| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2006 |
27-Jan-2006 |
Change |
Change % |
Previous Week |
| Open |
1,687.50 |
1,699.16 |
11.66 |
0.7% |
1,681.46 |
| High |
1,694.63 |
1,722.93 |
28.30 |
1.7% |
1,722.93 |
| Low |
1,677.25 |
1,697.88 |
20.63 |
1.2% |
1,670.33 |
| Close |
1,690.49 |
1,711.11 |
20.62 |
1.2% |
1,711.11 |
| Range |
17.38 |
25.05 |
7.67 |
44.1% |
52.60 |
| ATR |
21.39 |
22.18 |
0.79 |
3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,785.79 |
1,773.50 |
1,724.89 |
|
| R3 |
1,760.74 |
1,748.45 |
1,718.00 |
|
| R2 |
1,735.69 |
1,735.69 |
1,715.70 |
|
| R1 |
1,723.40 |
1,723.40 |
1,713.41 |
1,729.55 |
| PP |
1,710.64 |
1,710.64 |
1,710.64 |
1,713.71 |
| S1 |
1,698.35 |
1,698.35 |
1,708.81 |
1,704.50 |
| S2 |
1,685.59 |
1,685.59 |
1,706.52 |
|
| S3 |
1,660.54 |
1,673.30 |
1,704.22 |
|
| S4 |
1,635.49 |
1,648.25 |
1,697.33 |
|
|
| Weekly Pivots for week ending 27-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,859.26 |
1,837.78 |
1,740.04 |
|
| R3 |
1,806.66 |
1,785.18 |
1,725.58 |
|
| R2 |
1,754.06 |
1,754.06 |
1,720.75 |
|
| R1 |
1,732.58 |
1,732.58 |
1,715.93 |
1,743.32 |
| PP |
1,701.46 |
1,701.46 |
1,701.46 |
1,706.83 |
| S1 |
1,679.98 |
1,679.98 |
1,706.29 |
1,690.72 |
| S2 |
1,648.86 |
1,648.86 |
1,701.47 |
|
| S3 |
1,596.26 |
1,627.38 |
1,696.65 |
|
| S4 |
1,543.66 |
1,574.78 |
1,682.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,722.93 |
1,670.33 |
52.60 |
3.1% |
19.33 |
1.1% |
78% |
True |
False |
|
| 10 |
1,750.27 |
1,670.33 |
79.94 |
4.7% |
21.08 |
1.2% |
51% |
False |
False |
|
| 20 |
1,761.46 |
1,633.62 |
127.84 |
7.5% |
20.21 |
1.2% |
61% |
False |
False |
|
| 40 |
1,761.46 |
1,633.62 |
127.84 |
7.5% |
18.63 |
1.1% |
61% |
False |
False |
|
| 60 |
1,761.46 |
1,570.75 |
190.71 |
11.1% |
17.72 |
1.0% |
74% |
False |
False |
|
| 80 |
1,761.46 |
1,515.42 |
246.04 |
14.4% |
18.82 |
1.1% |
80% |
False |
False |
|
| 100 |
1,761.46 |
1,515.42 |
246.04 |
14.4% |
18.34 |
1.1% |
80% |
False |
False |
|
| 120 |
1,761.46 |
1,515.42 |
246.04 |
14.4% |
18.06 |
1.1% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,829.39 |
|
2.618 |
1,788.51 |
|
1.618 |
1,763.46 |
|
1.000 |
1,747.98 |
|
0.618 |
1,738.41 |
|
HIGH |
1,722.93 |
|
0.618 |
1,713.36 |
|
0.500 |
1,710.41 |
|
0.382 |
1,707.45 |
|
LOW |
1,697.88 |
|
0.618 |
1,682.40 |
|
1.000 |
1,672.83 |
|
1.618 |
1,657.35 |
|
2.618 |
1,632.30 |
|
4.250 |
1,591.42 |
|
|