| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2007 |
09-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
6,372.5 |
6,390.5 |
18.0 |
0.3% |
6,300.0 |
| High |
6,375.0 |
6,405.5 |
30.5 |
0.5% |
6,405.5 |
| Low |
6,347.5 |
6,384.0 |
36.5 |
0.6% |
6,300.0 |
| Close |
6,360.5 |
6,392.5 |
32.0 |
0.5% |
6,392.5 |
| Range |
27.5 |
21.5 |
-6.0 |
-21.8% |
105.5 |
| ATR |
47.4 |
47.2 |
-0.2 |
-0.4% |
0.0 |
| Volume |
86 |
114 |
28 |
32.6% |
383 |
|
| Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,458.5 |
6,447.0 |
6,404.5 |
|
| R3 |
6,437.0 |
6,425.5 |
6,398.5 |
|
| R2 |
6,415.5 |
6,415.5 |
6,396.5 |
|
| R1 |
6,404.0 |
6,404.0 |
6,394.5 |
6,410.0 |
| PP |
6,394.0 |
6,394.0 |
6,394.0 |
6,397.0 |
| S1 |
6,382.5 |
6,382.5 |
6,390.5 |
6,388.0 |
| S2 |
6,372.5 |
6,372.5 |
6,388.5 |
|
| S3 |
6,351.0 |
6,361.0 |
6,386.5 |
|
| S4 |
6,329.5 |
6,339.5 |
6,380.5 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,682.5 |
6,643.0 |
6,450.5 |
|
| R3 |
6,577.0 |
6,537.5 |
6,421.5 |
|
| R2 |
6,471.5 |
6,471.5 |
6,412.0 |
|
| R1 |
6,432.0 |
6,432.0 |
6,402.0 |
6,452.0 |
| PP |
6,366.0 |
6,366.0 |
6,366.0 |
6,376.0 |
| S1 |
6,326.5 |
6,326.5 |
6,383.0 |
6,346.0 |
| S2 |
6,260.5 |
6,260.5 |
6,373.0 |
|
| S3 |
6,155.0 |
6,221.0 |
6,363.5 |
|
| S4 |
6,049.5 |
6,115.5 |
6,334.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,405.5 |
6,300.0 |
105.5 |
1.7% |
30.0 |
0.5% |
88% |
True |
False |
76 |
| 10 |
6,405.5 |
6,207.0 |
198.5 |
3.1% |
34.5 |
0.5% |
93% |
True |
False |
124 |
| 20 |
6,405.5 |
6,197.5 |
208.0 |
3.3% |
40.5 |
0.6% |
94% |
True |
False |
187 |
| 40 |
6,405.5 |
6,153.5 |
252.0 |
3.9% |
33.5 |
0.5% |
95% |
True |
False |
484 |
| 60 |
6,405.5 |
6,077.0 |
328.5 |
5.1% |
24.5 |
0.4% |
96% |
True |
False |
424 |
| 80 |
6,405.5 |
6,077.0 |
328.5 |
5.1% |
19.0 |
0.3% |
96% |
True |
False |
327 |
| 100 |
6,405.5 |
5,868.0 |
537.5 |
8.4% |
15.0 |
0.2% |
98% |
True |
False |
262 |
| 120 |
6,405.5 |
5,868.0 |
537.5 |
8.4% |
12.5 |
0.2% |
98% |
True |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,497.0 |
|
2.618 |
6,462.0 |
|
1.618 |
6,440.5 |
|
1.000 |
6,427.0 |
|
0.618 |
6,419.0 |
|
HIGH |
6,405.5 |
|
0.618 |
6,397.5 |
|
0.500 |
6,395.0 |
|
0.382 |
6,392.0 |
|
LOW |
6,384.0 |
|
0.618 |
6,370.5 |
|
1.000 |
6,362.5 |
|
1.618 |
6,349.0 |
|
2.618 |
6,327.5 |
|
4.250 |
6,292.5 |
|
|