| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,808.75 |
1,795.00 |
-13.75 |
-0.8% |
1,787.75 |
| High |
1,831.50 |
1,837.25 |
5.75 |
0.3% |
1,813.50 |
| Low |
1,769.50 |
1,794.50 |
25.00 |
1.4% |
1,786.25 |
| Close |
1,800.50 |
1,833.75 |
33.25 |
1.8% |
1,796.50 |
| Range |
62.00 |
42.75 |
-19.25 |
-31.0% |
27.25 |
| ATR |
|
|
|
|
|
| Volume |
2 |
48 |
46 |
2,300.0% |
24 |
|
| Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,950.00 |
1,934.75 |
1,857.25 |
|
| R3 |
1,907.25 |
1,892.00 |
1,845.50 |
|
| R2 |
1,864.50 |
1,864.50 |
1,841.50 |
|
| R1 |
1,849.25 |
1,849.25 |
1,837.75 |
1,857.00 |
| PP |
1,821.75 |
1,821.75 |
1,821.75 |
1,825.75 |
| S1 |
1,806.50 |
1,806.50 |
1,829.75 |
1,814.00 |
| S2 |
1,779.00 |
1,779.00 |
1,826.00 |
|
| S3 |
1,736.25 |
1,763.75 |
1,822.00 |
|
| S4 |
1,693.50 |
1,721.00 |
1,810.25 |
|
|
| 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 |
2,019.00 |
|
2.618 |
1,949.25 |
|
1.618 |
1,906.50 |
|
1.000 |
1,880.00 |
|
0.618 |
1,863.75 |
|
HIGH |
1,837.25 |
|
0.618 |
1,821.00 |
|
0.500 |
1,816.00 |
|
0.382 |
1,810.75 |
|
LOW |
1,794.50 |
|
0.618 |
1,768.00 |
|
1.000 |
1,751.75 |
|
1.618 |
1,725.25 |
|
2.618 |
1,682.50 |
|
4.250 |
1,612.75 |
|
|