| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2007 |
31-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
6,227.0 |
6,261.0 |
34.0 |
0.5% |
6,273.0 |
| High |
6,255.5 |
6,261.0 |
5.5 |
0.1% |
6,345.0 |
| Low |
6,227.0 |
6,207.0 |
-20.0 |
-0.3% |
6,231.5 |
| Close |
6,250.5 |
6,212.0 |
-38.5 |
-0.6% |
6,244.0 |
| Range |
28.5 |
54.0 |
25.5 |
89.5% |
113.5 |
| ATR |
47.3 |
47.7 |
0.5 |
1.0% |
0.0 |
| Volume |
226 |
52 |
-174 |
-77.0% |
1,796 |
|
| Daily Pivots for day following 31-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,388.5 |
6,354.5 |
6,241.5 |
|
| R3 |
6,334.5 |
6,300.5 |
6,227.0 |
|
| R2 |
6,280.5 |
6,280.5 |
6,222.0 |
|
| R1 |
6,246.5 |
6,246.5 |
6,217.0 |
6,236.5 |
| PP |
6,226.5 |
6,226.5 |
6,226.5 |
6,222.0 |
| S1 |
6,192.5 |
6,192.5 |
6,207.0 |
6,182.5 |
| S2 |
6,172.5 |
6,172.5 |
6,202.0 |
|
| S3 |
6,118.5 |
6,138.5 |
6,197.0 |
|
| S4 |
6,064.5 |
6,084.5 |
6,182.5 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,614.0 |
6,542.5 |
6,306.5 |
|
| R3 |
6,500.5 |
6,429.0 |
6,275.0 |
|
| R2 |
6,387.0 |
6,387.0 |
6,265.0 |
|
| R1 |
6,315.5 |
6,315.5 |
6,254.5 |
6,294.5 |
| PP |
6,273.5 |
6,273.5 |
6,273.5 |
6,263.0 |
| S1 |
6,202.0 |
6,202.0 |
6,233.5 |
6,181.0 |
| S2 |
6,160.0 |
6,160.0 |
6,223.0 |
|
| S3 |
6,046.5 |
6,088.5 |
6,213.0 |
|
| S4 |
5,933.0 |
5,975.0 |
6,181.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,345.0 |
6,207.0 |
138.0 |
2.2% |
48.0 |
0.8% |
4% |
False |
True |
103 |
| 10 |
6,345.0 |
6,201.0 |
144.0 |
2.3% |
46.0 |
0.7% |
8% |
False |
False |
242 |
| 20 |
6,345.0 |
6,153.5 |
191.5 |
3.1% |
48.0 |
0.8% |
31% |
False |
False |
916 |
| 40 |
6,353.0 |
6,094.0 |
259.0 |
4.2% |
28.5 |
0.5% |
46% |
False |
False |
517 |
| 60 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
21.0 |
0.3% |
49% |
False |
False |
410 |
| 80 |
6,353.0 |
6,077.0 |
276.0 |
4.4% |
16.0 |
0.3% |
49% |
False |
False |
316 |
| 100 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
13.0 |
0.2% |
71% |
False |
False |
253 |
| 120 |
6,353.0 |
5,868.0 |
485.0 |
7.8% |
10.5 |
0.2% |
71% |
False |
False |
211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,490.5 |
|
2.618 |
6,402.5 |
|
1.618 |
6,348.5 |
|
1.000 |
6,315.0 |
|
0.618 |
6,294.5 |
|
HIGH |
6,261.0 |
|
0.618 |
6,240.5 |
|
0.500 |
6,234.0 |
|
0.382 |
6,227.5 |
|
LOW |
6,207.0 |
|
0.618 |
6,173.5 |
|
1.000 |
6,153.0 |
|
1.618 |
6,119.5 |
|
2.618 |
6,065.5 |
|
4.250 |
5,977.5 |
|
|