Day Change Summary |
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Previous |
Current |
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04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
6,766.0 |
6,768.5 |
2.5 |
0.0% |
6,738.0 |
High |
6,800.5 |
6,770.5 |
-30.0 |
-0.4% |
6,818.0 |
Low |
6,747.5 |
6,696.0 |
-51.5 |
-0.8% |
6,696.0 |
Close |
6,786.5 |
6,699.5 |
-87.0 |
-1.3% |
6,699.5 |
Range |
53.0 |
74.5 |
21.5 |
40.6% |
122.0 |
ATR |
65.8 |
67.5 |
1.8 |
2.7% |
0.0 |
Volume |
409 |
510 |
101 |
24.7% |
3,205 |
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Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,945.5 |
6,897.0 |
6,740.5 |
|
R3 |
6,871.0 |
6,822.5 |
6,720.0 |
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R2 |
6,796.5 |
6,796.5 |
6,713.2 |
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R1 |
6,748.0 |
6,748.0 |
6,706.3 |
6,735.0 |
PP |
6,722.0 |
6,722.0 |
6,722.0 |
6,715.5 |
S1 |
6,673.5 |
6,673.5 |
6,692.7 |
6,660.5 |
S2 |
6,647.5 |
6,647.5 |
6,685.8 |
|
S3 |
6,573.0 |
6,599.0 |
6,679.0 |
|
S4 |
6,498.5 |
6,524.5 |
6,658.5 |
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Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,103.8 |
7,023.7 |
6,766.6 |
|
R3 |
6,981.8 |
6,901.7 |
6,733.1 |
|
R2 |
6,859.8 |
6,859.8 |
6,721.9 |
|
R1 |
6,779.7 |
6,779.7 |
6,710.7 |
6,758.8 |
PP |
6,737.8 |
6,737.8 |
6,737.8 |
6,727.4 |
S1 |
6,657.7 |
6,657.7 |
6,688.3 |
6,636.8 |
S2 |
6,615.8 |
6,615.8 |
6,677.1 |
|
S3 |
6,493.8 |
6,535.7 |
6,666.0 |
|
S4 |
6,371.8 |
6,413.7 |
6,632.4 |
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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 |
6,696.0 |
122.0 |
1.8% |
59.4 |
0.9% |
3% |
False |
True |
676 |
10 |
6,818.0 |
6,609.0 |
209.0 |
3.1% |
59.5 |
0.9% |
43% |
False |
False |
883 |
20 |
6,818.0 |
6,470.0 |
348.0 |
5.2% |
57.8 |
0.9% |
66% |
False |
False |
2,746 |
40 |
6,818.0 |
6,331.0 |
487.0 |
7.3% |
62.0 |
0.9% |
76% |
False |
False |
1,921 |
60 |
6,818.0 |
6,239.5 |
578.5 |
8.6% |
58.6 |
0.9% |
80% |
False |
False |
1,411 |
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Fibonacci Retracements and Extensions |
4.250 |
7,087.1 |
2.618 |
6,965.5 |
1.618 |
6,891.0 |
1.000 |
6,845.0 |
0.618 |
6,816.5 |
HIGH |
6,770.5 |
0.618 |
6,742.0 |
0.500 |
6,733.3 |
0.382 |
6,724.5 |
LOW |
6,696.0 |
0.618 |
6,650.0 |
1.000 |
6,621.5 |
1.618 |
6,575.5 |
2.618 |
6,501.0 |
4.250 |
6,379.4 |
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