Day Change Summary |
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Previous |
Current |
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29-Dec-2006 |
02-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
6,729.0 |
6,738.0 |
9.0 |
0.1% |
6,644.0 |
High |
6,740.5 |
6,805.5 |
65.0 |
1.0% |
6,741.0 |
Low |
6,713.0 |
6,738.0 |
25.0 |
0.4% |
6,644.0 |
Close |
6,717.0 |
6,793.5 |
76.5 |
1.1% |
6,717.0 |
Range |
27.5 |
67.5 |
40.0 |
145.5% |
97.0 |
ATR |
64.0 |
65.8 |
1.7 |
2.7% |
0.0 |
Volume |
175 |
1,609 |
1,434 |
819.4% |
2,025 |
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Daily Pivots for day following 02-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,981.5 |
6,955.0 |
6,830.6 |
|
R3 |
6,914.0 |
6,887.5 |
6,812.1 |
|
R2 |
6,846.5 |
6,846.5 |
6,805.9 |
|
R1 |
6,820.0 |
6,820.0 |
6,799.7 |
6,833.3 |
PP |
6,779.0 |
6,779.0 |
6,779.0 |
6,785.6 |
S1 |
6,752.5 |
6,752.5 |
6,787.3 |
6,765.8 |
S2 |
6,711.5 |
6,711.5 |
6,781.1 |
|
S3 |
6,644.0 |
6,685.0 |
6,774.9 |
|
S4 |
6,576.5 |
6,617.5 |
6,756.4 |
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|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,991.7 |
6,951.3 |
6,770.4 |
|
R3 |
6,894.7 |
6,854.3 |
6,743.7 |
|
R2 |
6,797.7 |
6,797.7 |
6,734.8 |
|
R1 |
6,757.3 |
6,757.3 |
6,725.9 |
6,777.5 |
PP |
6,700.7 |
6,700.7 |
6,700.7 |
6,710.8 |
S1 |
6,660.3 |
6,660.3 |
6,708.1 |
6,680.5 |
S2 |
6,603.7 |
6,603.7 |
6,699.2 |
|
S3 |
6,506.7 |
6,563.3 |
6,690.3 |
|
S4 |
6,409.7 |
6,466.3 |
6,663.7 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,805.5 |
6,609.0 |
196.5 |
2.9% |
59.7 |
0.9% |
94% |
True |
False |
791 |
10 |
6,805.5 |
6,609.0 |
196.5 |
2.9% |
53.5 |
0.8% |
94% |
True |
False |
2,003 |
20 |
6,805.5 |
6,331.0 |
474.5 |
7.0% |
64.2 |
0.9% |
97% |
True |
False |
2,758 |
40 |
6,805.5 |
6,331.0 |
474.5 |
7.0% |
61.5 |
0.9% |
97% |
True |
False |
1,906 |
60 |
6,805.5 |
6,209.5 |
596.0 |
8.8% |
57.6 |
0.8% |
98% |
True |
False |
1,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,092.4 |
2.618 |
6,982.2 |
1.618 |
6,914.7 |
1.000 |
6,873.0 |
0.618 |
6,847.2 |
HIGH |
6,805.5 |
0.618 |
6,779.7 |
0.500 |
6,771.8 |
0.382 |
6,763.8 |
LOW |
6,738.0 |
0.618 |
6,696.3 |
1.000 |
6,670.5 |
1.618 |
6,628.8 |
2.618 |
6,561.3 |
4.250 |
6,451.1 |
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