| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2006 |
06-Jan-2006 |
Change |
Change % |
Previous Week |
| Open |
1,697.80 |
1,718.17 |
20.37 |
1.2% |
1,654.39 |
| High |
1,707.71 |
1,735.50 |
27.79 |
1.6% |
1,735.50 |
| Low |
1,697.33 |
1,710.86 |
13.53 |
0.8% |
1,633.62 |
| Close |
1,705.29 |
1,734.99 |
29.70 |
1.7% |
1,734.99 |
| Range |
10.38 |
24.64 |
14.26 |
137.4% |
101.88 |
| ATR |
19.23 |
20.02 |
0.78 |
4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,801.04 |
1,792.65 |
1,748.54 |
|
| R3 |
1,776.40 |
1,768.01 |
1,741.77 |
|
| R2 |
1,751.76 |
1,751.76 |
1,739.51 |
|
| R1 |
1,743.37 |
1,743.37 |
1,737.25 |
1,747.57 |
| PP |
1,727.12 |
1,727.12 |
1,727.12 |
1,729.21 |
| S1 |
1,718.73 |
1,718.73 |
1,732.73 |
1,722.93 |
| S2 |
1,702.48 |
1,702.48 |
1,730.47 |
|
| S3 |
1,677.84 |
1,694.09 |
1,728.21 |
|
| S4 |
1,653.20 |
1,669.45 |
1,721.44 |
|
|
| Weekly Pivots for week ending 06-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,007.01 |
1,972.88 |
1,791.02 |
|
| R3 |
1,905.13 |
1,871.00 |
1,763.01 |
|
| R2 |
1,803.25 |
1,803.25 |
1,753.67 |
|
| R1 |
1,769.12 |
1,769.12 |
1,744.33 |
1,786.19 |
| PP |
1,701.37 |
1,701.37 |
1,701.37 |
1,709.90 |
| S1 |
1,667.24 |
1,667.24 |
1,725.65 |
1,684.31 |
| S2 |
1,599.49 |
1,599.49 |
1,716.31 |
|
| S3 |
1,497.61 |
1,565.36 |
1,706.97 |
|
| S4 |
1,395.73 |
1,463.48 |
1,678.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,735.50 |
1,633.62 |
101.88 |
5.9% |
22.20 |
1.3% |
99% |
True |
False |
|
| 10 |
1,735.50 |
1,633.62 |
101.88 |
5.9% |
19.27 |
1.1% |
99% |
True |
False |
|
| 20 |
1,735.50 |
1,633.62 |
101.88 |
5.9% |
18.82 |
1.1% |
99% |
True |
False |
|
| 40 |
1,735.50 |
1,620.74 |
114.76 |
6.6% |
17.22 |
1.0% |
100% |
True |
False |
|
| 60 |
1,735.50 |
1,515.42 |
220.08 |
12.7% |
18.36 |
1.1% |
100% |
True |
False |
|
| 80 |
1,735.50 |
1,515.42 |
220.08 |
12.7% |
18.47 |
1.1% |
100% |
True |
False |
|
| 100 |
1,735.50 |
1,515.42 |
220.08 |
12.7% |
17.83 |
1.0% |
100% |
True |
False |
|
| 120 |
1,735.50 |
1,515.42 |
220.08 |
12.7% |
17.56 |
1.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,840.22 |
|
2.618 |
1,800.01 |
|
1.618 |
1,775.37 |
|
1.000 |
1,760.14 |
|
0.618 |
1,750.73 |
|
HIGH |
1,735.50 |
|
0.618 |
1,726.09 |
|
0.500 |
1,723.18 |
|
0.382 |
1,720.27 |
|
LOW |
1,710.86 |
|
0.618 |
1,695.63 |
|
1.000 |
1,686.22 |
|
1.618 |
1,670.99 |
|
2.618 |
1,646.35 |
|
4.250 |
1,606.14 |
|
|