Day Change Summary |
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Previous |
Current |
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02-Feb-2007 |
05-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
6,297.5 |
6,300.0 |
2.5 |
0.0% |
6,233.5 |
High |
6,332.5 |
6,334.0 |
1.5 |
0.0% |
6,332.5 |
Low |
6,297.5 |
6,300.0 |
2.5 |
0.0% |
6,207.0 |
Close |
6,317.0 |
6,321.0 |
4.0 |
0.1% |
6,317.0 |
Range |
35.0 |
34.0 |
-1.0 |
-2.9% |
125.5 |
ATR |
50.6 |
49.4 |
-1.2 |
-2.3% |
0.0 |
Volume |
399 |
37 |
-362 |
-90.7% |
860 |
|
Daily Pivots for day following 05-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,420.5 |
6,404.5 |
6,339.5 |
|
R3 |
6,386.5 |
6,370.5 |
6,330.5 |
|
R2 |
6,352.5 |
6,352.5 |
6,327.0 |
|
R1 |
6,336.5 |
6,336.5 |
6,324.0 |
6,344.5 |
PP |
6,318.5 |
6,318.5 |
6,318.5 |
6,322.0 |
S1 |
6,302.5 |
6,302.5 |
6,318.0 |
6,310.5 |
S2 |
6,284.5 |
6,284.5 |
6,315.0 |
|
S3 |
6,250.5 |
6,268.5 |
6,311.5 |
|
S4 |
6,216.5 |
6,234.5 |
6,302.5 |
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|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,662.0 |
6,615.0 |
6,386.0 |
|
R3 |
6,536.5 |
6,489.5 |
6,351.5 |
|
R2 |
6,411.0 |
6,411.0 |
6,340.0 |
|
R1 |
6,364.0 |
6,364.0 |
6,328.5 |
6,387.5 |
PP |
6,285.5 |
6,285.5 |
6,285.5 |
6,297.0 |
S1 |
6,238.5 |
6,238.5 |
6,305.5 |
6,262.0 |
S2 |
6,160.0 |
6,160.0 |
6,294.0 |
|
S3 |
6,034.5 |
6,113.0 |
6,282.5 |
|
S4 |
5,909.0 |
5,987.5 |
6,248.0 |
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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 |
6,334.0 |
6,207.0 |
127.0 |
2.0% |
40.0 |
0.6% |
90% |
True |
False |
161 |
10 |
6,345.0 |
6,207.0 |
138.0 |
2.2% |
44.0 |
0.7% |
83% |
False |
False |
219 |
20 |
6,345.0 |
6,153.5 |
191.5 |
3.0% |
46.5 |
0.7% |
87% |
False |
False |
202 |
40 |
6,353.0 |
6,141.0 |
212.0 |
3.4% |
30.5 |
0.5% |
85% |
False |
False |
479 |
60 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
22.5 |
0.4% |
88% |
False |
False |
419 |
80 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
17.5 |
0.3% |
88% |
False |
False |
323 |
100 |
6,353.0 |
5,868.0 |
485.0 |
7.7% |
14.0 |
0.2% |
93% |
False |
False |
258 |
120 |
6,353.0 |
5,868.0 |
485.0 |
7.7% |
11.5 |
0.2% |
93% |
False |
False |
215 |
|
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Fibonacci Retracements and Extensions |
4.250 |
6,478.5 |
2.618 |
6,423.0 |
1.618 |
6,389.0 |
1.000 |
6,368.0 |
0.618 |
6,355.0 |
HIGH |
6,334.0 |
0.618 |
6,321.0 |
0.500 |
6,317.0 |
0.382 |
6,313.0 |
LOW |
6,300.0 |
0.618 |
6,279.0 |
1.000 |
6,266.0 |
1.618 |
6,245.0 |
2.618 |
6,211.0 |
4.250 |
6,155.5 |
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