| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
15-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
6,294.0 |
6,294.5 |
0.5 |
0.0% |
6,262.0 |
| High |
6,294.0 |
6,294.5 |
0.5 |
0.0% |
6,294.0 |
| Low |
6,237.0 |
6,277.0 |
40.0 |
0.6% |
6,153.5 |
| Close |
6,251.5 |
6,291.0 |
39.5 |
0.6% |
6,251.5 |
| Range |
57.0 |
17.5 |
-39.5 |
-69.3% |
140.5 |
| ATR |
44.2 |
44.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
46 |
270 |
224 |
487.0% |
930 |
|
| Daily Pivots for day following 15-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,340.0 |
6,333.0 |
6,300.5 |
|
| R3 |
6,322.5 |
6,315.5 |
6,296.0 |
|
| R2 |
6,305.0 |
6,305.0 |
6,294.0 |
|
| R1 |
6,298.0 |
6,298.0 |
6,292.5 |
6,293.0 |
| PP |
6,287.5 |
6,287.5 |
6,287.5 |
6,285.0 |
| S1 |
6,280.5 |
6,280.5 |
6,289.5 |
6,275.0 |
| S2 |
6,270.0 |
6,270.0 |
6,288.0 |
|
| S3 |
6,252.5 |
6,263.0 |
6,286.0 |
|
| S4 |
6,235.0 |
6,245.5 |
6,281.5 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,654.5 |
6,593.5 |
6,329.0 |
|
| R3 |
6,514.0 |
6,453.0 |
6,290.0 |
|
| R2 |
6,373.5 |
6,373.5 |
6,277.5 |
|
| R1 |
6,312.5 |
6,312.5 |
6,264.5 |
6,273.0 |
| PP |
6,233.0 |
6,233.0 |
6,233.0 |
6,213.0 |
| S1 |
6,172.0 |
6,172.0 |
6,238.5 |
6,132.0 |
| S2 |
6,092.5 |
6,092.5 |
6,225.5 |
|
| S3 |
5,952.0 |
6,031.5 |
6,213.0 |
|
| S4 |
5,811.5 |
5,891.0 |
6,174.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,294.5 |
6,153.5 |
141.0 |
2.2% |
51.0 |
0.8% |
98% |
True |
False |
181 |
| 10 |
6,353.0 |
6,153.5 |
199.5 |
3.2% |
44.5 |
0.7% |
69% |
False |
False |
1,578 |
| 20 |
6,353.0 |
6,153.5 |
199.5 |
3.2% |
25.5 |
0.4% |
69% |
False |
False |
795 |
| 40 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
17.0 |
0.3% |
78% |
False |
False |
537 |
| 60 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
12.0 |
0.2% |
78% |
False |
False |
378 |
| 80 |
6,353.0 |
5,868.0 |
485.0 |
7.7% |
9.0 |
0.1% |
87% |
False |
False |
283 |
| 100 |
6,353.0 |
5,868.0 |
485.0 |
7.7% |
7.0 |
0.1% |
87% |
False |
False |
227 |
| 120 |
6,353.0 |
5,868.0 |
485.0 |
7.7% |
6.0 |
0.1% |
87% |
False |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,369.0 |
|
2.618 |
6,340.5 |
|
1.618 |
6,323.0 |
|
1.000 |
6,312.0 |
|
0.618 |
6,305.5 |
|
HIGH |
6,294.5 |
|
0.618 |
6,288.0 |
|
0.500 |
6,286.0 |
|
0.382 |
6,283.5 |
|
LOW |
6,277.0 |
|
0.618 |
6,266.0 |
|
1.000 |
6,259.5 |
|
1.618 |
6,248.5 |
|
2.618 |
6,231.0 |
|
4.250 |
6,202.5 |
|
|