| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2006 |
26-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1,765.29 |
1,746.86 |
-18.43 |
-1.0% |
1,812.93 |
| High |
1,765.98 |
1,754.70 |
-11.28 |
-0.6% |
1,820.94 |
| Low |
1,748.61 |
1,746.07 |
-2.54 |
-0.1% |
1,748.61 |
| Close |
1,748.61 |
1,753.55 |
4.94 |
0.3% |
1,748.61 |
| Range |
17.37 |
8.63 |
-8.74 |
-50.3% |
72.33 |
| ATR |
23.09 |
22.06 |
-1.03 |
-4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,777.33 |
1,774.07 |
1,758.30 |
|
| R3 |
1,768.70 |
1,765.44 |
1,755.92 |
|
| R2 |
1,760.07 |
1,760.07 |
1,755.13 |
|
| R1 |
1,756.81 |
1,756.81 |
1,754.34 |
1,758.44 |
| PP |
1,751.44 |
1,751.44 |
1,751.44 |
1,752.26 |
| S1 |
1,748.18 |
1,748.18 |
1,752.76 |
1,749.81 |
| S2 |
1,742.81 |
1,742.81 |
1,751.97 |
|
| S3 |
1,734.18 |
1,739.55 |
1,751.18 |
|
| S4 |
1,725.55 |
1,730.92 |
1,748.80 |
|
|
| 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 |
1,795.41 |
1,746.07 |
49.34 |
2.8% |
18.47 |
1.1% |
15% |
False |
True |
|
| 10 |
1,821.18 |
1,746.07 |
75.11 |
4.3% |
21.29 |
1.2% |
10% |
False |
True |
|
| 20 |
1,821.18 |
1,746.07 |
75.11 |
4.3% |
22.15 |
1.3% |
10% |
False |
True |
|
| 40 |
1,824.21 |
1,693.19 |
131.02 |
7.5% |
21.99 |
1.3% |
46% |
False |
False |
|
| 60 |
1,824.21 |
1,623.07 |
201.14 |
11.5% |
21.87 |
1.2% |
65% |
False |
False |
|
| 80 |
1,824.21 |
1,558.17 |
266.04 |
15.2% |
21.47 |
1.2% |
73% |
False |
False |
|
| 100 |
1,824.21 |
1,476.48 |
347.73 |
19.8% |
21.50 |
1.2% |
80% |
False |
False |
|
| 120 |
1,824.21 |
1,446.77 |
377.44 |
21.5% |
22.11 |
1.3% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,791.38 |
|
2.618 |
1,777.29 |
|
1.618 |
1,768.66 |
|
1.000 |
1,763.33 |
|
0.618 |
1,760.03 |
|
HIGH |
1,754.70 |
|
0.618 |
1,751.40 |
|
0.500 |
1,750.39 |
|
0.382 |
1,749.37 |
|
LOW |
1,746.07 |
|
0.618 |
1,740.74 |
|
1.000 |
1,737.44 |
|
1.618 |
1,732.11 |
|
2.618 |
1,723.48 |
|
4.250 |
1,709.39 |
|
|