Day Change Summary |
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Previous |
Current |
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05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
6,768.5 |
6,708.0 |
-60.5 |
-0.9% |
6,738.0 |
High |
6,770.5 |
6,737.5 |
-33.0 |
-0.5% |
6,818.0 |
Low |
6,696.0 |
6,678.0 |
-18.0 |
-0.3% |
6,696.0 |
Close |
6,699.5 |
6,716.0 |
16.5 |
0.2% |
6,699.5 |
Range |
74.5 |
59.5 |
-15.0 |
-20.1% |
122.0 |
ATR |
67.5 |
67.0 |
-0.6 |
-0.9% |
0.0 |
Volume |
510 |
1,023 |
513 |
100.6% |
3,205 |
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Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,889.0 |
6,862.0 |
6,748.7 |
|
R3 |
6,829.5 |
6,802.5 |
6,732.4 |
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R2 |
6,770.0 |
6,770.0 |
6,726.9 |
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R1 |
6,743.0 |
6,743.0 |
6,721.5 |
6,756.5 |
PP |
6,710.5 |
6,710.5 |
6,710.5 |
6,717.3 |
S1 |
6,683.5 |
6,683.5 |
6,710.5 |
6,697.0 |
S2 |
6,651.0 |
6,651.0 |
6,705.1 |
|
S3 |
6,591.5 |
6,624.0 |
6,699.6 |
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S4 |
6,532.0 |
6,564.5 |
6,683.3 |
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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 |
6,678.0 |
140.0 |
2.1% |
65.8 |
1.0% |
27% |
False |
True |
845 |
10 |
6,818.0 |
6,609.0 |
209.0 |
3.1% |
61.0 |
0.9% |
51% |
False |
False |
847 |
20 |
6,818.0 |
6,475.0 |
343.0 |
5.1% |
58.7 |
0.9% |
70% |
False |
False |
2,742 |
40 |
6,818.0 |
6,331.0 |
487.0 |
7.3% |
62.5 |
0.9% |
79% |
False |
False |
1,940 |
60 |
6,818.0 |
6,260.0 |
558.0 |
8.3% |
58.8 |
0.9% |
82% |
False |
False |
1,424 |
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Fibonacci Retracements and Extensions |
4.250 |
6,990.4 |
2.618 |
6,893.3 |
1.618 |
6,833.8 |
1.000 |
6,797.0 |
0.618 |
6,774.3 |
HIGH |
6,737.5 |
0.618 |
6,714.8 |
0.500 |
6,707.8 |
0.382 |
6,700.7 |
LOW |
6,678.0 |
0.618 |
6,641.2 |
1.000 |
6,618.5 |
1.618 |
6,581.7 |
2.618 |
6,522.2 |
4.250 |
6,425.1 |
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