| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2006 |
20-Jan-2006 |
Change |
Change % |
Previous Week |
| Open |
1,725.34 |
1,724.12 |
-1.22 |
-0.1% |
1,733.91 |
| High |
1,740.59 |
1,727.02 |
-13.57 |
-0.8% |
1,740.59 |
| Low |
1,720.56 |
1,674.32 |
-46.24 |
-2.7% |
1,674.32 |
| Close |
1,729.92 |
1,676.38 |
-53.54 |
-3.1% |
1,676.38 |
| Range |
20.03 |
52.70 |
32.67 |
163.1% |
66.27 |
| ATR |
19.59 |
22.16 |
2.57 |
13.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,850.67 |
1,816.23 |
1,705.37 |
|
| R3 |
1,797.97 |
1,763.53 |
1,690.87 |
|
| R2 |
1,745.27 |
1,745.27 |
1,686.04 |
|
| R1 |
1,710.83 |
1,710.83 |
1,681.21 |
1,701.70 |
| PP |
1,692.57 |
1,692.57 |
1,692.57 |
1,688.01 |
| S1 |
1,658.13 |
1,658.13 |
1,671.55 |
1,649.00 |
| S2 |
1,639.87 |
1,639.87 |
1,666.72 |
|
| S3 |
1,587.17 |
1,605.43 |
1,661.89 |
|
| S4 |
1,534.47 |
1,552.73 |
1,647.40 |
|
|
| Weekly Pivots for week ending 20-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,895.91 |
1,852.41 |
1,712.83 |
|
| R3 |
1,829.64 |
1,786.14 |
1,694.60 |
|
| R2 |
1,763.37 |
1,763.37 |
1,688.53 |
|
| R1 |
1,719.87 |
1,719.87 |
1,682.45 |
1,708.49 |
| PP |
1,697.10 |
1,697.10 |
1,697.10 |
1,691.40 |
| S1 |
1,653.60 |
1,653.60 |
1,670.31 |
1,642.22 |
| S2 |
1,630.83 |
1,630.83 |
1,664.23 |
|
| S3 |
1,564.56 |
1,587.33 |
1,658.16 |
|
| S4 |
1,498.29 |
1,521.06 |
1,639.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,750.27 |
1,674.32 |
75.95 |
4.5% |
22.83 |
1.4% |
3% |
False |
True |
|
| 10 |
1,761.46 |
1,674.32 |
87.14 |
5.2% |
20.34 |
1.2% |
2% |
False |
True |
|
| 20 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
19.45 |
1.2% |
33% |
False |
False |
|
| 40 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
18.22 |
1.1% |
33% |
False |
False |
|
| 60 |
1,761.46 |
1,538.78 |
222.68 |
13.3% |
17.94 |
1.1% |
62% |
False |
False |
|
| 80 |
1,761.46 |
1,515.42 |
246.04 |
14.7% |
18.65 |
1.1% |
65% |
False |
False |
|
| 100 |
1,761.46 |
1,515.42 |
246.04 |
14.7% |
18.20 |
1.1% |
65% |
False |
False |
|
| 120 |
1,761.46 |
1,515.42 |
246.04 |
14.7% |
17.81 |
1.1% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,951.00 |
|
2.618 |
1,864.99 |
|
1.618 |
1,812.29 |
|
1.000 |
1,779.72 |
|
0.618 |
1,759.59 |
|
HIGH |
1,727.02 |
|
0.618 |
1,706.89 |
|
0.500 |
1,700.67 |
|
0.382 |
1,694.45 |
|
LOW |
1,674.32 |
|
0.618 |
1,641.75 |
|
1.000 |
1,621.62 |
|
1.618 |
1,589.05 |
|
2.618 |
1,536.35 |
|
4.250 |
1,450.35 |
|
|