| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,786.39 |
1,791.75 |
5.36 |
0.3% |
1,769.22 |
| High |
1,795.45 |
1,802.44 |
6.99 |
0.4% |
1,799.07 |
| Low |
1,776.99 |
1,776.73 |
-0.26 |
0.0% |
1,731.71 |
| Close |
1,787.14 |
1,795.63 |
8.49 |
0.5% |
1,785.30 |
| Range |
18.46 |
25.71 |
7.25 |
39.3% |
67.36 |
| ATR |
24.28 |
24.38 |
0.10 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,868.73 |
1,857.89 |
1,809.77 |
|
| R3 |
1,843.02 |
1,832.18 |
1,802.70 |
|
| R2 |
1,817.31 |
1,817.31 |
1,800.34 |
|
| R1 |
1,806.47 |
1,806.47 |
1,797.99 |
1,811.89 |
| PP |
1,791.60 |
1,791.60 |
1,791.60 |
1,794.31 |
| S1 |
1,780.76 |
1,780.76 |
1,793.27 |
1,786.18 |
| S2 |
1,765.89 |
1,765.89 |
1,790.92 |
|
| S3 |
1,740.18 |
1,755.05 |
1,788.56 |
|
| S4 |
1,714.47 |
1,729.34 |
1,781.49 |
|
|
| 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 |
1,802.44 |
1,731.71 |
70.73 |
3.9% |
33.02 |
1.8% |
90% |
True |
False |
|
| 10 |
1,802.44 |
1,731.71 |
70.73 |
3.9% |
23.44 |
1.3% |
90% |
True |
False |
|
| 20 |
1,821.18 |
1,731.71 |
89.47 |
5.0% |
23.82 |
1.3% |
71% |
False |
False |
|
| 40 |
1,824.21 |
1,731.71 |
92.50 |
5.2% |
22.32 |
1.2% |
69% |
False |
False |
|
| 60 |
1,824.21 |
1,693.19 |
131.02 |
7.3% |
22.33 |
1.2% |
78% |
False |
False |
|
| 80 |
1,824.21 |
1,608.51 |
215.70 |
12.0% |
21.91 |
1.2% |
87% |
False |
False |
|
| 100 |
1,824.21 |
1,539.59 |
284.62 |
15.9% |
21.63 |
1.2% |
90% |
False |
False |
|
| 120 |
1,824.21 |
1,450.24 |
373.97 |
20.8% |
22.09 |
1.2% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,911.71 |
|
2.618 |
1,869.75 |
|
1.618 |
1,844.04 |
|
1.000 |
1,828.15 |
|
0.618 |
1,818.33 |
|
HIGH |
1,802.44 |
|
0.618 |
1,792.62 |
|
0.500 |
1,789.59 |
|
0.382 |
1,786.55 |
|
LOW |
1,776.73 |
|
0.618 |
1,760.84 |
|
1.000 |
1,751.02 |
|
1.618 |
1,735.13 |
|
2.618 |
1,709.42 |
|
4.250 |
1,667.46 |
|
|