| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,809.25 |
1,808.75 |
-0.50 |
0.0% |
1,787.75 |
| High |
1,813.50 |
1,831.50 |
18.00 |
1.0% |
1,813.50 |
| Low |
1,795.00 |
1,769.50 |
-25.50 |
-1.4% |
1,786.25 |
| Close |
1,796.50 |
1,800.50 |
4.00 |
0.2% |
1,796.50 |
| Range |
18.50 |
62.00 |
43.50 |
235.1% |
27.25 |
| ATR |
|
|
|
|
|
| Volume |
2 |
2 |
0 |
0.0% |
24 |
|
| Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,986.50 |
1,955.50 |
1,834.50 |
|
| R3 |
1,924.50 |
1,893.50 |
1,817.50 |
|
| R2 |
1,862.50 |
1,862.50 |
1,811.75 |
|
| R1 |
1,831.50 |
1,831.50 |
1,806.25 |
1,816.00 |
| PP |
1,800.50 |
1,800.50 |
1,800.50 |
1,792.75 |
| S1 |
1,769.50 |
1,769.50 |
1,794.75 |
1,754.00 |
| S2 |
1,738.50 |
1,738.50 |
1,789.25 |
|
| S3 |
1,676.50 |
1,707.50 |
1,783.50 |
|
| S4 |
1,614.50 |
1,645.50 |
1,766.50 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,880.50 |
1,865.75 |
1,811.50 |
|
| R3 |
1,853.25 |
1,838.50 |
1,804.00 |
|
| R2 |
1,826.00 |
1,826.00 |
1,801.50 |
|
| R1 |
1,811.25 |
1,811.25 |
1,799.00 |
1,818.50 |
| PP |
1,798.75 |
1,798.75 |
1,798.75 |
1,802.50 |
| S1 |
1,784.00 |
1,784.00 |
1,794.00 |
1,791.50 |
| S2 |
1,771.50 |
1,771.50 |
1,791.50 |
|
| S3 |
1,744.25 |
1,756.75 |
1,789.00 |
|
| S4 |
1,717.00 |
1,729.50 |
1,781.50 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,095.00 |
|
2.618 |
1,993.75 |
|
1.618 |
1,931.75 |
|
1.000 |
1,893.50 |
|
0.618 |
1,869.75 |
|
HIGH |
1,831.50 |
|
0.618 |
1,807.75 |
|
0.500 |
1,800.50 |
|
0.382 |
1,793.25 |
|
LOW |
1,769.50 |
|
0.618 |
1,731.25 |
|
1.000 |
1,707.50 |
|
1.618 |
1,669.25 |
|
2.618 |
1,607.25 |
|
4.250 |
1,506.00 |
|
|