0 |
6,274.5 |
-7.5 |
-0.1% |
6,216.5 |
| Range |
26.0 |
9.5 |
-16.5 |
-63.5% |
88.0 |
| ATR |
25.1 |
24.0 |
-1.1 |
-4.4% |
0.0 |
| Volume |
7 |
34 |
27 |
385.7% |
40 |
|
| Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,305.5 |
6,299.5 |
6,279.5 |
|
| R3 |
6,296.0 |
6,290.0 |
6,277.0 |
|
| R2 |
6,286.5 |
6,286.5 |
6,276.0 |
|
| R1 |
6,280.5 |
6,280.5 |
6,275.5 |
6,279.0 |
| PP |
6,277.0 |
6,277.0 |
6,277.0 |
6,276.0 |
| S1 |
6,271.0 |
6,271.0 |
6,273.5 |
6,269.0 |
| S2 |
6,267.5 |
6,267.5 |
6,273.0 |
|
| S3 |
6,258.0 |
6,261.5 |
6,272.0 |
|
| S4 |
6,248.5 |
6,252.0 |
6,269.5 |
|
|
| 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 |
6,283.0 |
6,215.5 |
67.5 |
1.1% |
11.0 |
0.2% |
87% |
True |
False |
13 |
| 10 |
6,303.5 |
6,192.0 |
111.5 |
1.8% |
9.0 |
0.1% |
74% |
False |
False |
8 |
| 20 |
6,303.5 |
6,081.0 |
222.5 |
3.5% |
8.5 |
0.1% |
87% |
False |
False |
132 |
| 40 |
6,303.5 |
6,077.0 |
226.5 |
3.6% |
6.0 |
0.1% |
87% |
False |
False |
157 |
| 60 |
6,303.5 |
6,028.5 |
275.0 |
4.4% |
4.5 |
0.1% |
89% |
False |
False |
114 |
| 80 |
6,303.5 |
5,868.0 |
435.5 |
6.9% |
3.5 |
0.1% |
93% |
False |
False |
86 |
| 100 |
6,303.5 |
5,868.0 |
435.5 |
6.9% |
2.5 |
0.0% |
93% |
False |
False |
68 |
| 120 |
6,303.5 |
5,740.5 |
563.0 |
9.0% |
2.0 |
0.0% |
95% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,323.5 |
|
2.618 |
6,308.0 |
|
1.618 |
6,298.5 |
|
1.000 |
6,292.5 |
|
0.618 |
6,289.0 |
|
HIGH |
6,283.0 |
|
0.618 |
6,279.5 |
|
0.500 |
6,278.0 |
|
0.382 |
6,277.0 |
|
LOW |
6,273.5 |
|
0.618 |
6,267.5 |
|
1.000 |
6,264.0 |
|
1.618 |
6,258.0 |
|
2.618 |
6,248.5 |
|
4.250 |
6,233.0 |
|
|