| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2007 |
09-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,807.41 |
1,815.22 |
7.81 |
0.4% |
1,796.48 |
| High |
1,814.48 |
1,819.30 |
4.82 |
0.3% |
1,819.30 |
| Low |
1,800.63 |
1,780.44 |
-20.19 |
-1.1% |
1,776.51 |
| Close |
1,810.54 |
1,785.53 |
-25.01 |
-1.4% |
1,785.53 |
| Range |
13.85 |
38.86 |
25.01 |
180.6% |
42.79 |
| ATR |
21.86 |
23.07 |
1.21 |
5.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.67 |
1,887.46 |
1,806.90 |
|
| R3 |
1,872.81 |
1,848.60 |
1,796.22 |
|
| R2 |
1,833.95 |
1,833.95 |
1,792.65 |
|
| R1 |
1,809.74 |
1,809.74 |
1,789.09 |
1,802.42 |
| PP |
1,795.09 |
1,795.09 |
1,795.09 |
1,791.43 |
| S1 |
1,770.88 |
1,770.88 |
1,781.97 |
1,763.56 |
| S2 |
1,756.23 |
1,756.23 |
1,778.41 |
|
| S3 |
1,717.37 |
1,732.02 |
1,774.84 |
|
| S4 |
1,678.51 |
1,693.16 |
1,764.16 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,922.15 |
1,896.63 |
1,809.06 |
|
| R3 |
1,879.36 |
1,853.84 |
1,797.30 |
|
| R2 |
1,836.57 |
1,836.57 |
1,793.37 |
|
| R1 |
1,811.05 |
1,811.05 |
1,789.45 |
1,802.42 |
| PP |
1,793.78 |
1,793.78 |
1,793.78 |
1,789.46 |
| S1 |
1,768.26 |
1,768.26 |
1,781.61 |
1,759.63 |
| S2 |
1,750.99 |
1,750.99 |
1,777.69 |
|
| S3 |
1,708.20 |
1,725.47 |
1,773.76 |
|
| S4 |
1,665.41 |
1,682.68 |
1,762.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,819.30 |
1,776.51 |
42.79 |
2.4% |
22.30 |
1.2% |
21% |
True |
False |
|
| 10 |
1,819.30 |
1,764.63 |
54.67 |
3.1% |
20.81 |
1.2% |
38% |
True |
False |
|
| 20 |
1,847.54 |
1,763.30 |
84.24 |
4.7% |
21.45 |
1.2% |
26% |
False |
False |
|
| 40 |
1,847.54 |
1,731.71 |
115.83 |
6.5% |
22.65 |
1.3% |
46% |
False |
False |
|
| 60 |
1,847.54 |
1,731.71 |
115.83 |
6.5% |
22.28 |
1.2% |
46% |
False |
False |
|
| 80 |
1,847.54 |
1,693.19 |
154.35 |
8.6% |
22.36 |
1.3% |
60% |
False |
False |
|
| 100 |
1,847.54 |
1,608.51 |
239.03 |
13.4% |
22.08 |
1.2% |
74% |
False |
False |
|
| 120 |
1,847.54 |
1,542.57 |
304.97 |
17.1% |
21.63 |
1.2% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,984.46 |
|
2.618 |
1,921.04 |
|
1.618 |
1,882.18 |
|
1.000 |
1,858.16 |
|
0.618 |
1,843.32 |
|
HIGH |
1,819.30 |
|
0.618 |
1,804.46 |
|
0.500 |
1,799.87 |
|
0.382 |
1,795.28 |
|
LOW |
1,780.44 |
|
0.618 |
1,756.42 |
|
1.000 |
1,741.58 |
|
1.618 |
1,717.56 |
|
2.618 |
1,678.70 |
|
4.250 |
1,615.29 |
|
|