Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,791.75 |
1,790.51 |
-1.24 |
-0.1% |
1,769.22 |
High |
1,802.44 |
1,817.22 |
14.78 |
0.8% |
1,799.07 |
Low |
1,776.73 |
1,784.28 |
7.55 |
0.4% |
1,731.71 |
Close |
1,795.63 |
1,816.15 |
20.52 |
1.1% |
1,785.30 |
Range |
25.71 |
32.94 |
7.23 |
28.1% |
67.36 |
ATR |
24.38 |
24.99 |
0.61 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.70 |
1,893.37 |
1,834.27 |
|
R3 |
1,871.76 |
1,860.43 |
1,825.21 |
|
R2 |
1,838.82 |
1,838.82 |
1,822.19 |
|
R1 |
1,827.49 |
1,827.49 |
1,819.17 |
1,833.16 |
PP |
1,805.88 |
1,805.88 |
1,805.88 |
1,808.72 |
S1 |
1,794.55 |
1,794.55 |
1,813.13 |
1,800.22 |
S2 |
1,772.94 |
1,772.94 |
1,810.11 |
|
S3 |
1,740.00 |
1,761.61 |
1,807.09 |
|
S4 |
1,707.06 |
1,728.67 |
1,798.03 |
|
|
Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,974.11 |
1,947.06 |
1,822.35 |
|
R3 |
1,906.75 |
1,879.70 |
1,803.82 |
|
R2 |
1,839.39 |
1,839.39 |
1,797.65 |
|
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 |
|
S3 |
1,637.31 |
1,677.62 |
1,766.78 |
|
S4 |
1,569.95 |
1,610.26 |
1,748.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,817.22 |
1,757.00 |
60.22 |
3.3% |
27.34 |
1.5% |
98% |
True |
False |
|
10 |
1,817.22 |
1,731.71 |
85.51 |
4.7% |
25.00 |
1.4% |
99% |
True |
False |
|
20 |
1,821.18 |
1,731.71 |
89.47 |
4.9% |
23.90 |
1.3% |
94% |
False |
False |
|
40 |
1,824.21 |
1,731.71 |
92.50 |
5.1% |
22.49 |
1.2% |
91% |
False |
False |
|
60 |
1,824.21 |
1,693.19 |
131.02 |
7.2% |
22.52 |
1.2% |
94% |
False |
False |
|
80 |
1,824.21 |
1,608.51 |
215.70 |
11.9% |
22.18 |
1.2% |
96% |
False |
False |
|
100 |
1,824.21 |
1,542.57 |
281.64 |
15.5% |
21.65 |
1.2% |
97% |
False |
False |
|
120 |
1,824.21 |
1,450.24 |
373.97 |
20.6% |
22.10 |
1.2% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,957.22 |
2.618 |
1,903.46 |
1.618 |
1,870.52 |
1.000 |
1,850.16 |
0.618 |
1,837.58 |
HIGH |
1,817.22 |
0.618 |
1,804.64 |
0.500 |
1,800.75 |
0.382 |
1,796.86 |
LOW |
1,784.28 |
0.618 |
1,763.92 |
1.000 |
1,751.34 |
1.618 |
1,730.98 |
2.618 |
1,698.04 |
4.250 |
1,644.29 |
|
|