| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2006 |
22-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,780.53 |
1,765.29 |
-15.24 |
-0.9% |
1,812.93 |
| High |
1,781.51 |
1,765.98 |
-15.53 |
-0.9% |
1,820.94 |
| Low |
1,759.08 |
1,748.61 |
-10.47 |
-0.6% |
1,748.61 |
| Close |
1,766.28 |
1,748.61 |
-17.67 |
-1.0% |
1,748.61 |
| Range |
22.43 |
17.37 |
-5.06 |
-22.6% |
72.33 |
| ATR |
23.51 |
23.09 |
-0.42 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,806.51 |
1,794.93 |
1,758.16 |
|
| R3 |
1,789.14 |
1,777.56 |
1,753.39 |
|
| R2 |
1,771.77 |
1,771.77 |
1,751.79 |
|
| R1 |
1,760.19 |
1,760.19 |
1,750.20 |
1,757.30 |
| PP |
1,754.40 |
1,754.40 |
1,754.40 |
1,752.95 |
| S1 |
1,742.82 |
1,742.82 |
1,747.02 |
1,739.93 |
| S2 |
1,737.03 |
1,737.03 |
1,745.43 |
|
| S3 |
1,719.66 |
1,725.45 |
1,743.83 |
|
| S4 |
1,702.29 |
1,708.08 |
1,739.06 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,989.71 |
1,941.49 |
1,788.39 |
|
| R3 |
1,917.38 |
1,869.16 |
1,768.50 |
|
| R2 |
1,845.05 |
1,845.05 |
1,761.87 |
|
| R1 |
1,796.83 |
1,796.83 |
1,755.24 |
1,784.78 |
| PP |
1,772.72 |
1,772.72 |
1,772.72 |
1,766.69 |
| S1 |
1,724.50 |
1,724.50 |
1,741.98 |
1,712.45 |
| S2 |
1,700.39 |
1,700.39 |
1,735.35 |
|
| S3 |
1,628.06 |
1,652.17 |
1,728.72 |
|
| S4 |
1,555.73 |
1,579.84 |
1,708.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,820.94 |
1,748.61 |
72.33 |
4.1% |
24.28 |
1.4% |
0% |
False |
True |
|
| 10 |
1,821.18 |
1,748.61 |
72.57 |
4.2% |
22.80 |
1.3% |
0% |
False |
True |
|
| 20 |
1,821.18 |
1,748.61 |
72.57 |
4.2% |
23.66 |
1.4% |
0% |
False |
True |
|
| 40 |
1,824.21 |
1,693.19 |
131.02 |
7.5% |
22.50 |
1.3% |
42% |
False |
False |
|
| 60 |
1,824.21 |
1,623.07 |
201.14 |
11.5% |
21.93 |
1.3% |
62% |
False |
False |
|
| 80 |
1,824.21 |
1,558.17 |
266.04 |
15.2% |
21.49 |
1.2% |
72% |
False |
False |
|
| 100 |
1,824.21 |
1,476.48 |
347.73 |
19.9% |
21.75 |
1.2% |
78% |
False |
False |
|
| 120 |
1,824.21 |
1,446.77 |
377.44 |
21.6% |
22.19 |
1.3% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,839.80 |
|
2.618 |
1,811.45 |
|
1.618 |
1,794.08 |
|
1.000 |
1,783.35 |
|
0.618 |
1,776.71 |
|
HIGH |
1,765.98 |
|
0.618 |
1,759.34 |
|
0.500 |
1,757.30 |
|
0.382 |
1,755.25 |
|
LOW |
1,748.61 |
|
0.618 |
1,737.88 |
|
1.000 |
1,731.24 |
|
1.618 |
1,720.51 |
|
2.618 |
1,703.14 |
|
4.250 |
1,674.79 |
|
|