Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,832.15 |
1,844.73 |
12.58 |
0.7% |
1,786.39 |
High |
1,845.68 |
1,847.54 |
1.86 |
0.1% |
1,845.68 |
Low |
1,830.34 |
1,836.83 |
6.49 |
0.4% |
1,776.73 |
Close |
1,844.81 |
1,842.44 |
-2.37 |
-0.1% |
1,844.81 |
Range |
15.34 |
10.71 |
-4.63 |
-30.2% |
68.95 |
ATR |
24.28 |
23.31 |
-0.97 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.40 |
1,869.13 |
1,848.33 |
|
R3 |
1,863.69 |
1,858.42 |
1,845.39 |
|
R2 |
1,852.98 |
1,852.98 |
1,844.40 |
|
R1 |
1,847.71 |
1,847.71 |
1,843.42 |
1,844.99 |
PP |
1,842.27 |
1,842.27 |
1,842.27 |
1,840.91 |
S1 |
1,837.00 |
1,837.00 |
1,841.46 |
1,834.28 |
S2 |
1,831.56 |
1,831.56 |
1,840.48 |
|
S3 |
1,820.85 |
1,826.29 |
1,839.49 |
|
S4 |
1,810.14 |
1,815.58 |
1,836.55 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,029.26 |
2,005.98 |
1,882.73 |
|
R3 |
1,960.31 |
1,937.03 |
1,863.77 |
|
R2 |
1,891.36 |
1,891.36 |
1,857.45 |
|
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 |
|
S3 |
1,684.51 |
1,730.18 |
1,825.85 |
|
S4 |
1,615.56 |
1,661.23 |
1,806.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,847.54 |
1,776.73 |
70.81 |
3.8% |
21.50 |
1.2% |
93% |
True |
False |
|
10 |
1,847.54 |
1,731.71 |
115.83 |
6.3% |
26.65 |
1.4% |
96% |
True |
False |
|
20 |
1,847.54 |
1,731.71 |
115.83 |
6.3% |
23.03 |
1.2% |
96% |
True |
False |
|
40 |
1,847.54 |
1,731.71 |
115.83 |
6.3% |
22.10 |
1.2% |
96% |
True |
False |
|
60 |
1,847.54 |
1,693.19 |
154.35 |
8.4% |
22.66 |
1.2% |
97% |
True |
False |
|
80 |
1,847.54 |
1,615.14 |
232.40 |
12.6% |
21.97 |
1.2% |
98% |
True |
False |
|
100 |
1,847.54 |
1,542.57 |
304.97 |
16.6% |
21.61 |
1.2% |
98% |
True |
False |
|
120 |
1,847.54 |
1,474.67 |
372.87 |
20.2% |
21.93 |
1.2% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,893.06 |
2.618 |
1,875.58 |
1.618 |
1,864.87 |
1.000 |
1,858.25 |
0.618 |
1,854.16 |
HIGH |
1,847.54 |
0.618 |
1,843.45 |
0.500 |
1,842.19 |
0.382 |
1,840.92 |
LOW |
1,836.83 |
0.618 |
1,830.21 |
1.000 |
1,826.12 |
1.618 |
1,819.50 |
2.618 |
1,808.79 |
4.250 |
1,791.31 |
|
|