Day Change Summary |
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Previous |
Current |
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31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
6,873.0 |
6,922.0 |
49.0 |
0.7% |
6,863.0 |
High |
6,926.0 |
6,970.0 |
44.0 |
0.6% |
6,870.0 |
Low |
6,855.5 |
6,922.0 |
66.5 |
1.0% |
6,729.0 |
Close |
6,881.0 |
6,947.5 |
66.5 |
1.0% |
6,797.0 |
Range |
70.5 |
48.0 |
-22.5 |
-31.9% |
141.0 |
ATR |
73.3 |
74.4 |
1.1 |
1.5% |
0.0 |
Volume |
569 |
776 |
207 |
36.4% |
2,902 |
|
Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,090.5 |
7,067.0 |
6,973.9 |
|
R3 |
7,042.5 |
7,019.0 |
6,960.7 |
|
R2 |
6,994.5 |
6,994.5 |
6,956.3 |
|
R1 |
6,971.0 |
6,971.0 |
6,951.9 |
6,982.8 |
PP |
6,946.5 |
6,946.5 |
6,946.5 |
6,952.4 |
S1 |
6,923.0 |
6,923.0 |
6,943.1 |
6,934.8 |
S2 |
6,898.5 |
6,898.5 |
6,938.7 |
|
S3 |
6,850.5 |
6,875.0 |
6,934.3 |
|
S4 |
6,802.5 |
6,827.0 |
6,921.1 |
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Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,221.7 |
7,150.3 |
6,874.6 |
|
R3 |
7,080.7 |
7,009.3 |
6,835.8 |
|
R2 |
6,939.7 |
6,939.7 |
6,822.9 |
|
R1 |
6,868.3 |
6,868.3 |
6,809.9 |
6,833.5 |
PP |
6,798.7 |
6,798.7 |
6,798.7 |
6,781.3 |
S1 |
6,727.3 |
6,727.3 |
6,784.1 |
6,692.5 |
S2 |
6,657.7 |
6,657.7 |
6,771.2 |
|
S3 |
6,516.7 |
6,586.3 |
6,758.2 |
|
S4 |
6,375.7 |
6,445.3 |
6,719.5 |
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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 |
6,970.0 |
6,760.0 |
210.0 |
3.0% |
64.3 |
0.9% |
89% |
True |
False |
549 |
10 |
6,970.0 |
6,729.0 |
241.0 |
3.5% |
76.4 |
1.1% |
91% |
True |
False |
604 |
20 |
6,970.0 |
6,640.0 |
330.0 |
4.7% |
71.1 |
1.0% |
93% |
True |
False |
842 |
40 |
6,970.0 |
6,412.0 |
558.0 |
8.0% |
65.0 |
0.9% |
96% |
True |
False |
1,800 |
60 |
6,970.0 |
6,331.0 |
639.0 |
9.2% |
64.4 |
0.9% |
96% |
True |
False |
1,558 |
80 |
6,970.0 |
6,218.0 |
752.0 |
10.8% |
61.6 |
0.9% |
97% |
True |
False |
1,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,174.0 |
2.618 |
7,095.7 |
1.618 |
7,047.7 |
1.000 |
7,018.0 |
0.618 |
6,999.7 |
HIGH |
6,970.0 |
0.618 |
6,951.7 |
0.500 |
6,946.0 |
0.382 |
6,940.3 |
LOW |
6,922.0 |
0.618 |
6,892.3 |
1.000 |
6,874.0 |
1.618 |
6,844.3 |
2.618 |
6,796.3 |
4.250 |
6,718.0 |
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