| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,787.79 |
1,786.39 |
-1.40 |
-0.1% |
1,769.22 |
| High |
1,787.79 |
1,795.45 |
7.66 |
0.4% |
1,799.07 |
| Low |
1,770.29 |
1,776.99 |
6.70 |
0.4% |
1,731.71 |
| Close |
1,785.30 |
1,787.14 |
1.84 |
0.1% |
1,785.30 |
| Range |
17.50 |
18.46 |
0.96 |
5.5% |
67.36 |
| ATR |
24.72 |
24.28 |
-0.45 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,841.91 |
1,832.98 |
1,797.29 |
|
| R3 |
1,823.45 |
1,814.52 |
1,792.22 |
|
| R2 |
1,804.99 |
1,804.99 |
1,790.52 |
|
| R1 |
1,796.06 |
1,796.06 |
1,788.83 |
1,800.53 |
| PP |
1,786.53 |
1,786.53 |
1,786.53 |
1,788.76 |
| S1 |
1,777.60 |
1,777.60 |
1,785.45 |
1,782.07 |
| S2 |
1,768.07 |
1,768.07 |
1,783.76 |
|
| S3 |
1,749.61 |
1,759.14 |
1,782.06 |
|
| S4 |
1,731.15 |
1,740.68 |
1,776.99 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,974.11 |
1,947.06 |
1,822.35 |
|
| R3 |
1,906.75 |
1,879.70 |
1,803.82 |
|
| R2 |
1,839.39 |
1,839.39 |
1,797.65 |
|
| R1 |
1,812.34 |
1,812.34 |
1,791.47 |
1,825.87 |
| PP |
1,772.03 |
1,772.03 |
1,772.03 |
1,778.79 |
| S1 |
1,744.98 |
1,744.98 |
1,779.13 |
1,758.51 |
| S2 |
1,704.67 |
1,704.67 |
1,772.95 |
|
| S3 |
1,637.31 |
1,677.62 |
1,766.78 |
|
| S4 |
1,569.95 |
1,610.26 |
1,748.25 |
|
|
| 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% |
31.79 |
1.8% |
82% |
False |
False |
|
| 10 |
1,799.07 |
1,731.71 |
67.36 |
3.8% |
23.11 |
1.3% |
82% |
False |
False |
|
| 20 |
1,821.18 |
1,731.71 |
89.47 |
5.0% |
24.08 |
1.3% |
62% |
False |
False |
|
| 40 |
1,824.21 |
1,728.35 |
95.86 |
5.4% |
22.40 |
1.3% |
61% |
False |
False |
|
| 60 |
1,824.21 |
1,675.98 |
148.23 |
8.3% |
22.33 |
1.2% |
75% |
False |
False |
|
| 80 |
1,824.21 |
1,608.51 |
215.70 |
12.1% |
21.76 |
1.2% |
83% |
False |
False |
|
| 100 |
1,824.21 |
1,508.94 |
315.27 |
17.6% |
21.63 |
1.2% |
88% |
False |
False |
|
| 120 |
1,824.21 |
1,446.77 |
377.44 |
21.1% |
22.13 |
1.2% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,873.91 |
|
2.618 |
1,843.78 |
|
1.618 |
1,825.32 |
|
1.000 |
1,813.91 |
|
0.618 |
1,806.86 |
|
HIGH |
1,795.45 |
|
0.618 |
1,788.40 |
|
0.500 |
1,786.22 |
|
0.382 |
1,784.04 |
|
LOW |
1,776.99 |
|
0.618 |
1,765.58 |
|
1.000 |
1,758.53 |
|
1.618 |
1,747.12 |
|
2.618 |
1,728.66 |
|
4.250 |
1,698.54 |
|
|