Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2007 |
02-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
6,922.0 |
6,963.5 |
41.5 |
0.6% |
6,795.5 |
High |
6,970.0 |
6,998.0 |
28.0 |
0.4% |
6,998.0 |
Low |
6,922.0 |
6,954.5 |
32.5 |
0.5% |
6,782.5 |
Close |
6,947.5 |
6,985.5 |
38.0 |
0.5% |
6,985.5 |
Range |
48.0 |
43.5 |
-4.5 |
-9.4% |
215.5 |
ATR |
74.4 |
72.7 |
-1.7 |
-2.3% |
0.0 |
Volume |
776 |
489 |
-287 |
-37.0% |
2,784 |
|
Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,109.8 |
7,091.2 |
7,009.4 |
|
R3 |
7,066.3 |
7,047.7 |
6,997.5 |
|
R2 |
7,022.8 |
7,022.8 |
6,993.5 |
|
R1 |
7,004.2 |
7,004.2 |
6,989.5 |
7,013.5 |
PP |
6,979.3 |
6,979.3 |
6,979.3 |
6,984.0 |
S1 |
6,960.7 |
6,960.7 |
6,981.5 |
6,970.0 |
S2 |
6,935.8 |
6,935.8 |
6,977.5 |
|
S3 |
6,892.3 |
6,917.2 |
6,973.5 |
|
S4 |
6,848.8 |
6,873.7 |
6,961.6 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,568.5 |
7,492.5 |
7,104.0 |
|
R3 |
7,353.0 |
7,277.0 |
7,044.8 |
|
R2 |
7,137.5 |
7,137.5 |
7,025.0 |
|
R1 |
7,061.5 |
7,061.5 |
7,005.3 |
7,099.5 |
PP |
6,922.0 |
6,922.0 |
6,922.0 |
6,941.0 |
S1 |
6,846.0 |
6,846.0 |
6,965.7 |
6,884.0 |
S2 |
6,706.5 |
6,706.5 |
6,946.0 |
|
S3 |
6,491.0 |
6,630.5 |
6,926.2 |
|
S4 |
6,275.5 |
6,415.0 |
6,867.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,998.0 |
6,782.5 |
215.5 |
3.1% |
59.5 |
0.9% |
94% |
True |
False |
556 |
10 |
6,998.0 |
6,729.0 |
269.0 |
3.9% |
70.8 |
1.0% |
95% |
True |
False |
568 |
20 |
6,998.0 |
6,640.0 |
358.0 |
5.1% |
69.6 |
1.0% |
97% |
True |
False |
841 |
40 |
6,998.0 |
6,470.0 |
528.0 |
7.6% |
63.7 |
0.9% |
98% |
True |
False |
1,794 |
60 |
6,998.0 |
6,331.0 |
667.0 |
9.5% |
64.6 |
0.9% |
98% |
True |
False |
1,561 |
80 |
6,998.0 |
6,239.5 |
758.5 |
10.9% |
61.3 |
0.9% |
98% |
True |
False |
1,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,182.9 |
2.618 |
7,111.9 |
1.618 |
7,068.4 |
1.000 |
7,041.5 |
0.618 |
7,024.9 |
HIGH |
6,998.0 |
0.618 |
6,981.4 |
0.500 |
6,976.3 |
0.382 |
6,971.1 |
LOW |
6,954.5 |
0.618 |
6,927.6 |
1.000 |
6,911.0 |
1.618 |
6,884.1 |
2.618 |
6,840.6 |
4.250 |
6,769.6 |
|
|