| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,786.52 |
1,818.21 |
31.69 |
1.8% |
1,786.21 |
| High |
1,811.08 |
1,821.18 |
10.10 |
0.6% |
1,821.18 |
| Low |
1,786.52 |
1,805.45 |
18.93 |
1.1% |
1,771.30 |
| Close |
1,803.41 |
1,808.56 |
5.15 |
0.3% |
1,808.56 |
| Range |
24.56 |
15.73 |
-8.83 |
-36.0% |
49.88 |
| ATR |
23.20 |
22.81 |
-0.39 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,858.92 |
1,849.47 |
1,817.21 |
|
| R3 |
1,843.19 |
1,833.74 |
1,812.89 |
|
| R2 |
1,827.46 |
1,827.46 |
1,811.44 |
|
| R1 |
1,818.01 |
1,818.01 |
1,810.00 |
1,814.87 |
| PP |
1,811.73 |
1,811.73 |
1,811.73 |
1,810.16 |
| S1 |
1,802.28 |
1,802.28 |
1,807.12 |
1,799.14 |
| S2 |
1,796.00 |
1,796.00 |
1,805.68 |
|
| S3 |
1,780.27 |
1,786.55 |
1,804.23 |
|
| S4 |
1,764.54 |
1,770.82 |
1,799.91 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,949.99 |
1,929.15 |
1,835.99 |
|
| R3 |
1,900.11 |
1,879.27 |
1,822.28 |
|
| R2 |
1,850.23 |
1,850.23 |
1,817.70 |
|
| R1 |
1,829.39 |
1,829.39 |
1,813.13 |
1,839.81 |
| PP |
1,800.35 |
1,800.35 |
1,800.35 |
1,805.56 |
| S1 |
1,779.51 |
1,779.51 |
1,803.99 |
1,789.93 |
| S2 |
1,750.47 |
1,750.47 |
1,799.42 |
|
| S3 |
1,700.59 |
1,729.63 |
1,794.84 |
|
| S4 |
1,650.71 |
1,679.75 |
1,781.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,821.18 |
1,771.30 |
49.88 |
2.8% |
21.32 |
1.2% |
75% |
True |
False |
|
| 10 |
1,821.18 |
1,767.83 |
53.35 |
2.9% |
22.10 |
1.2% |
76% |
True |
False |
|
| 20 |
1,824.21 |
1,760.01 |
64.20 |
3.5% |
21.53 |
1.2% |
76% |
False |
False |
|
| 40 |
1,824.21 |
1,693.19 |
131.02 |
7.2% |
22.32 |
1.2% |
88% |
False |
False |
|
| 60 |
1,824.21 |
1,615.14 |
209.07 |
11.6% |
21.68 |
1.2% |
93% |
False |
False |
|
| 80 |
1,824.21 |
1,542.57 |
281.64 |
15.6% |
21.14 |
1.2% |
94% |
False |
False |
|
| 100 |
1,824.21 |
1,475.91 |
348.30 |
19.3% |
21.68 |
1.2% |
96% |
False |
False |
|
| 120 |
1,824.21 |
1,446.77 |
377.44 |
20.9% |
22.25 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,888.03 |
|
2.618 |
1,862.36 |
|
1.618 |
1,846.63 |
|
1.000 |
1,836.91 |
|
0.618 |
1,830.90 |
|
HIGH |
1,821.18 |
|
0.618 |
1,815.17 |
|
0.500 |
1,813.32 |
|
0.382 |
1,811.46 |
|
LOW |
1,805.45 |
|
0.618 |
1,795.73 |
|
1.000 |
1,789.72 |
|
1.618 |
1,780.00 |
|
2.618 |
1,764.27 |
|
4.250 |
1,738.60 |
|
|