| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2005 |
16-Dec-2005 |
Change |
Change % |
Previous Week |
| Open |
10,883.40 |
10,881.70 |
-1.70 |
0.0% |
10,778.70 |
| High |
10,938.70 |
10,940.30 |
1.60 |
0.0% |
10,940.30 |
| Low |
10,865.40 |
10,869.30 |
3.90 |
0.0% |
10,735.10 |
| Close |
10,881.70 |
10,875.60 |
-6.10 |
-0.1% |
10,875.60 |
| Range |
73.30 |
71.00 |
-2.30 |
-3.1% |
205.20 |
| ATR |
89.39 |
88.08 |
-1.31 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Dec-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,108.07 |
11,062.83 |
10,914.65 |
|
| R3 |
11,037.07 |
10,991.83 |
10,895.13 |
|
| R2 |
10,966.07 |
10,966.07 |
10,888.62 |
|
| R1 |
10,920.83 |
10,920.83 |
10,882.11 |
10,907.95 |
| PP |
10,895.07 |
10,895.07 |
10,895.07 |
10,888.63 |
| S1 |
10,849.83 |
10,849.83 |
10,869.09 |
10,836.95 |
| S2 |
10,824.07 |
10,824.07 |
10,862.58 |
|
| S3 |
10,753.07 |
10,778.83 |
10,856.08 |
|
| S4 |
10,682.07 |
10,707.83 |
10,836.55 |
|
|
| Weekly Pivots for week ending 16-Dec-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,465.93 |
11,375.97 |
10,988.46 |
|
| R3 |
11,260.73 |
11,170.77 |
10,932.03 |
|
| R2 |
11,055.53 |
11,055.53 |
10,913.22 |
|
| R1 |
10,965.57 |
10,965.57 |
10,894.41 |
11,010.55 |
| PP |
10,850.33 |
10,850.33 |
10,850.33 |
10,872.83 |
| S1 |
10,760.37 |
10,760.37 |
10,856.79 |
10,805.35 |
| S2 |
10,645.13 |
10,645.13 |
10,837.98 |
|
| S3 |
10,439.93 |
10,555.17 |
10,819.17 |
|
| S4 |
10,234.73 |
10,349.97 |
10,762.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,940.30 |
10,735.10 |
205.20 |
1.9% |
88.10 |
0.8% |
68% |
True |
False |
|
| 10 |
10,940.30 |
10,729.70 |
210.60 |
1.9% |
89.41 |
0.8% |
69% |
True |
False |
|
| 20 |
10,959.80 |
10,697.30 |
262.50 |
2.4% |
87.28 |
0.8% |
68% |
False |
False |
|
| 40 |
10,959.80 |
10,193.50 |
766.30 |
7.0% |
89.91 |
0.8% |
89% |
False |
False |
|
| 60 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
94.63 |
0.9% |
90% |
False |
False |
|
| 80 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
93.96 |
0.9% |
90% |
False |
False |
|
| 100 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
93.48 |
0.9% |
90% |
False |
False |
|
| 120 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
92.88 |
0.9% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,242.05 |
|
2.618 |
11,126.18 |
|
1.618 |
11,055.18 |
|
1.000 |
11,011.30 |
|
0.618 |
10,984.18 |
|
HIGH |
10,940.30 |
|
0.618 |
10,913.18 |
|
0.500 |
10,904.80 |
|
0.382 |
10,896.42 |
|
LOW |
10,869.30 |
|
0.618 |
10,825.42 |
|
1.000 |
10,798.30 |
|
1.618 |
10,754.42 |
|
2.618 |
10,683.42 |
|
4.250 |
10,567.55 |
|
|