| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2007 |
07-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,799.33 |
1,803.23 |
3.90 |
0.2% |
1,771.05 |
| High |
1,800.05 |
1,816.77 |
16.72 |
0.9% |
1,806.81 |
| Low |
1,776.51 |
1,796.18 |
19.67 |
1.1% |
1,764.63 |
| Close |
1,793.06 |
1,810.95 |
17.89 |
1.0% |
1,798.13 |
| Range |
23.54 |
20.59 |
-2.95 |
-12.5% |
42.18 |
| ATR |
22.38 |
22.48 |
0.09 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,869.74 |
1,860.93 |
1,822.27 |
|
| R3 |
1,849.15 |
1,840.34 |
1,816.61 |
|
| R2 |
1,828.56 |
1,828.56 |
1,814.72 |
|
| R1 |
1,819.75 |
1,819.75 |
1,812.84 |
1,824.16 |
| PP |
1,807.97 |
1,807.97 |
1,807.97 |
1,810.17 |
| S1 |
1,799.16 |
1,799.16 |
1,809.06 |
1,803.57 |
| S2 |
1,787.38 |
1,787.38 |
1,807.18 |
|
| S3 |
1,766.79 |
1,778.57 |
1,805.29 |
|
| S4 |
1,746.20 |
1,757.98 |
1,799.63 |
|
|
| 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 |
1,816.77 |
1,776.51 |
40.26 |
2.2% |
18.30 |
1.0% |
86% |
True |
False |
|
| 10 |
1,816.77 |
1,763.30 |
53.47 |
3.0% |
21.26 |
1.2% |
89% |
True |
False |
|
| 20 |
1,847.54 |
1,763.30 |
84.24 |
4.7% |
21.60 |
1.2% |
57% |
False |
False |
|
| 40 |
1,847.54 |
1,731.71 |
115.83 |
6.4% |
22.71 |
1.3% |
68% |
False |
False |
|
| 60 |
1,847.54 |
1,731.71 |
115.83 |
6.4% |
22.08 |
1.2% |
68% |
False |
False |
|
| 80 |
1,847.54 |
1,693.19 |
154.35 |
8.5% |
22.15 |
1.2% |
76% |
False |
False |
|
| 100 |
1,847.54 |
1,608.51 |
239.03 |
13.2% |
21.85 |
1.2% |
85% |
False |
False |
|
| 120 |
1,847.54 |
1,539.59 |
307.95 |
17.0% |
21.62 |
1.2% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,904.28 |
|
2.618 |
1,870.67 |
|
1.618 |
1,850.08 |
|
1.000 |
1,837.36 |
|
0.618 |
1,829.49 |
|
HIGH |
1,816.77 |
|
0.618 |
1,808.90 |
|
0.500 |
1,806.48 |
|
0.382 |
1,804.05 |
|
LOW |
1,796.18 |
|
0.618 |
1,783.46 |
|
1.000 |
1,775.59 |
|
1.618 |
1,762.87 |
|
2.618 |
1,742.28 |
|
4.250 |
1,708.67 |
|
|