| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2006 |
19-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,812.93 |
1,776.61 |
-36.32 |
-2.0% |
1,786.21 |
| High |
1,820.94 |
1,792.78 |
-28.16 |
-1.5% |
1,821.18 |
| Low |
1,783.24 |
1,766.35 |
-16.89 |
-0.9% |
1,771.30 |
| Close |
1,790.99 |
1,785.12 |
-5.87 |
-0.3% |
1,808.56 |
| Range |
37.70 |
26.43 |
-11.27 |
-29.9% |
49.88 |
| ATR |
23.87 |
24.06 |
0.18 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,860.71 |
1,849.34 |
1,799.66 |
|
| R3 |
1,834.28 |
1,822.91 |
1,792.39 |
|
| R2 |
1,807.85 |
1,807.85 |
1,789.97 |
|
| R1 |
1,796.48 |
1,796.48 |
1,787.54 |
1,802.17 |
| PP |
1,781.42 |
1,781.42 |
1,781.42 |
1,784.26 |
| S1 |
1,770.05 |
1,770.05 |
1,782.70 |
1,775.74 |
| S2 |
1,754.99 |
1,754.99 |
1,780.27 |
|
| S3 |
1,728.56 |
1,743.62 |
1,777.85 |
|
| S4 |
1,702.13 |
1,717.19 |
1,770.58 |
|
|
| 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 |
1,766.35 |
54.83 |
3.1% |
24.85 |
1.4% |
34% |
False |
True |
|
| 10 |
1,821.18 |
1,766.35 |
54.83 |
3.1% |
24.57 |
1.4% |
34% |
False |
True |
|
| 20 |
1,824.21 |
1,760.01 |
64.20 |
3.6% |
23.18 |
1.3% |
39% |
False |
False |
|
| 40 |
1,824.21 |
1,693.19 |
131.02 |
7.3% |
22.72 |
1.3% |
70% |
False |
False |
|
| 60 |
1,824.21 |
1,623.07 |
201.14 |
11.3% |
21.82 |
1.2% |
81% |
False |
False |
|
| 80 |
1,824.21 |
1,552.40 |
271.81 |
15.2% |
21.46 |
1.2% |
86% |
False |
False |
|
| 100 |
1,824.21 |
1,476.06 |
348.15 |
19.5% |
21.76 |
1.2% |
89% |
False |
False |
|
| 120 |
1,824.21 |
1,446.77 |
377.44 |
21.1% |
22.24 |
1.2% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,905.11 |
|
2.618 |
1,861.97 |
|
1.618 |
1,835.54 |
|
1.000 |
1,819.21 |
|
0.618 |
1,809.11 |
|
HIGH |
1,792.78 |
|
0.618 |
1,782.68 |
|
0.500 |
1,779.57 |
|
0.382 |
1,776.45 |
|
LOW |
1,766.35 |
|
0.618 |
1,750.02 |
|
1.000 |
1,739.92 |
|
1.618 |
1,723.59 |
|
2.618 |
1,697.16 |
|
4.250 |
1,654.02 |
|
|