| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
6,834.5 |
6,842.0 |
7.5 |
0.1% |
6,810.0 |
| High |
6,872.5 |
6,843.5 |
-29.0 |
-0.4% |
6,889.0 |
| Low |
6,820.5 |
6,772.0 |
-48.5 |
-0.7% |
6,772.0 |
| Close |
6,860.0 |
6,773.0 |
-87.0 |
-1.3% |
6,773.0 |
| Range |
52.0 |
71.5 |
19.5 |
37.5% |
117.0 |
| ATR |
|
|
|
|
|
| Volume |
295 |
215 |
-80 |
-27.1% |
2,889 |
|
| Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,010.7 |
6,963.3 |
6,812.3 |
|
| R3 |
6,939.2 |
6,891.8 |
6,792.7 |
|
| R2 |
6,867.7 |
6,867.7 |
6,786.1 |
|
| R1 |
6,820.3 |
6,820.3 |
6,779.6 |
6,808.3 |
| PP |
6,796.2 |
6,796.2 |
6,796.2 |
6,790.1 |
| S1 |
6,748.8 |
6,748.8 |
6,766.4 |
6,736.8 |
| S2 |
6,724.7 |
6,724.7 |
6,759.9 |
|
| S3 |
6,653.2 |
6,677.3 |
6,753.3 |
|
| S4 |
6,581.7 |
6,605.8 |
6,733.7 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,162.3 |
7,084.7 |
6,837.4 |
|
| R3 |
7,045.3 |
6,967.7 |
6,805.2 |
|
| R2 |
6,928.3 |
6,928.3 |
6,794.5 |
|
| R1 |
6,850.7 |
6,850.7 |
6,783.7 |
6,831.0 |
| PP |
6,811.3 |
6,811.3 |
6,811.3 |
6,801.5 |
| S1 |
6,733.7 |
6,733.7 |
6,762.3 |
6,714.0 |
| S2 |
6,694.3 |
6,694.3 |
6,751.6 |
|
| S3 |
6,577.3 |
6,616.7 |
6,740.8 |
|
| S4 |
6,460.3 |
6,499.7 |
6,708.7 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,147.4 |
|
2.618 |
7,030.7 |
|
1.618 |
6,959.2 |
|
1.000 |
6,915.0 |
|
0.618 |
6,887.7 |
|
HIGH |
6,843.5 |
|
0.618 |
6,816.2 |
|
0.500 |
6,807.8 |
|
0.382 |
6,799.3 |
|
LOW |
6,772.0 |
|
0.618 |
6,727.8 |
|
1.000 |
6,700.5 |
|
1.618 |
6,656.3 |
|
2.618 |
6,584.8 |
|
4.250 |
6,468.1 |
|
|