Day Change Summary |
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Previous |
Current |
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02-Jan-2007 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
6,738.0 |
6,791.0 |
53.0 |
0.8% |
6,644.0 |
High |
6,805.5 |
6,818.0 |
12.5 |
0.2% |
6,741.0 |
Low |
6,738.0 |
6,743.5 |
5.5 |
0.1% |
6,644.0 |
Close |
6,793.5 |
6,805.0 |
11.5 |
0.2% |
6,717.0 |
Range |
67.5 |
74.5 |
7.0 |
10.4% |
97.0 |
ATR |
65.8 |
66.4 |
0.6 |
0.9% |
0.0 |
Volume |
1,609 |
677 |
-932 |
-57.9% |
2,025 |
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Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,012.3 |
6,983.2 |
6,846.0 |
|
R3 |
6,937.8 |
6,908.7 |
6,825.5 |
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R2 |
6,863.3 |
6,863.3 |
6,818.7 |
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R1 |
6,834.2 |
6,834.2 |
6,811.8 |
6,848.8 |
PP |
6,788.8 |
6,788.8 |
6,788.8 |
6,796.1 |
S1 |
6,759.7 |
6,759.7 |
6,798.2 |
6,774.3 |
S2 |
6,714.3 |
6,714.3 |
6,791.3 |
|
S3 |
6,639.8 |
6,685.2 |
6,784.5 |
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S4 |
6,565.3 |
6,610.7 |
6,764.0 |
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Weekly Pivots for week ending 29-Dec-2006 |
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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 |
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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 |
6,818.0 |
6,644.0 |
174.0 |
2.6% |
57.8 |
0.8% |
93% |
True |
False |
862 |
10 |
6,818.0 |
6,609.0 |
209.0 |
3.1% |
56.5 |
0.8% |
94% |
True |
False |
1,617 |
20 |
6,818.0 |
6,356.5 |
461.5 |
6.8% |
60.0 |
0.9% |
97% |
True |
False |
2,764 |
40 |
6,818.0 |
6,331.0 |
487.0 |
7.2% |
62.0 |
0.9% |
97% |
True |
False |
1,918 |
60 |
6,818.0 |
6,210.5 |
607.5 |
8.9% |
58.2 |
0.9% |
98% |
True |
False |
1,409 |
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Fibonacci Retracements and Extensions |
4.250 |
7,134.6 |
2.618 |
7,013.0 |
1.618 |
6,938.5 |
1.000 |
6,892.5 |
0.618 |
6,864.0 |
HIGH |
6,818.0 |
0.618 |
6,789.5 |
0.500 |
6,780.8 |
0.382 |
6,772.0 |
LOW |
6,743.5 |
0.618 |
6,697.5 |
1.000 |
6,669.0 |
1.618 |
6,623.0 |
2.618 |
6,548.5 |
4.250 |
6,426.9 |
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