Day Change Summary |
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Previous |
Current |
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09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
6,750.0 |
6,693.5 |
-56.5 |
-0.8% |
6,738.0 |
High |
6,776.5 |
6,702.0 |
-74.5 |
-1.1% |
6,818.0 |
Low |
6,687.5 |
6,640.0 |
-47.5 |
-0.7% |
6,696.0 |
Close |
6,718.0 |
6,676.5 |
-41.5 |
-0.6% |
6,699.5 |
Range |
89.0 |
62.0 |
-27.0 |
-30.3% |
122.0 |
ATR |
68.5 |
69.2 |
0.7 |
1.0% |
0.0 |
Volume |
592 |
760 |
168 |
28.4% |
3,205 |
|
Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,858.8 |
6,829.7 |
6,710.6 |
|
R3 |
6,796.8 |
6,767.7 |
6,693.6 |
|
R2 |
6,734.8 |
6,734.8 |
6,687.9 |
|
R1 |
6,705.7 |
6,705.7 |
6,682.2 |
6,689.3 |
PP |
6,672.8 |
6,672.8 |
6,672.8 |
6,664.6 |
S1 |
6,643.7 |
6,643.7 |
6,670.8 |
6,627.3 |
S2 |
6,610.8 |
6,610.8 |
6,665.1 |
|
S3 |
6,548.8 |
6,581.7 |
6,659.5 |
|
S4 |
6,486.8 |
6,519.7 |
6,642.4 |
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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 |
6,800.5 |
6,640.0 |
160.5 |
2.4% |
67.6 |
1.0% |
23% |
False |
True |
658 |
10 |
6,818.0 |
6,640.0 |
178.0 |
2.7% |
62.7 |
0.9% |
21% |
False |
True |
760 |
20 |
6,818.0 |
6,571.5 |
246.5 |
3.7% |
57.1 |
0.9% |
43% |
False |
False |
2,577 |
40 |
6,818.0 |
6,331.0 |
487.0 |
7.3% |
64.2 |
1.0% |
71% |
False |
False |
1,953 |
60 |
6,818.0 |
6,260.0 |
558.0 |
8.4% |
59.9 |
0.9% |
75% |
False |
False |
1,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,965.5 |
2.618 |
6,864.3 |
1.618 |
6,802.3 |
1.000 |
6,764.0 |
0.618 |
6,740.3 |
HIGH |
6,702.0 |
0.618 |
6,678.3 |
0.500 |
6,671.0 |
0.382 |
6,663.7 |
LOW |
6,640.0 |
0.618 |
6,601.7 |
1.000 |
6,578.0 |
1.618 |
6,539.7 |
2.618 |
6,477.7 |
4.250 |
6,376.5 |
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