| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2006 |
12-Jan-2006 |
Change |
Change % |
Previous Week |
| Open |
1,748.88 |
1,754.91 |
6.03 |
0.3% |
1,654.39 |
| High |
1,761.46 |
1,760.12 |
-1.34 |
-0.1% |
1,735.50 |
| Low |
1,743.85 |
1,742.85 |
-1.00 |
-0.1% |
1,633.62 |
| Close |
1,758.24 |
1,747.35 |
-10.89 |
-0.6% |
1,734.99 |
| Range |
17.61 |
17.27 |
-0.34 |
-1.9% |
101.88 |
| ATR |
19.18 |
19.05 |
-0.14 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,801.92 |
1,791.90 |
1,756.85 |
|
| R3 |
1,784.65 |
1,774.63 |
1,752.10 |
|
| R2 |
1,767.38 |
1,767.38 |
1,750.52 |
|
| R1 |
1,757.36 |
1,757.36 |
1,748.93 |
1,753.74 |
| PP |
1,750.11 |
1,750.11 |
1,750.11 |
1,748.29 |
| S1 |
1,740.09 |
1,740.09 |
1,745.77 |
1,736.47 |
| S2 |
1,732.84 |
1,732.84 |
1,744.18 |
|
| S3 |
1,715.57 |
1,722.82 |
1,742.60 |
|
| S4 |
1,698.30 |
1,705.55 |
1,737.85 |
|
|
| 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 |
1,761.46 |
1,710.86 |
50.60 |
2.9% |
17.85 |
1.0% |
72% |
False |
False |
|
| 10 |
1,761.46 |
1,633.62 |
127.84 |
7.3% |
19.34 |
1.1% |
89% |
False |
False |
|
| 20 |
1,761.46 |
1,633.62 |
127.84 |
7.3% |
18.50 |
1.1% |
89% |
False |
False |
|
| 40 |
1,761.46 |
1,633.62 |
127.84 |
7.3% |
17.34 |
1.0% |
89% |
False |
False |
|
| 60 |
1,761.46 |
1,526.82 |
234.64 |
13.4% |
18.16 |
1.0% |
94% |
False |
False |
|
| 80 |
1,761.46 |
1,515.42 |
246.04 |
14.1% |
18.49 |
1.1% |
94% |
False |
False |
|
| 100 |
1,761.46 |
1,515.42 |
246.04 |
14.1% |
17.88 |
1.0% |
94% |
False |
False |
|
| 120 |
1,761.46 |
1,515.42 |
246.04 |
14.1% |
17.48 |
1.0% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,833.52 |
|
2.618 |
1,805.33 |
|
1.618 |
1,788.06 |
|
1.000 |
1,777.39 |
|
0.618 |
1,770.79 |
|
HIGH |
1,760.12 |
|
0.618 |
1,753.52 |
|
0.500 |
1,751.49 |
|
0.382 |
1,749.45 |
|
LOW |
1,742.85 |
|
0.618 |
1,732.18 |
|
1.000 |
1,725.58 |
|
1.618 |
1,714.91 |
|
2.618 |
1,697.64 |
|
4.250 |
1,669.45 |
|
|