| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2007 |
24-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,776.83 |
1,785.42 |
8.59 |
0.5% |
1,844.73 |
| High |
1,790.07 |
1,803.46 |
13.39 |
0.7% |
1,847.54 |
| Low |
1,771.44 |
1,781.82 |
10.38 |
0.6% |
1,787.52 |
| Close |
1,773.40 |
1,802.63 |
29.23 |
1.6% |
1,796.81 |
| Range |
18.63 |
21.64 |
3.01 |
16.2% |
60.02 |
| ATR |
23.44 |
23.91 |
0.47 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,860.89 |
1,853.40 |
1,814.53 |
|
| R3 |
1,839.25 |
1,831.76 |
1,808.58 |
|
| R2 |
1,817.61 |
1,817.61 |
1,806.60 |
|
| R1 |
1,810.12 |
1,810.12 |
1,804.61 |
1,813.87 |
| PP |
1,795.97 |
1,795.97 |
1,795.97 |
1,797.84 |
| S1 |
1,788.48 |
1,788.48 |
1,800.65 |
1,792.23 |
| S2 |
1,774.33 |
1,774.33 |
1,798.66 |
|
| S3 |
1,752.69 |
1,766.84 |
1,796.68 |
|
| S4 |
1,731.05 |
1,745.20 |
1,790.73 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,990.68 |
1,953.77 |
1,829.82 |
|
| R3 |
1,930.66 |
1,893.75 |
1,813.32 |
|
| R2 |
1,870.64 |
1,870.64 |
1,807.81 |
|
| R1 |
1,833.73 |
1,833.73 |
1,802.31 |
1,822.18 |
| PP |
1,810.62 |
1,810.62 |
1,810.62 |
1,804.85 |
| S1 |
1,773.71 |
1,773.71 |
1,791.31 |
1,762.16 |
| S2 |
1,750.60 |
1,750.60 |
1,785.81 |
|
| S3 |
1,690.58 |
1,713.69 |
1,780.30 |
|
| S4 |
1,630.56 |
1,653.67 |
1,763.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,824.34 |
1,771.24 |
53.10 |
2.9% |
23.84 |
1.3% |
59% |
False |
False |
|
| 10 |
1,847.54 |
1,771.24 |
76.30 |
4.2% |
21.93 |
1.2% |
41% |
False |
False |
|
| 20 |
1,847.54 |
1,731.71 |
115.83 |
6.4% |
22.69 |
1.3% |
61% |
False |
False |
|
| 40 |
1,847.54 |
1,731.71 |
115.83 |
6.4% |
23.21 |
1.3% |
61% |
False |
False |
|
| 60 |
1,847.54 |
1,693.19 |
154.35 |
8.6% |
22.73 |
1.3% |
71% |
False |
False |
|
| 80 |
1,847.54 |
1,623.07 |
224.47 |
12.5% |
22.13 |
1.2% |
80% |
False |
False |
|
| 100 |
1,847.54 |
1,558.17 |
289.37 |
16.1% |
21.69 |
1.2% |
84% |
False |
False |
|
| 120 |
1,847.54 |
1,476.48 |
371.06 |
20.6% |
21.93 |
1.2% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,895.43 |
|
2.618 |
1,860.11 |
|
1.618 |
1,838.47 |
|
1.000 |
1,825.10 |
|
0.618 |
1,816.83 |
|
HIGH |
1,803.46 |
|
0.618 |
1,795.19 |
|
0.500 |
1,792.64 |
|
0.382 |
1,790.09 |
|
LOW |
1,781.82 |
|
0.618 |
1,768.45 |
|
1.000 |
1,760.18 |
|
1.618 |
1,746.81 |
|
2.618 |
1,725.17 |
|
4.250 |
1,689.85 |
|
|