| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2005 |
12-Dec-2005 |
Change |
Change % |
Previous Week |
| Open |
1,687.44 |
1,698.15 |
10.71 |
0.6% |
1,704.12 |
| High |
1,694.13 |
1,701.27 |
7.14 |
0.4% |
1,716.65 |
| Low |
1,679.22 |
1,691.22 |
12.00 |
0.7% |
1,674.74 |
| Close |
1,692.62 |
1,698.35 |
5.73 |
0.3% |
1,692.62 |
| Range |
14.91 |
10.05 |
-4.86 |
-32.6% |
41.91 |
| ATR |
18.56 |
17.95 |
-0.61 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Dec-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,727.10 |
1,722.77 |
1,703.88 |
|
| R3 |
1,717.05 |
1,712.72 |
1,701.11 |
|
| R2 |
1,707.00 |
1,707.00 |
1,700.19 |
|
| R1 |
1,702.67 |
1,702.67 |
1,699.27 |
1,704.84 |
| PP |
1,696.95 |
1,696.95 |
1,696.95 |
1,698.03 |
| S1 |
1,692.62 |
1,692.62 |
1,697.43 |
1,694.79 |
| S2 |
1,686.90 |
1,686.90 |
1,696.51 |
|
| S3 |
1,676.85 |
1,682.57 |
1,695.59 |
|
| S4 |
1,666.80 |
1,672.52 |
1,692.82 |
|
|
| Weekly Pivots for week ending 09-Dec-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,820.40 |
1,798.42 |
1,715.67 |
|
| R3 |
1,778.49 |
1,756.51 |
1,704.15 |
|
| R2 |
1,736.58 |
1,736.58 |
1,700.30 |
|
| R1 |
1,714.60 |
1,714.60 |
1,696.46 |
1,704.64 |
| PP |
1,694.67 |
1,694.67 |
1,694.67 |
1,689.69 |
| S1 |
1,672.69 |
1,672.69 |
1,688.78 |
1,662.73 |
| S2 |
1,652.76 |
1,652.76 |
1,684.94 |
|
| S3 |
1,610.85 |
1,630.78 |
1,681.09 |
|
| S4 |
1,568.94 |
1,588.87 |
1,669.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,716.65 |
1,674.74 |
41.91 |
2.5% |
17.35 |
1.0% |
56% |
False |
False |
|
| 10 |
1,716.65 |
1,671.34 |
45.31 |
2.7% |
16.72 |
1.0% |
60% |
False |
False |
|
| 20 |
1,716.65 |
1,638.97 |
77.68 |
4.6% |
15.74 |
0.9% |
76% |
False |
False |
|
| 40 |
1,716.65 |
1,526.82 |
189.83 |
11.2% |
17.88 |
1.1% |
90% |
False |
False |
|
| 60 |
1,716.65 |
1,515.42 |
201.23 |
11.8% |
18.50 |
1.1% |
91% |
False |
False |
|
| 80 |
1,716.65 |
1,515.42 |
201.23 |
11.8% |
17.61 |
1.0% |
91% |
False |
False |
|
| 100 |
1,716.65 |
1,515.42 |
201.23 |
11.8% |
17.24 |
1.0% |
91% |
False |
False |
|
| 120 |
1,716.65 |
1,484.18 |
232.47 |
13.7% |
17.25 |
1.0% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,743.98 |
|
2.618 |
1,727.58 |
|
1.618 |
1,717.53 |
|
1.000 |
1,711.32 |
|
0.618 |
1,707.48 |
|
HIGH |
1,701.27 |
|
0.618 |
1,697.43 |
|
0.500 |
1,696.25 |
|
0.382 |
1,695.06 |
|
LOW |
1,691.22 |
|
0.618 |
1,685.01 |
|
1.000 |
1,681.17 |
|
1.618 |
1,674.96 |
|
2.618 |
1,664.91 |
|
4.250 |
1,648.51 |
|
|