Day Change Summary |
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Previous |
Current |
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04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1,416.60 |
1,417.58 |
0.98 |
0.1% |
1,418.03 |
High |
1,421.84 |
1,417.58 |
-4.26 |
-0.3% |
1,429.42 |
Low |
1,408.22 |
1,405.75 |
-2.47 |
-0.2% |
1,405.75 |
Close |
1,418.34 |
1,409.71 |
-8.63 |
-0.6% |
1,409.71 |
Range |
13.62 |
11.83 |
-1.79 |
-13.1% |
23.67 |
ATR |
10.50 |
10.65 |
0.15 |
1.4% |
0.00 |
Volume |
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Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.50 |
1,439.94 |
1,416.22 |
|
R3 |
1,434.67 |
1,428.11 |
1,412.96 |
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R2 |
1,422.84 |
1,422.84 |
1,411.88 |
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R1 |
1,416.28 |
1,416.28 |
1,410.79 |
1,413.65 |
PP |
1,411.01 |
1,411.01 |
1,411.01 |
1,409.70 |
S1 |
1,404.45 |
1,404.45 |
1,408.63 |
1,401.82 |
S2 |
1,399.18 |
1,399.18 |
1,407.54 |
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S3 |
1,387.35 |
1,392.62 |
1,406.46 |
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S4 |
1,375.52 |
1,380.79 |
1,403.20 |
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Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,485.97 |
1,471.51 |
1,422.73 |
|
R3 |
1,462.30 |
1,447.84 |
1,416.22 |
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R2 |
1,438.63 |
1,438.63 |
1,414.05 |
|
R1 |
1,424.17 |
1,424.17 |
1,411.88 |
1,419.57 |
PP |
1,414.96 |
1,414.96 |
1,414.96 |
1,412.66 |
S1 |
1,400.50 |
1,400.50 |
1,407.54 |
1,395.90 |
S2 |
1,391.29 |
1,391.29 |
1,405.37 |
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S3 |
1,367.62 |
1,376.83 |
1,403.20 |
|
S4 |
1,343.95 |
1,353.16 |
1,396.69 |
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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 |
1,429.42 |
1,405.75 |
23.67 |
1.7% |
12.50 |
0.9% |
17% |
False |
True |
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10 |
1,429.42 |
1,405.75 |
23.67 |
1.7% |
10.56 |
0.7% |
17% |
False |
True |
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20 |
1,431.81 |
1,403.67 |
28.14 |
2.0% |
9.94 |
0.7% |
21% |
False |
False |
|
40 |
1,431.81 |
1,375.60 |
56.21 |
4.0% |
10.03 |
0.7% |
61% |
False |
False |
|
60 |
1,431.81 |
1,343.57 |
88.24 |
6.3% |
9.90 |
0.7% |
75% |
False |
False |
|
80 |
1,431.81 |
1,299.53 |
132.28 |
9.4% |
9.76 |
0.7% |
83% |
False |
False |
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100 |
1,431.81 |
1,266.67 |
165.14 |
11.7% |
9.60 |
0.7% |
87% |
False |
False |
|
120 |
1,431.81 |
1,224.54 |
207.27 |
14.7% |
10.29 |
0.7% |
89% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,467.86 |
2.618 |
1,448.55 |
1.618 |
1,436.72 |
1.000 |
1,429.41 |
0.618 |
1,424.89 |
HIGH |
1,417.58 |
0.618 |
1,413.06 |
0.500 |
1,411.67 |
0.382 |
1,410.27 |
LOW |
1,405.75 |
0.618 |
1,398.44 |
1.000 |
1,393.92 |
1.618 |
1,386.61 |
2.618 |
1,374.78 |
4.250 |
1,355.47 |
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