| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,783.38 |
1,771.05 |
-12.33 |
-0.7% |
1,800.33 |
| High |
1,784.82 |
1,786.97 |
2.15 |
0.1% |
1,810.24 |
| Low |
1,763.30 |
1,767.09 |
3.79 |
0.2% |
1,763.30 |
| Close |
1,772.97 |
1,775.08 |
2.11 |
0.1% |
1,772.97 |
| Range |
21.52 |
19.88 |
-1.64 |
-7.6% |
46.94 |
| ATR |
24.52 |
24.19 |
-0.33 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,836.02 |
1,825.43 |
1,786.01 |
|
| R3 |
1,816.14 |
1,805.55 |
1,780.55 |
|
| R2 |
1,796.26 |
1,796.26 |
1,778.72 |
|
| R1 |
1,785.67 |
1,785.67 |
1,776.90 |
1,790.97 |
| PP |
1,776.38 |
1,776.38 |
1,776.38 |
1,779.03 |
| S1 |
1,765.79 |
1,765.79 |
1,773.26 |
1,771.09 |
| S2 |
1,756.50 |
1,756.50 |
1,771.44 |
|
| S3 |
1,736.62 |
1,745.91 |
1,769.61 |
|
| S4 |
1,716.74 |
1,726.03 |
1,764.15 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,922.99 |
1,894.92 |
1,798.79 |
|
| R3 |
1,876.05 |
1,847.98 |
1,785.88 |
|
| R2 |
1,829.11 |
1,829.11 |
1,781.58 |
|
| R1 |
1,801.04 |
1,801.04 |
1,777.27 |
1,791.61 |
| PP |
1,782.17 |
1,782.17 |
1,782.17 |
1,777.45 |
| S1 |
1,754.10 |
1,754.10 |
1,768.67 |
1,744.67 |
| S2 |
1,735.23 |
1,735.23 |
1,764.36 |
|
| S3 |
1,688.29 |
1,707.16 |
1,760.06 |
|
| S4 |
1,641.35 |
1,660.22 |
1,747.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,810.24 |
1,763.30 |
46.94 |
2.6% |
23.47 |
1.3% |
25% |
False |
False |
|
| 10 |
1,847.54 |
1,763.30 |
84.24 |
4.7% |
22.53 |
1.3% |
14% |
False |
False |
|
| 20 |
1,847.54 |
1,731.71 |
115.83 |
6.5% |
24.67 |
1.4% |
37% |
False |
False |
|
| 40 |
1,847.54 |
1,731.71 |
115.83 |
6.5% |
23.21 |
1.3% |
37% |
False |
False |
|
| 60 |
1,847.54 |
1,693.19 |
154.35 |
8.7% |
22.69 |
1.3% |
53% |
False |
False |
|
| 80 |
1,847.54 |
1,623.07 |
224.47 |
12.6% |
22.41 |
1.3% |
68% |
False |
False |
|
| 100 |
1,847.54 |
1,558.17 |
289.37 |
16.3% |
22.11 |
1.2% |
75% |
False |
False |
|
| 120 |
1,847.54 |
1,476.48 |
371.06 |
20.9% |
21.79 |
1.2% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,871.46 |
|
2.618 |
1,839.02 |
|
1.618 |
1,819.14 |
|
1.000 |
1,806.85 |
|
0.618 |
1,799.26 |
|
HIGH |
1,786.97 |
|
0.618 |
1,779.38 |
|
0.500 |
1,777.03 |
|
0.382 |
1,774.68 |
|
LOW |
1,767.09 |
|
0.618 |
1,754.80 |
|
1.000 |
1,747.21 |
|
1.618 |
1,734.92 |
|
2.618 |
1,715.04 |
|
4.250 |
1,682.60 |
|
|