| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2006 |
14-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,793.86 |
1,786.52 |
-7.34 |
-0.4% |
1,782.60 |
| High |
1,793.86 |
1,811.08 |
17.22 |
1.0% |
1,810.82 |
| Low |
1,774.05 |
1,786.52 |
12.47 |
0.7% |
1,767.83 |
| Close |
1,783.44 |
1,803.41 |
19.97 |
1.1% |
1,786.21 |
| Range |
19.81 |
24.56 |
4.75 |
24.0% |
42.99 |
| ATR |
22.86 |
23.20 |
0.34 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,874.02 |
1,863.27 |
1,816.92 |
|
| R3 |
1,849.46 |
1,838.71 |
1,810.16 |
|
| R2 |
1,824.90 |
1,824.90 |
1,807.91 |
|
| R1 |
1,814.15 |
1,814.15 |
1,805.66 |
1,819.53 |
| PP |
1,800.34 |
1,800.34 |
1,800.34 |
1,803.02 |
| S1 |
1,789.59 |
1,789.59 |
1,801.16 |
1,794.97 |
| S2 |
1,775.78 |
1,775.78 |
1,798.91 |
|
| S3 |
1,751.22 |
1,765.03 |
1,796.66 |
|
| S4 |
1,726.66 |
1,740.47 |
1,789.90 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,917.26 |
1,894.72 |
1,809.85 |
|
| R3 |
1,874.27 |
1,851.73 |
1,798.03 |
|
| R2 |
1,831.28 |
1,831.28 |
1,794.09 |
|
| R1 |
1,808.74 |
1,808.74 |
1,790.15 |
1,820.01 |
| PP |
1,788.29 |
1,788.29 |
1,788.29 |
1,793.92 |
| S1 |
1,765.75 |
1,765.75 |
1,782.27 |
1,777.02 |
| S2 |
1,745.30 |
1,745.30 |
1,778.33 |
|
| S3 |
1,702.31 |
1,722.76 |
1,774.39 |
|
| S4 |
1,659.32 |
1,679.77 |
1,762.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,811.08 |
1,767.83 |
43.25 |
2.4% |
24.45 |
1.4% |
82% |
True |
False |
|
| 10 |
1,811.08 |
1,760.01 |
51.07 |
2.8% |
23.86 |
1.3% |
85% |
True |
False |
|
| 20 |
1,824.21 |
1,760.01 |
64.20 |
3.6% |
21.50 |
1.2% |
68% |
False |
False |
|
| 40 |
1,824.21 |
1,693.19 |
131.02 |
7.3% |
22.43 |
1.2% |
84% |
False |
False |
|
| 60 |
1,824.21 |
1,615.14 |
209.07 |
11.6% |
21.81 |
1.2% |
90% |
False |
False |
|
| 80 |
1,824.21 |
1,542.57 |
281.64 |
15.6% |
21.29 |
1.2% |
93% |
False |
False |
|
| 100 |
1,824.21 |
1,474.67 |
349.54 |
19.4% |
21.77 |
1.2% |
94% |
False |
False |
|
| 120 |
1,824.21 |
1,446.77 |
377.44 |
20.9% |
22.39 |
1.2% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,915.46 |
|
2.618 |
1,875.38 |
|
1.618 |
1,850.82 |
|
1.000 |
1,835.64 |
|
0.618 |
1,826.26 |
|
HIGH |
1,811.08 |
|
0.618 |
1,801.70 |
|
0.500 |
1,798.80 |
|
0.382 |
1,795.90 |
|
LOW |
1,786.52 |
|
0.618 |
1,771.34 |
|
1.000 |
1,761.96 |
|
1.618 |
1,746.78 |
|
2.618 |
1,722.22 |
|
4.250 |
1,682.14 |
|
|