Day Change Summary |
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Previous |
Current |
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11-Jan-2007 |
12-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,820.75 |
1,832.15 |
11.40 |
0.6% |
1,786.39 |
High |
1,840.88 |
1,845.68 |
4.80 |
0.3% |
1,845.68 |
Low |
1,818.09 |
1,830.34 |
12.25 |
0.7% |
1,776.73 |
Close |
1,834.86 |
1,844.81 |
9.95 |
0.5% |
1,844.81 |
Range |
22.79 |
15.34 |
-7.45 |
-32.7% |
68.95 |
ATR |
24.97 |
24.28 |
-0.69 |
-2.8% |
0.00 |
Volume |
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Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,886.30 |
1,880.89 |
1,853.25 |
|
R3 |
1,870.96 |
1,865.55 |
1,849.03 |
|
R2 |
1,855.62 |
1,855.62 |
1,847.62 |
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R1 |
1,850.21 |
1,850.21 |
1,846.22 |
1,852.92 |
PP |
1,840.28 |
1,840.28 |
1,840.28 |
1,841.63 |
S1 |
1,834.87 |
1,834.87 |
1,843.40 |
1,837.58 |
S2 |
1,824.94 |
1,824.94 |
1,842.00 |
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S3 |
1,809.60 |
1,819.53 |
1,840.59 |
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S4 |
1,794.26 |
1,804.19 |
1,836.37 |
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Weekly Pivots for week ending 12-Jan-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,029.26 |
2,005.98 |
1,882.73 |
|
R3 |
1,960.31 |
1,937.03 |
1,863.77 |
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R2 |
1,891.36 |
1,891.36 |
1,857.45 |
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R1 |
1,868.08 |
1,868.08 |
1,851.13 |
1,879.72 |
PP |
1,822.41 |
1,822.41 |
1,822.41 |
1,828.23 |
S1 |
1,799.13 |
1,799.13 |
1,838.49 |
1,810.77 |
S2 |
1,753.46 |
1,753.46 |
1,832.17 |
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S3 |
1,684.51 |
1,730.18 |
1,825.85 |
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S4 |
1,615.56 |
1,661.23 |
1,806.89 |
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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 |
1,845.68 |
1,776.73 |
68.95 |
3.7% |
23.05 |
1.2% |
99% |
True |
False |
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10 |
1,845.68 |
1,731.71 |
113.97 |
6.2% |
26.82 |
1.5% |
99% |
True |
False |
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20 |
1,845.68 |
1,731.71 |
113.97 |
6.2% |
23.48 |
1.3% |
99% |
True |
False |
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40 |
1,845.68 |
1,731.71 |
113.97 |
6.2% |
22.55 |
1.2% |
99% |
True |
False |
|
60 |
1,845.68 |
1,693.19 |
152.49 |
8.3% |
22.78 |
1.2% |
99% |
True |
False |
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80 |
1,845.68 |
1,608.51 |
237.17 |
12.9% |
22.21 |
1.2% |
100% |
True |
False |
|
100 |
1,845.68 |
1,542.57 |
303.11 |
16.4% |
21.61 |
1.2% |
100% |
True |
False |
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120 |
1,845.68 |
1,457.11 |
388.57 |
21.1% |
22.06 |
1.2% |
100% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,910.88 |
2.618 |
1,885.84 |
1.618 |
1,870.50 |
1.000 |
1,861.02 |
0.618 |
1,855.16 |
HIGH |
1,845.68 |
0.618 |
1,839.82 |
0.500 |
1,838.01 |
0.382 |
1,836.20 |
LOW |
1,830.34 |
0.618 |
1,820.86 |
1.000 |
1,815.00 |
1.618 |
1,805.52 |
2.618 |
1,790.18 |
4.250 |
1,765.15 |
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