Day Change Summary |
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Previous |
Current |
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03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
6,791.0 |
6,766.0 |
-25.0 |
-0.4% |
6,644.0 |
High |
6,818.0 |
6,800.5 |
-17.5 |
-0.3% |
6,741.0 |
Low |
6,743.5 |
6,747.5 |
4.0 |
0.1% |
6,644.0 |
Close |
6,805.0 |
6,786.5 |
-18.5 |
-0.3% |
6,717.0 |
Range |
74.5 |
53.0 |
-21.5 |
-28.9% |
97.0 |
ATR |
66.4 |
65.8 |
-0.6 |
-1.0% |
0.0 |
Volume |
677 |
409 |
-268 |
-39.6% |
2,025 |
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Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,937.2 |
6,914.8 |
6,815.7 |
|
R3 |
6,884.2 |
6,861.8 |
6,801.1 |
|
R2 |
6,831.2 |
6,831.2 |
6,796.2 |
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R1 |
6,808.8 |
6,808.8 |
6,791.4 |
6,820.0 |
PP |
6,778.2 |
6,778.2 |
6,778.2 |
6,783.8 |
S1 |
6,755.8 |
6,755.8 |
6,781.6 |
6,767.0 |
S2 |
6,725.2 |
6,725.2 |
6,776.8 |
|
S3 |
6,672.2 |
6,702.8 |
6,771.9 |
|
S4 |
6,619.2 |
6,649.8 |
6,757.4 |
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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 |
6,818.0 |
6,713.0 |
105.0 |
1.5% |
49.0 |
0.7% |
70% |
False |
False |
675 |
10 |
6,818.0 |
6,609.0 |
209.0 |
3.1% |
57.2 |
0.8% |
85% |
False |
False |
1,177 |
20 |
6,818.0 |
6,412.0 |
406.0 |
6.0% |
58.9 |
0.9% |
92% |
False |
False |
2,757 |
40 |
6,818.0 |
6,331.0 |
487.0 |
7.2% |
61.0 |
0.9% |
94% |
False |
False |
1,915 |
60 |
6,818.0 |
6,218.0 |
600.0 |
8.8% |
58.5 |
0.9% |
95% |
False |
False |
1,412 |
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Fibonacci Retracements and Extensions |
4.250 |
7,025.8 |
2.618 |
6,939.3 |
1.618 |
6,886.3 |
1.000 |
6,853.5 |
0.618 |
6,833.3 |
HIGH |
6,800.5 |
0.618 |
6,780.3 |
0.500 |
6,774.0 |
0.382 |
6,767.7 |
LOW |
6,747.5 |
0.618 |
6,714.7 |
1.000 |
6,694.5 |
1.618 |
6,661.7 |
2.618 |
6,608.7 |
4.250 |
6,522.3 |
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