Day Change Summary |
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Previous |
Current |
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29-Dec-2006 |
02-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
6,236.5 |
6,331.0 |
94.5 |
1.5% |
6,256.0 |
High |
6,239.5 |
6,352.0 |
112.5 |
1.8% |
6,283.0 |
Low |
6,236.5 |
6,331.0 |
94.5 |
1.5% |
6,236.5 |
Close |
6,239.0 |
6,349.5 |
110.5 |
1.8% |
6,239.0 |
Range |
3.0 |
21.0 |
18.0 |
600.0% |
46.5 |
ATR |
25.0 |
31.3 |
6.3 |
25.1% |
0.0 |
Volume |
41 |
6 |
-35 |
-85.4% |
82 |
|
Daily Pivots for day following 02-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,407.0 |
6,399.5 |
6,361.0 |
|
R3 |
6,386.0 |
6,378.5 |
6,355.5 |
|
R2 |
6,365.0 |
6,365.0 |
6,353.5 |
|
R1 |
6,357.5 |
6,357.5 |
6,351.5 |
6,361.0 |
PP |
6,344.0 |
6,344.0 |
6,344.0 |
6,346.0 |
S1 |
6,336.5 |
6,336.5 |
6,347.5 |
6,340.0 |
S2 |
6,323.0 |
6,323.0 |
6,345.5 |
|
S3 |
6,302.0 |
6,315.5 |
6,343.5 |
|
S4 |
6,281.0 |
6,294.5 |
6,338.0 |
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|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,392.5 |
6,362.0 |
6,264.5 |
|
R3 |
6,346.0 |
6,315.5 |
6,252.0 |
|
R2 |
6,299.5 |
6,299.5 |
6,247.5 |
|
R1 |
6,269.0 |
6,269.0 |
6,243.5 |
6,261.0 |
PP |
6,253.0 |
6,253.0 |
6,253.0 |
6,249.0 |
S1 |
6,222.5 |
6,222.5 |
6,234.5 |
6,214.5 |
S2 |
6,206.5 |
6,206.5 |
6,230.5 |
|
S3 |
6,160.0 |
6,176.0 |
6,226.0 |
|
S4 |
6,113.5 |
6,129.5 |
6,213.5 |
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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 |
6,352.0 |
6,215.5 |
136.5 |
2.1% |
12.0 |
0.2% |
98% |
True |
False |
17 |
10 |
6,352.0 |
6,215.5 |
136.5 |
2.1% |
9.0 |
0.1% |
98% |
True |
False |
12 |
20 |
6,352.0 |
6,081.0 |
271.0 |
4.3% |
7.5 |
0.1% |
99% |
True |
False |
115 |
40 |
6,352.0 |
6,077.0 |
275.0 |
4.3% |
6.5 |
0.1% |
99% |
True |
False |
156 |
60 |
6,352.0 |
6,067.5 |
284.5 |
4.5% |
5.0 |
0.1% |
99% |
True |
False |
115 |
80 |
6,352.0 |
5,868.0 |
484.0 |
7.6% |
3.5 |
0.1% |
99% |
True |
False |
86 |
100 |
6,352.0 |
5,868.0 |
484.0 |
7.6% |
3.0 |
0.0% |
99% |
True |
False |
69 |
120 |
6,352.0 |
5,740.5 |
611.5 |
9.6% |
2.5 |
0.0% |
100% |
True |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,441.0 |
2.618 |
6,407.0 |
1.618 |
6,386.0 |
1.000 |
6,373.0 |
0.618 |
6,365.0 |
HIGH |
6,352.0 |
0.618 |
6,344.0 |
0.500 |
6,341.5 |
0.382 |
6,339.0 |
LOW |
6,331.0 |
0.618 |
6,318.0 |
1.000 |
6,310.0 |
1.618 |
6,297.0 |
2.618 |
6,276.0 |
4.250 |
6,242.0 |
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