| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
6,280.0 |
6,325.0 |
45.0 |
0.7% |
6,366.0 |
| High |
6,335.0 |
6,365.0 |
30.0 |
0.5% |
6,411.0 |
| Low |
6,260.0 |
6,292.0 |
32.0 |
0.5% |
6,260.0 |
| Close |
6,330.0 |
6,342.0 |
12.0 |
0.2% |
6,342.0 |
| Range |
75.0 |
73.0 |
-2.0 |
-2.7% |
151.0 |
| ATR |
88.1 |
87.0 |
-1.1 |
-1.2% |
0.0 |
| Volume |
19,256 |
19,387 |
131 |
0.7% |
63,069 |
|
| Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,552.0 |
6,520.0 |
6,382.2 |
|
| R3 |
6,479.0 |
6,447.0 |
6,362.1 |
|
| R2 |
6,406.0 |
6,406.0 |
6,355.4 |
|
| R1 |
6,374.0 |
6,374.0 |
6,348.7 |
6,390.0 |
| PP |
6,333.0 |
6,333.0 |
6,333.0 |
6,341.0 |
| S1 |
6,301.0 |
6,301.0 |
6,335.3 |
6,317.0 |
| S2 |
6,260.0 |
6,260.0 |
6,328.6 |
|
| S3 |
6,187.0 |
6,228.0 |
6,321.9 |
|
| S4 |
6,114.0 |
6,155.0 |
6,301.9 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,790.7 |
6,717.3 |
6,425.1 |
|
| R3 |
6,639.7 |
6,566.3 |
6,383.5 |
|
| R2 |
6,488.7 |
6,488.7 |
6,369.7 |
|
| R1 |
6,415.3 |
6,415.3 |
6,355.8 |
6,376.5 |
| PP |
6,337.7 |
6,337.7 |
6,337.7 |
6,318.3 |
| S1 |
6,264.3 |
6,264.3 |
6,328.2 |
6,225.5 |
| S2 |
6,186.7 |
6,186.7 |
6,314.3 |
|
| S3 |
6,035.7 |
6,113.3 |
6,300.5 |
|
| S4 |
5,884.7 |
5,962.3 |
6,259.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,411.0 |
6,260.0 |
151.0 |
2.4% |
72.4 |
1.1% |
54% |
False |
False |
14,391 |
| 10 |
6,411.0 |
6,158.0 |
253.0 |
4.0% |
77.5 |
1.2% |
73% |
False |
False |
18,718 |
| 20 |
6,725.0 |
6,115.0 |
610.0 |
9.6% |
77.1 |
1.2% |
37% |
False |
False |
19,325 |
| 40 |
6,738.0 |
6,115.0 |
623.0 |
9.8% |
54.8 |
0.9% |
36% |
False |
False |
9,743 |
| 60 |
6,869.0 |
6,115.0 |
754.0 |
11.9% |
45.9 |
0.7% |
30% |
False |
False |
6,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,675.3 |
|
2.618 |
6,556.1 |
|
1.618 |
6,483.1 |
|
1.000 |
6,438.0 |
|
0.618 |
6,410.1 |
|
HIGH |
6,365.0 |
|
0.618 |
6,337.1 |
|
0.500 |
6,328.5 |
|
0.382 |
6,319.9 |
|
LOW |
6,292.0 |
|
0.618 |
6,246.9 |
|
1.000 |
6,219.0 |
|
1.618 |
6,173.9 |
|
2.618 |
6,100.9 |
|
4.250 |
5,981.8 |
|
|