Day Change Summary |
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Previous |
Current |
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04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,763.15 |
1,787.79 |
24.64 |
1.4% |
1,769.22 |
High |
1,799.07 |
1,787.79 |
-11.28 |
-0.6% |
1,799.07 |
Low |
1,757.00 |
1,770.29 |
13.29 |
0.8% |
1,731.71 |
Close |
1,792.91 |
1,785.30 |
-7.61 |
-0.4% |
1,785.30 |
Range |
42.07 |
17.50 |
-24.57 |
-58.4% |
67.36 |
ATR |
24.89 |
24.72 |
-0.16 |
-0.7% |
0.00 |
Volume |
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Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.63 |
1,826.96 |
1,794.93 |
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R3 |
1,816.13 |
1,809.46 |
1,790.11 |
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R2 |
1,798.63 |
1,798.63 |
1,788.51 |
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R1 |
1,791.96 |
1,791.96 |
1,786.90 |
1,786.55 |
PP |
1,781.13 |
1,781.13 |
1,781.13 |
1,778.42 |
S1 |
1,774.46 |
1,774.46 |
1,783.70 |
1,769.05 |
S2 |
1,763.63 |
1,763.63 |
1,782.09 |
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S3 |
1,746.13 |
1,756.96 |
1,780.49 |
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S4 |
1,728.63 |
1,739.46 |
1,775.68 |
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Weekly Pivots for week ending 05-Jan-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,974.11 |
1,947.06 |
1,822.35 |
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R3 |
1,906.75 |
1,879.70 |
1,803.82 |
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R2 |
1,839.39 |
1,839.39 |
1,797.65 |
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R1 |
1,812.34 |
1,812.34 |
1,791.47 |
1,825.87 |
PP |
1,772.03 |
1,772.03 |
1,772.03 |
1,778.79 |
S1 |
1,744.98 |
1,744.98 |
1,779.13 |
1,758.51 |
S2 |
1,704.67 |
1,704.67 |
1,772.95 |
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S3 |
1,637.31 |
1,677.62 |
1,766.78 |
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S4 |
1,569.95 |
1,610.26 |
1,748.25 |
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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 |
1,799.07 |
1,731.71 |
67.36 |
3.8% |
30.59 |
1.7% |
80% |
False |
False |
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10 |
1,799.07 |
1,731.71 |
67.36 |
3.8% |
23.01 |
1.3% |
80% |
False |
False |
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20 |
1,821.18 |
1,731.71 |
89.47 |
5.0% |
23.79 |
1.3% |
60% |
False |
False |
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40 |
1,824.21 |
1,728.27 |
95.94 |
5.4% |
22.56 |
1.3% |
59% |
False |
False |
|
60 |
1,824.21 |
1,675.98 |
148.23 |
8.3% |
22.30 |
1.2% |
74% |
False |
False |
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80 |
1,824.21 |
1,584.85 |
239.36 |
13.4% |
21.94 |
1.2% |
84% |
False |
False |
|
100 |
1,824.21 |
1,493.74 |
330.47 |
18.5% |
21.67 |
1.2% |
88% |
False |
False |
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120 |
1,824.21 |
1,446.77 |
377.44 |
21.1% |
22.11 |
1.2% |
90% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,862.17 |
2.618 |
1,833.61 |
1.618 |
1,816.11 |
1.000 |
1,805.29 |
0.618 |
1,798.61 |
HIGH |
1,787.79 |
0.618 |
1,781.11 |
0.500 |
1,779.04 |
0.382 |
1,776.98 |
LOW |
1,770.29 |
0.618 |
1,759.48 |
1.000 |
1,752.79 |
1.618 |
1,741.98 |
2.618 |
1,724.48 |
4.250 |
1,695.92 |
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