| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,450.25 |
1,435.50 |
-14.75 |
-1.0% |
1,437.25 |
| High |
1,452.50 |
1,443.75 |
-8.75 |
-0.6% |
1,451.25 |
| Low |
1,429.75 |
1,430.00 |
0.25 |
0.0% |
1,434.00 |
| Close |
1,437.50 |
1,440.00 |
2.50 |
0.2% |
1,441.00 |
| Range |
22.75 |
13.75 |
-9.00 |
-39.6% |
17.25 |
| ATR |
|
|
|
|
|
| Volume |
51 |
596 |
545 |
1,068.6% |
624 |
|
| Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,479.25 |
1,473.25 |
1,447.50 |
|
| R3 |
1,465.50 |
1,459.50 |
1,443.75 |
|
| R2 |
1,451.75 |
1,451.75 |
1,442.50 |
|
| R1 |
1,445.75 |
1,445.75 |
1,441.25 |
1,448.75 |
| PP |
1,438.00 |
1,438.00 |
1,438.00 |
1,439.50 |
| S1 |
1,432.00 |
1,432.00 |
1,438.75 |
1,435.00 |
| S2 |
1,424.25 |
1,424.25 |
1,437.50 |
|
| S3 |
1,410.50 |
1,418.25 |
1,436.25 |
|
| S4 |
1,396.75 |
1,404.50 |
1,432.50 |
|
|
| 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 |
1,502.25 |
|
2.618 |
1,479.75 |
|
1.618 |
1,466.00 |
|
1.000 |
1,457.50 |
|
0.618 |
1,452.25 |
|
HIGH |
1,443.75 |
|
0.618 |
1,438.50 |
|
0.500 |
1,437.00 |
|
0.382 |
1,435.25 |
|
LOW |
1,430.00 |
|
0.618 |
1,421.50 |
|
1.000 |
1,416.25 |
|
1.618 |
1,407.75 |
|
2.618 |
1,394.00 |
|
4.250 |
1,371.50 |
|
|