| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,446.25 |
1,450.25 |
4.00 |
0.3% |
1,437.25 |
| High |
1,450.00 |
1,452.50 |
2.50 |
0.2% |
1,451.25 |
| Low |
1,439.00 |
1,429.75 |
-9.25 |
-0.6% |
1,434.00 |
| Close |
1,441.00 |
1,437.50 |
-3.50 |
-0.2% |
1,441.00 |
| Range |
11.00 |
22.75 |
11.75 |
106.8% |
17.25 |
| ATR |
|
|
|
|
|
| Volume |
89 |
51 |
-38 |
-42.7% |
624 |
|
| Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,508.25 |
1,495.50 |
1,450.00 |
|
| R3 |
1,485.50 |
1,472.75 |
1,443.75 |
|
| R2 |
1,462.75 |
1,462.75 |
1,441.75 |
|
| R1 |
1,450.00 |
1,450.00 |
1,439.50 |
1,445.00 |
| PP |
1,440.00 |
1,440.00 |
1,440.00 |
1,437.50 |
| S1 |
1,427.25 |
1,427.25 |
1,435.50 |
1,422.25 |
| S2 |
1,417.25 |
1,417.25 |
1,433.25 |
|
| S3 |
1,394.50 |
1,404.50 |
1,431.25 |
|
| S4 |
1,371.75 |
1,381.75 |
1,425.00 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,493.75 |
1,484.75 |
1,450.50 |
|
| R3 |
1,476.50 |
1,467.50 |
1,445.75 |
|
| R2 |
1,459.25 |
1,459.25 |
1,444.25 |
|
| R1 |
1,450.25 |
1,450.25 |
1,442.50 |
1,454.75 |
| PP |
1,442.00 |
1,442.00 |
1,442.00 |
1,444.50 |
| S1 |
1,433.00 |
1,433.00 |
1,439.50 |
1,437.50 |
| S2 |
1,424.75 |
1,424.75 |
1,437.75 |
|
| S3 |
1,407.50 |
1,415.75 |
1,436.25 |
|
| S4 |
1,390.25 |
1,398.50 |
1,431.50 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,549.25 |
|
2.618 |
1,512.00 |
|
1.618 |
1,489.25 |
|
1.000 |
1,475.25 |
|
0.618 |
1,466.50 |
|
HIGH |
1,452.50 |
|
0.618 |
1,443.75 |
|
0.500 |
1,441.00 |
|
0.382 |
1,438.50 |
|
LOW |
1,429.75 |
|
0.618 |
1,415.75 |
|
1.000 |
1,407.00 |
|
1.618 |
1,393.00 |
|
2.618 |
1,370.25 |
|
4.250 |
1,333.00 |
|
|