| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2007 |
05-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,795.68 |
1,796.48 |
0.80 |
0.0% |
1,771.05 |
| High |
1,800.39 |
1,804.40 |
4.01 |
0.2% |
1,806.81 |
| Low |
1,788.97 |
1,789.72 |
0.75 |
0.0% |
1,764.63 |
| Close |
1,798.13 |
1,795.39 |
-2.74 |
-0.2% |
1,798.13 |
| Range |
11.42 |
14.68 |
3.26 |
28.5% |
42.18 |
| ATR |
22.88 |
22.29 |
-0.59 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,840.54 |
1,832.65 |
1,803.46 |
|
| R3 |
1,825.86 |
1,817.97 |
1,799.43 |
|
| R2 |
1,811.18 |
1,811.18 |
1,798.08 |
|
| R1 |
1,803.29 |
1,803.29 |
1,796.74 |
1,799.90 |
| PP |
1,796.50 |
1,796.50 |
1,796.50 |
1,794.81 |
| S1 |
1,788.61 |
1,788.61 |
1,794.04 |
1,785.22 |
| S2 |
1,781.82 |
1,781.82 |
1,792.70 |
|
| S3 |
1,767.14 |
1,773.93 |
1,791.35 |
|
| S4 |
1,752.46 |
1,759.25 |
1,787.32 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,916.40 |
1,899.44 |
1,821.33 |
|
| R3 |
1,874.22 |
1,857.26 |
1,809.73 |
|
| R2 |
1,832.04 |
1,832.04 |
1,805.86 |
|
| R1 |
1,815.08 |
1,815.08 |
1,802.00 |
1,823.56 |
| PP |
1,789.86 |
1,789.86 |
1,789.86 |
1,794.10 |
| S1 |
1,772.90 |
1,772.90 |
1,794.26 |
1,781.38 |
| S2 |
1,747.68 |
1,747.68 |
1,790.40 |
|
| S3 |
1,705.50 |
1,730.72 |
1,786.53 |
|
| S4 |
1,663.32 |
1,688.54 |
1,774.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,806.81 |
1,764.63 |
42.18 |
2.3% |
18.28 |
1.0% |
73% |
False |
False |
|
| 10 |
1,810.24 |
1,763.30 |
46.94 |
2.6% |
20.87 |
1.2% |
68% |
False |
False |
|
| 20 |
1,847.54 |
1,763.30 |
84.24 |
4.7% |
21.60 |
1.2% |
38% |
False |
False |
|
| 40 |
1,847.54 |
1,731.71 |
115.83 |
6.5% |
22.69 |
1.3% |
55% |
False |
False |
|
| 60 |
1,847.54 |
1,728.27 |
119.27 |
6.6% |
22.24 |
1.2% |
56% |
False |
False |
|
| 80 |
1,847.54 |
1,675.98 |
171.56 |
9.6% |
22.12 |
1.2% |
70% |
False |
False |
|
| 100 |
1,847.54 |
1,584.85 |
262.69 |
14.6% |
21.87 |
1.2% |
80% |
False |
False |
|
| 120 |
1,847.54 |
1,493.74 |
353.80 |
19.7% |
21.65 |
1.2% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,866.79 |
|
2.618 |
1,842.83 |
|
1.618 |
1,828.15 |
|
1.000 |
1,819.08 |
|
0.618 |
1,813.47 |
|
HIGH |
1,804.40 |
|
0.618 |
1,798.79 |
|
0.500 |
1,797.06 |
|
0.382 |
1,795.33 |
|
LOW |
1,789.72 |
|
0.618 |
1,780.65 |
|
1.000 |
1,775.04 |
|
1.618 |
1,765.97 |
|
2.618 |
1,751.29 |
|
4.250 |
1,727.33 |
|
|