Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
02-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,454.5 |
1,454.5 |
0.0 |
0.0% |
1,454.5 |
High |
1,454.5 |
1,454.5 |
0.0 |
0.0% |
1,463.2 |
Low |
1,454.5 |
1,454.5 |
0.0 |
0.0% |
1,454.5 |
Close |
1,454.5 |
1,454.5 |
0.0 |
0.0% |
1,454.5 |
Range |
|
|
|
|
|
ATR |
5.7 |
5.3 |
-0.4 |
-7.1% |
0.0 |
Volume |
969 |
141 |
-828 |
-85.4% |
2,325 |
|
Daily Pivots for day following 02-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.5 |
1,454.5 |
1,454.5 |
|
R3 |
1,454.5 |
1,454.5 |
1,454.5 |
|
R2 |
1,454.5 |
1,454.5 |
1,454.5 |
|
R1 |
1,454.5 |
1,454.5 |
1,454.5 |
1,454.5 |
PP |
1,454.5 |
1,454.5 |
1,454.5 |
1,454.5 |
S1 |
1,454.5 |
1,454.5 |
1,454.5 |
1,454.5 |
S2 |
1,454.5 |
1,454.5 |
1,454.5 |
|
S3 |
1,454.5 |
1,454.5 |
1,454.5 |
|
S4 |
1,454.5 |
1,454.5 |
1,454.5 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,483.5 |
1,477.7 |
1,459.3 |
|
R3 |
1,474.8 |
1,469.0 |
1,456.9 |
|
R2 |
1,466.1 |
1,466.1 |
1,456.1 |
|
R1 |
1,460.3 |
1,460.3 |
1,455.3 |
1,458.9 |
PP |
1,457.4 |
1,457.4 |
1,457.4 |
1,456.7 |
S1 |
1,451.6 |
1,451.6 |
1,453.7 |
1,450.2 |
S2 |
1,448.7 |
1,448.7 |
1,452.9 |
|
S3 |
1,440.0 |
1,442.9 |
1,452.1 |
|
S4 |
1,431.3 |
1,434.2 |
1,449.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,463.2 |
1,454.5 |
8.7 |
0.6% |
0.0 |
0.0% |
0% |
False |
True |
493 |
10 |
1,463.2 |
1,446.0 |
17.2 |
1.2% |
0.0 |
0.0% |
49% |
False |
False |
1,279 |
20 |
1,465.2 |
1,444.6 |
20.6 |
1.4% |
1.1 |
0.1% |
48% |
False |
False |
723 |
40 |
1,465.2 |
1,404.3 |
60.9 |
4.2% |
0.9 |
0.1% |
82% |
False |
False |
415 |
60 |
1,465.2 |
1,392.1 |
73.1 |
5.0% |
0.8 |
0.1% |
85% |
False |
False |
293 |
80 |
1,465.2 |
1,344.6 |
120.6 |
8.3% |
0.6 |
0.0% |
91% |
False |
False |
221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,454.5 |
2.618 |
1,454.5 |
1.618 |
1,454.5 |
1.000 |
1,454.5 |
0.618 |
1,454.5 |
HIGH |
1,454.5 |
0.618 |
1,454.5 |
0.500 |
1,454.5 |
0.382 |
1,454.5 |
LOW |
1,454.5 |
0.618 |
1,454.5 |
1.000 |
1,454.5 |
1.618 |
1,454.5 |
2.618 |
1,454.5 |
4.250 |
1,454.5 |
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