Day Change Summary |
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Previous |
Current |
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10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,790.51 |
1,820.75 |
30.24 |
1.7% |
1,769.22 |
High |
1,817.22 |
1,840.88 |
23.66 |
1.3% |
1,799.07 |
Low |
1,784.28 |
1,818.09 |
33.81 |
1.9% |
1,731.71 |
Close |
1,816.15 |
1,834.86 |
18.71 |
1.0% |
1,785.30 |
Range |
32.94 |
22.79 |
-10.15 |
-30.8% |
67.36 |
ATR |
24.99 |
24.97 |
-0.02 |
-0.1% |
0.00 |
Volume |
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Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,899.65 |
1,890.04 |
1,847.39 |
|
R3 |
1,876.86 |
1,867.25 |
1,841.13 |
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R2 |
1,854.07 |
1,854.07 |
1,839.04 |
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R1 |
1,844.46 |
1,844.46 |
1,836.95 |
1,849.27 |
PP |
1,831.28 |
1,831.28 |
1,831.28 |
1,833.68 |
S1 |
1,821.67 |
1,821.67 |
1,832.77 |
1,826.48 |
S2 |
1,808.49 |
1,808.49 |
1,830.68 |
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S3 |
1,785.70 |
1,798.88 |
1,828.59 |
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S4 |
1,762.91 |
1,776.09 |
1,822.33 |
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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 |
1,840.88 |
1,770.29 |
70.59 |
3.8% |
23.48 |
1.3% |
91% |
True |
False |
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10 |
1,840.88 |
1,731.71 |
109.17 |
5.9% |
26.41 |
1.4% |
94% |
True |
False |
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20 |
1,840.88 |
1,731.71 |
109.17 |
5.9% |
23.85 |
1.3% |
94% |
True |
False |
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40 |
1,840.88 |
1,731.71 |
109.17 |
5.9% |
22.69 |
1.2% |
94% |
True |
False |
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60 |
1,840.88 |
1,693.19 |
147.69 |
8.0% |
22.66 |
1.2% |
96% |
True |
False |
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80 |
1,840.88 |
1,608.51 |
232.37 |
12.7% |
22.24 |
1.2% |
97% |
True |
False |
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100 |
1,840.88 |
1,542.57 |
298.31 |
16.3% |
21.66 |
1.2% |
98% |
True |
False |
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120 |
1,840.88 |
1,450.24 |
390.64 |
21.3% |
22.04 |
1.2% |
98% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,937.74 |
2.618 |
1,900.54 |
1.618 |
1,877.75 |
1.000 |
1,863.67 |
0.618 |
1,854.96 |
HIGH |
1,840.88 |
0.618 |
1,832.17 |
0.500 |
1,829.49 |
0.382 |
1,826.80 |
LOW |
1,818.09 |
0.618 |
1,804.01 |
1.000 |
1,795.30 |
1.618 |
1,781.22 |
2.618 |
1,758.43 |
4.250 |
1,721.23 |
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