| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2006 |
09-Jan-2006 |
Change |
Change % |
Previous Week |
| Open |
1,718.17 |
1,734.50 |
16.33 |
1.0% |
1,654.39 |
| High |
1,735.50 |
1,745.12 |
9.62 |
0.6% |
1,735.50 |
| Low |
1,710.86 |
1,729.60 |
18.74 |
1.1% |
1,633.62 |
| Close |
1,734.99 |
1,741.90 |
6.91 |
0.4% |
1,734.99 |
| Range |
24.64 |
15.52 |
-9.12 |
-37.0% |
101.88 |
| ATR |
20.02 |
19.70 |
-0.32 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,785.43 |
1,779.19 |
1,750.44 |
|
| R3 |
1,769.91 |
1,763.67 |
1,746.17 |
|
| R2 |
1,754.39 |
1,754.39 |
1,744.75 |
|
| R1 |
1,748.15 |
1,748.15 |
1,743.32 |
1,751.27 |
| PP |
1,738.87 |
1,738.87 |
1,738.87 |
1,740.44 |
| S1 |
1,732.63 |
1,732.63 |
1,740.48 |
1,735.75 |
| S2 |
1,723.35 |
1,723.35 |
1,739.05 |
|
| S3 |
1,707.83 |
1,717.11 |
1,737.63 |
|
| S4 |
1,692.31 |
1,701.59 |
1,733.36 |
|
|
| 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 |
1,745.12 |
1,633.62 |
111.50 |
6.4% |
23.70 |
1.4% |
97% |
True |
False |
|
| 10 |
1,745.12 |
1,633.62 |
111.50 |
6.4% |
19.46 |
1.1% |
97% |
True |
False |
|
| 20 |
1,745.12 |
1,633.62 |
111.50 |
6.4% |
18.19 |
1.0% |
97% |
True |
False |
|
| 40 |
1,745.12 |
1,620.74 |
124.38 |
7.1% |
17.31 |
1.0% |
97% |
True |
False |
|
| 60 |
1,745.12 |
1,515.42 |
229.70 |
13.2% |
18.21 |
1.0% |
99% |
True |
False |
|
| 80 |
1,745.12 |
1,515.42 |
229.70 |
13.2% |
18.42 |
1.1% |
99% |
True |
False |
|
| 100 |
1,745.12 |
1,515.42 |
229.70 |
13.2% |
17.74 |
1.0% |
99% |
True |
False |
|
| 120 |
1,745.12 |
1,515.42 |
229.70 |
13.2% |
17.57 |
1.0% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,811.08 |
|
2.618 |
1,785.75 |
|
1.618 |
1,770.23 |
|
1.000 |
1,760.64 |
|
0.618 |
1,754.71 |
|
HIGH |
1,745.12 |
|
0.618 |
1,739.19 |
|
0.500 |
1,737.36 |
|
0.382 |
1,735.53 |
|
LOW |
1,729.60 |
|
0.618 |
1,720.01 |
|
1.000 |
1,714.08 |
|
1.618 |
1,704.49 |
|
2.618 |
1,688.97 |
|
4.250 |
1,663.64 |
|
|