| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2007 |
02-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1,478.1 |
1,480.6 |
2.5 |
0.2% |
1,453.2 |
| High |
1,478.1 |
1,480.6 |
2.5 |
0.2% |
1,480.6 |
| Low |
1,478.1 |
1,480.6 |
2.5 |
0.2% |
1,453.2 |
| Close |
1,478.1 |
1,480.6 |
2.5 |
0.2% |
1,480.6 |
| Range |
|
|
|
|
|
| ATR |
7.3 |
7.0 |
-0.3 |
-4.7% |
0.0 |
| Volume |
4 |
29 |
25 |
625.0% |
80 |
|
| Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,480.6 |
1,480.6 |
1,480.6 |
|
| R3 |
1,480.6 |
1,480.6 |
1,480.6 |
|
| R2 |
1,480.6 |
1,480.6 |
1,480.6 |
|
| R1 |
1,480.6 |
1,480.6 |
1,480.6 |
1,480.6 |
| PP |
1,480.6 |
1,480.6 |
1,480.6 |
1,480.6 |
| S1 |
1,480.6 |
1,480.6 |
1,480.6 |
1,480.6 |
| S2 |
1,480.6 |
1,480.6 |
1,480.6 |
|
| S3 |
1,480.6 |
1,480.6 |
1,480.6 |
|
| S4 |
1,480.6 |
1,480.6 |
1,480.6 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,553.7 |
1,544.5 |
1,495.7 |
|
| R3 |
1,526.3 |
1,517.1 |
1,488.1 |
|
| R2 |
1,498.9 |
1,498.9 |
1,485.6 |
|
| R1 |
1,489.7 |
1,489.7 |
1,483.1 |
1,494.3 |
| PP |
1,471.5 |
1,471.5 |
1,471.5 |
1,473.8 |
| S1 |
1,462.3 |
1,462.3 |
1,478.1 |
1,466.9 |
| S2 |
1,444.1 |
1,444.1 |
1,475.6 |
|
| S3 |
1,416.7 |
1,434.9 |
1,473.1 |
|
| S4 |
1,389.3 |
1,407.5 |
1,465.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,480.6 |
1,453.2 |
27.4 |
1.9% |
3.4 |
0.2% |
100% |
True |
False |
16 |
| 10 |
1,480.6 |
1,449.4 |
31.2 |
2.1% |
2.8 |
0.2% |
100% |
True |
False |
400 |
| 20 |
1,480.6 |
1,441.7 |
38.9 |
2.6% |
2.1 |
0.1% |
100% |
True |
False |
337 |
| 40 |
1,480.6 |
1,441.7 |
38.9 |
2.6% |
1.5 |
0.1% |
100% |
True |
False |
549 |
| 60 |
1,480.6 |
1,420.3 |
60.3 |
4.1% |
1.3 |
0.1% |
100% |
True |
False |
402 |
| 80 |
1,480.6 |
1,394.2 |
86.4 |
5.8% |
1.1 |
0.1% |
100% |
True |
False |
313 |
| 100 |
1,480.6 |
1,359.2 |
121.4 |
8.2% |
0.9 |
0.1% |
100% |
True |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,480.6 |
|
2.618 |
1,480.6 |
|
1.618 |
1,480.6 |
|
1.000 |
1,480.6 |
|
0.618 |
1,480.6 |
|
HIGH |
1,480.6 |
|
0.618 |
1,480.6 |
|
0.500 |
1,480.6 |
|
0.382 |
1,480.6 |
|
LOW |
1,480.6 |
|
0.618 |
1,480.6 |
|
1.000 |
1,480.6 |
|
1.618 |
1,480.6 |
|
2.618 |
1,480.6 |
|
4.250 |
1,480.6 |
|
|