| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2006 |
10-Jan-2006 |
Change |
Change % |
Previous Week |
| Open |
1,734.50 |
1,732.25 |
-2.25 |
-0.1% |
1,654.39 |
| High |
1,745.12 |
1,744.47 |
-0.65 |
0.0% |
1,735.50 |
| Low |
1,729.60 |
1,730.25 |
0.65 |
0.0% |
1,633.62 |
| Close |
1,741.90 |
1,744.02 |
2.12 |
0.1% |
1,734.99 |
| Range |
15.52 |
14.22 |
-1.30 |
-8.4% |
101.88 |
| ATR |
19.70 |
19.30 |
-0.39 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,782.24 |
1,777.35 |
1,751.84 |
|
| R3 |
1,768.02 |
1,763.13 |
1,747.93 |
|
| R2 |
1,753.80 |
1,753.80 |
1,746.63 |
|
| R1 |
1,748.91 |
1,748.91 |
1,745.32 |
1,751.36 |
| PP |
1,739.58 |
1,739.58 |
1,739.58 |
1,740.80 |
| S1 |
1,734.69 |
1,734.69 |
1,742.72 |
1,737.14 |
| S2 |
1,725.36 |
1,725.36 |
1,741.41 |
|
| S3 |
1,711.14 |
1,720.47 |
1,740.11 |
|
| S4 |
1,696.92 |
1,706.25 |
1,736.20 |
|
|
| 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 |
1,681.85 |
63.27 |
3.6% |
15.95 |
0.9% |
98% |
False |
False |
|
| 10 |
1,745.12 |
1,633.62 |
111.50 |
6.4% |
19.76 |
1.1% |
99% |
False |
False |
|
| 20 |
1,745.12 |
1,633.62 |
111.50 |
6.4% |
18.15 |
1.0% |
99% |
False |
False |
|
| 40 |
1,745.12 |
1,633.62 |
111.50 |
6.4% |
16.91 |
1.0% |
99% |
False |
False |
|
| 60 |
1,745.12 |
1,526.82 |
218.30 |
12.5% |
18.07 |
1.0% |
99% |
False |
False |
|
| 80 |
1,745.12 |
1,515.42 |
229.70 |
13.2% |
18.45 |
1.1% |
100% |
False |
False |
|
| 100 |
1,745.12 |
1,515.42 |
229.70 |
13.2% |
17.73 |
1.0% |
100% |
False |
False |
|
| 120 |
1,745.12 |
1,515.42 |
229.70 |
13.2% |
17.47 |
1.0% |
100% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,804.91 |
|
2.618 |
1,781.70 |
|
1.618 |
1,767.48 |
|
1.000 |
1,758.69 |
|
0.618 |
1,753.26 |
|
HIGH |
1,744.47 |
|
0.618 |
1,739.04 |
|
0.500 |
1,737.36 |
|
0.382 |
1,735.68 |
|
LOW |
1,730.25 |
|
0.618 |
1,721.46 |
|
1.000 |
1,716.03 |
|
1.618 |
1,707.24 |
|
2.618 |
1,693.02 |
|
4.250 |
1,669.82 |
|
|