| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2005 |
14-Jan-2005 |
Change |
Change % |
Previous Week |
| Open |
1,567.55 |
1,552.11 |
-15.44 |
-1.0% |
1,561.23 |
| High |
1,568.54 |
1,563.79 |
-4.75 |
-0.3% |
1,577.71 |
| Low |
1,543.48 |
1,550.05 |
6.57 |
0.4% |
1,543.04 |
| Close |
1,545.18 |
1,561.11 |
15.93 |
1.0% |
1,561.11 |
| Range |
25.06 |
13.74 |
-11.32 |
-45.2% |
34.67 |
| ATR |
21.37 |
21.18 |
-0.20 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,599.54 |
1,594.06 |
1,568.67 |
|
| R3 |
1,585.80 |
1,580.32 |
1,564.89 |
|
| R2 |
1,572.06 |
1,572.06 |
1,563.63 |
|
| R1 |
1,566.58 |
1,566.58 |
1,562.37 |
1,569.32 |
| PP |
1,558.32 |
1,558.32 |
1,558.32 |
1,559.69 |
| S1 |
1,552.84 |
1,552.84 |
1,559.85 |
1,555.58 |
| S2 |
1,544.58 |
1,544.58 |
1,558.59 |
|
| S3 |
1,530.84 |
1,539.10 |
1,557.33 |
|
| S4 |
1,517.10 |
1,525.36 |
1,553.55 |
|
|
| Weekly Pivots for week ending 14-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,664.63 |
1,647.54 |
1,580.18 |
|
| R3 |
1,629.96 |
1,612.87 |
1,570.64 |
|
| R2 |
1,595.29 |
1,595.29 |
1,567.47 |
|
| R1 |
1,578.20 |
1,578.20 |
1,564.29 |
1,569.41 |
| PP |
1,560.62 |
1,560.62 |
1,560.62 |
1,556.23 |
| S1 |
1,543.53 |
1,543.53 |
1,557.93 |
1,534.74 |
| S2 |
1,525.95 |
1,525.95 |
1,554.75 |
|
| S3 |
1,491.28 |
1,508.86 |
1,551.58 |
|
| S4 |
1,456.61 |
1,474.19 |
1,542.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,577.71 |
1,543.04 |
34.67 |
2.2% |
19.72 |
1.3% |
52% |
False |
False |
|
| 10 |
1,635.45 |
1,543.04 |
92.41 |
5.9% |
24.16 |
1.5% |
20% |
False |
False |
|
| 20 |
1,635.45 |
1,543.04 |
92.41 |
5.9% |
19.78 |
1.3% |
20% |
False |
False |
|
| 40 |
1,635.70 |
1,543.04 |
92.66 |
5.9% |
20.43 |
1.3% |
20% |
False |
False |
|
| 60 |
1,635.70 |
1,423.98 |
211.72 |
13.6% |
20.58 |
1.3% |
65% |
False |
False |
|
| 80 |
1,635.70 |
1,376.99 |
258.71 |
16.6% |
20.47 |
1.3% |
71% |
False |
False |
|
| 100 |
1,635.70 |
1,354.10 |
281.60 |
18.0% |
20.19 |
1.3% |
74% |
False |
False |
|
| 120 |
1,635.70 |
1,301.93 |
333.77 |
21.4% |
20.33 |
1.3% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,622.19 |
|
2.618 |
1,599.76 |
|
1.618 |
1,586.02 |
|
1.000 |
1,577.53 |
|
0.618 |
1,572.28 |
|
HIGH |
1,563.79 |
|
0.618 |
1,558.54 |
|
0.500 |
1,556.92 |
|
0.382 |
1,555.30 |
|
LOW |
1,550.05 |
|
0.618 |
1,541.56 |
|
1.000 |
1,536.31 |
|
1.618 |
1,527.82 |
|
2.618 |
1,514.08 |
|
4.250 |
1,491.66 |
|
|