| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
6,738.5 |
6,786.5 |
48.0 |
0.7% |
6,810.0 |
| High |
6,771.0 |
6,881.5 |
110.5 |
1.6% |
6,889.0 |
| Low |
6,713.0 |
6,766.0 |
53.0 |
0.8% |
6,772.0 |
| Close |
6,750.0 |
6,874.5 |
124.5 |
1.8% |
6,773.0 |
| Range |
58.0 |
115.5 |
57.5 |
99.1% |
117.0 |
| ATR |
63.3 |
68.2 |
4.9 |
7.7% |
0.0 |
| Volume |
209 |
445 |
236 |
112.9% |
2,889 |
|
| Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,187.2 |
7,146.3 |
6,938.0 |
|
| R3 |
7,071.7 |
7,030.8 |
6,906.3 |
|
| R2 |
6,956.2 |
6,956.2 |
6,895.7 |
|
| R1 |
6,915.3 |
6,915.3 |
6,885.1 |
6,935.8 |
| PP |
6,840.7 |
6,840.7 |
6,840.7 |
6,850.9 |
| S1 |
6,799.8 |
6,799.8 |
6,863.9 |
6,820.3 |
| S2 |
6,725.2 |
6,725.2 |
6,853.3 |
|
| S3 |
6,609.7 |
6,684.3 |
6,842.7 |
|
| S4 |
6,494.2 |
6,568.8 |
6,811.0 |
|
|
| 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 |
7,372.4 |
|
2.618 |
7,183.9 |
|
1.618 |
7,068.4 |
|
1.000 |
6,997.0 |
|
0.618 |
6,952.9 |
|
HIGH |
6,881.5 |
|
0.618 |
6,837.4 |
|
0.500 |
6,823.8 |
|
0.382 |
6,810.1 |
|
LOW |
6,766.0 |
|
0.618 |
6,694.6 |
|
1.000 |
6,650.5 |
|
1.618 |
6,579.1 |
|
2.618 |
6,463.6 |
|
4.250 |
6,275.1 |
|
|