| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,769.22 |
1,763.15 |
-6.07 |
-0.3% |
1,746.86 |
| High |
1,793.05 |
1,799.07 |
6.02 |
0.3% |
1,774.64 |
| Low |
1,731.71 |
1,757.00 |
25.29 |
1.5% |
1,746.07 |
| Close |
1,759.37 |
1,792.91 |
33.54 |
1.9% |
1,756.90 |
| Range |
61.34 |
42.07 |
-19.27 |
-31.4% |
28.57 |
| ATR |
23.56 |
24.89 |
1.32 |
5.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,909.20 |
1,893.13 |
1,816.05 |
|
| R3 |
1,867.13 |
1,851.06 |
1,804.48 |
|
| R2 |
1,825.06 |
1,825.06 |
1,800.62 |
|
| R1 |
1,808.99 |
1,808.99 |
1,796.77 |
1,817.03 |
| PP |
1,782.99 |
1,782.99 |
1,782.99 |
1,787.01 |
| S1 |
1,766.92 |
1,766.92 |
1,789.05 |
1,774.96 |
| S2 |
1,740.92 |
1,740.92 |
1,785.20 |
|
| S3 |
1,698.85 |
1,724.85 |
1,781.34 |
|
| S4 |
1,656.78 |
1,682.78 |
1,769.77 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,844.91 |
1,829.48 |
1,772.61 |
|
| R3 |
1,816.34 |
1,800.91 |
1,764.76 |
|
| R2 |
1,787.77 |
1,787.77 |
1,762.14 |
|
| R1 |
1,772.34 |
1,772.34 |
1,759.52 |
1,780.06 |
| PP |
1,759.20 |
1,759.20 |
1,759.20 |
1,763.06 |
| S1 |
1,743.77 |
1,743.77 |
1,754.28 |
1,751.49 |
| S2 |
1,730.63 |
1,730.63 |
1,751.66 |
|
| S3 |
1,702.06 |
1,715.20 |
1,749.04 |
|
| S4 |
1,673.49 |
1,686.63 |
1,741.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,799.07 |
1,731.71 |
67.36 |
3.8% |
29.34 |
1.6% |
91% |
True |
False |
|
| 10 |
1,799.07 |
1,731.71 |
67.36 |
3.8% |
23.91 |
1.3% |
91% |
True |
False |
|
| 20 |
1,821.18 |
1,731.71 |
89.47 |
5.0% |
23.59 |
1.3% |
68% |
False |
False |
|
| 40 |
1,824.21 |
1,712.03 |
112.18 |
6.3% |
22.73 |
1.3% |
72% |
False |
False |
|
| 60 |
1,824.21 |
1,675.98 |
148.23 |
8.3% |
22.29 |
1.2% |
79% |
False |
False |
|
| 80 |
1,824.21 |
1,558.17 |
266.04 |
14.8% |
22.13 |
1.2% |
88% |
False |
False |
|
| 100 |
1,824.21 |
1,479.69 |
344.52 |
19.2% |
21.61 |
1.2% |
91% |
False |
False |
|
| 120 |
1,824.21 |
1,446.77 |
377.44 |
21.1% |
22.16 |
1.2% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,977.87 |
|
2.618 |
1,909.21 |
|
1.618 |
1,867.14 |
|
1.000 |
1,841.14 |
|
0.618 |
1,825.07 |
|
HIGH |
1,799.07 |
|
0.618 |
1,783.00 |
|
0.500 |
1,778.04 |
|
0.382 |
1,773.07 |
|
LOW |
1,757.00 |
|
0.618 |
1,731.00 |
|
1.000 |
1,714.93 |
|
1.618 |
1,688.93 |
|
2.618 |
1,646.86 |
|
4.250 |
1,578.20 |
|
|