| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1,467.6 |
1,465.6 |
-2.0 |
-0.1% |
1,448.5 |
| High |
1,467.6 |
1,465.6 |
-2.0 |
-0.1% |
1,467.6 |
| Low |
1,467.6 |
1,465.6 |
-2.0 |
-0.1% |
1,441.7 |
| Close |
1,467.6 |
1,465.6 |
-2.0 |
-0.1% |
1,467.6 |
| Range |
|
|
|
|
|
| ATR |
6.1 |
5.8 |
-0.3 |
-4.8% |
0.0 |
| Volume |
6 |
33 |
27 |
450.0% |
214 |
|
| Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,465.6 |
1,465.6 |
1,465.6 |
|
| R3 |
1,465.6 |
1,465.6 |
1,465.6 |
|
| R2 |
1,465.6 |
1,465.6 |
1,465.6 |
|
| R1 |
1,465.6 |
1,465.6 |
1,465.6 |
1,465.6 |
| PP |
1,465.6 |
1,465.6 |
1,465.6 |
1,465.6 |
| S1 |
1,465.6 |
1,465.6 |
1,465.6 |
1,465.6 |
| S2 |
1,465.6 |
1,465.6 |
1,465.6 |
|
| S3 |
1,465.6 |
1,465.6 |
1,465.6 |
|
| S4 |
1,465.6 |
1,465.6 |
1,465.6 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,536.7 |
1,528.0 |
1,481.8 |
|
| R3 |
1,510.8 |
1,502.1 |
1,474.7 |
|
| R2 |
1,484.9 |
1,484.9 |
1,472.3 |
|
| R1 |
1,476.2 |
1,476.2 |
1,470.0 |
1,480.6 |
| PP |
1,459.0 |
1,459.0 |
1,459.0 |
1,461.1 |
| S1 |
1,450.3 |
1,450.3 |
1,465.2 |
1,454.7 |
| S2 |
1,433.1 |
1,433.1 |
1,462.9 |
|
| S3 |
1,407.2 |
1,424.4 |
1,460.5 |
|
| S4 |
1,381.3 |
1,398.5 |
1,453.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,467.6 |
1,441.7 |
25.9 |
1.8% |
3.0 |
0.2% |
92% |
False |
False |
43 |
| 10 |
1,467.6 |
1,441.7 |
25.9 |
1.8% |
1.5 |
0.1% |
92% |
False |
False |
145 |
| 20 |
1,467.6 |
1,441.7 |
25.9 |
1.8% |
0.8 |
0.1% |
92% |
False |
False |
725 |
| 40 |
1,467.6 |
1,420.3 |
47.3 |
3.2% |
1.3 |
0.1% |
96% |
False |
False |
395 |
| 60 |
1,467.6 |
1,403.1 |
64.5 |
4.4% |
1.0 |
0.1% |
97% |
False |
False |
313 |
| 80 |
1,467.6 |
1,359.5 |
108.1 |
7.4% |
0.8 |
0.1% |
98% |
False |
False |
237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,465.6 |
|
2.618 |
1,465.6 |
|
1.618 |
1,465.6 |
|
1.000 |
1,465.6 |
|
0.618 |
1,465.6 |
|
HIGH |
1,465.6 |
|
0.618 |
1,465.6 |
|
0.500 |
1,465.6 |
|
0.382 |
1,465.6 |
|
LOW |
1,465.6 |
|
0.618 |
1,465.6 |
|
1.000 |
1,465.6 |
|
1.618 |
1,465.6 |
|
2.618 |
1,465.6 |
|
4.250 |
1,465.6 |
|
|