| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2006 |
25-Jan-2006 |
Change |
Change % |
Previous Week |
| Open |
1,682.80 |
1,694.54 |
11.74 |
0.7% |
1,733.91 |
| High |
1,695.41 |
1,694.54 |
-0.87 |
-0.1% |
1,740.59 |
| Low |
1,680.61 |
1,670.33 |
-10.28 |
-0.6% |
1,674.32 |
| Close |
1,686.22 |
1,677.00 |
-9.22 |
-0.5% |
1,676.38 |
| Range |
14.80 |
24.21 |
9.41 |
63.6% |
66.27 |
| ATR |
21.48 |
21.68 |
0.19 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,753.25 |
1,739.34 |
1,690.32 |
|
| R3 |
1,729.04 |
1,715.13 |
1,683.66 |
|
| R2 |
1,704.83 |
1,704.83 |
1,681.44 |
|
| R1 |
1,690.92 |
1,690.92 |
1,679.22 |
1,685.77 |
| PP |
1,680.62 |
1,680.62 |
1,680.62 |
1,678.05 |
| S1 |
1,666.71 |
1,666.71 |
1,674.78 |
1,661.56 |
| S2 |
1,656.41 |
1,656.41 |
1,672.56 |
|
| S3 |
1,632.20 |
1,642.50 |
1,670.34 |
|
| S4 |
1,607.99 |
1,618.29 |
1,663.68 |
|
|
| 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 |
1,740.59 |
1,670.33 |
70.26 |
4.2% |
25.39 |
1.5% |
9% |
False |
True |
|
| 10 |
1,761.46 |
1,670.33 |
91.13 |
5.4% |
20.32 |
1.2% |
7% |
False |
True |
|
| 20 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
20.04 |
1.2% |
34% |
False |
False |
|
| 40 |
1,761.46 |
1,633.62 |
127.84 |
7.6% |
18.57 |
1.1% |
34% |
False |
False |
|
| 60 |
1,761.46 |
1,538.78 |
222.68 |
13.3% |
17.73 |
1.1% |
62% |
False |
False |
|
| 80 |
1,761.46 |
1,515.42 |
246.04 |
14.7% |
18.57 |
1.1% |
66% |
False |
False |
|
| 100 |
1,761.46 |
1,515.42 |
246.04 |
14.7% |
18.17 |
1.1% |
66% |
False |
False |
|
| 120 |
1,761.46 |
1,515.42 |
246.04 |
14.7% |
17.94 |
1.1% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,797.43 |
|
2.618 |
1,757.92 |
|
1.618 |
1,733.71 |
|
1.000 |
1,718.75 |
|
0.618 |
1,709.50 |
|
HIGH |
1,694.54 |
|
0.618 |
1,685.29 |
|
0.500 |
1,682.44 |
|
0.382 |
1,679.58 |
|
LOW |
1,670.33 |
|
0.618 |
1,655.37 |
|
1.000 |
1,646.12 |
|
1.618 |
1,631.16 |
|
2.618 |
1,606.95 |
|
4.250 |
1,567.44 |
|
|