Day Change Summary |
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Previous |
Current |
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04-Jan-2006 |
05-Jan-2006 |
Change |
Change % |
Previous Week |
Open |
10,844.00 |
10,880.40 |
36.40 |
0.3% |
10,883.80 |
High |
10,892.60 |
10,908.30 |
15.70 |
0.1% |
10,932.80 |
Low |
10,833.90 |
10,843.70 |
9.80 |
0.1% |
10,709.40 |
Close |
10,880.20 |
10,882.20 |
2.00 |
0.0% |
10,717.50 |
Range |
58.70 |
64.60 |
5.90 |
10.1% |
223.40 |
ATR |
86.37 |
84.82 |
-1.56 |
-1.8% |
0.00 |
Volume |
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Daily Pivots for day following 05-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,071.87 |
11,041.63 |
10,917.73 |
|
R3 |
11,007.27 |
10,977.03 |
10,899.97 |
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R2 |
10,942.67 |
10,942.67 |
10,894.04 |
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R1 |
10,912.43 |
10,912.43 |
10,888.12 |
10,927.55 |
PP |
10,878.07 |
10,878.07 |
10,878.07 |
10,885.63 |
S1 |
10,847.83 |
10,847.83 |
10,876.28 |
10,862.95 |
S2 |
10,813.47 |
10,813.47 |
10,870.36 |
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S3 |
10,748.87 |
10,783.23 |
10,864.44 |
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S4 |
10,684.27 |
10,718.63 |
10,846.67 |
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Weekly Pivots for week ending 30-Dec-2005 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,456.77 |
11,310.53 |
10,840.37 |
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R3 |
11,233.37 |
11,087.13 |
10,778.94 |
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R2 |
11,009.97 |
11,009.97 |
10,758.46 |
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R1 |
10,863.73 |
10,863.73 |
10,737.98 |
10,825.15 |
PP |
10,786.57 |
10,786.57 |
10,786.57 |
10,767.28 |
S1 |
10,640.33 |
10,640.33 |
10,697.02 |
10,601.75 |
S2 |
10,563.17 |
10,563.17 |
10,676.54 |
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S3 |
10,339.77 |
10,416.93 |
10,656.07 |
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S4 |
10,116.37 |
10,193.53 |
10,594.63 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,908.30 |
10,684.50 |
223.80 |
2.1% |
84.42 |
0.8% |
88% |
True |
False |
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10 |
10,932.80 |
10,684.50 |
248.30 |
2.3% |
81.74 |
0.8% |
80% |
False |
False |
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20 |
10,940.30 |
10,684.50 |
255.80 |
2.4% |
86.15 |
0.8% |
77% |
False |
False |
|
40 |
10,959.80 |
10,519.40 |
440.40 |
4.0% |
82.33 |
0.8% |
82% |
False |
False |
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60 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
91.30 |
0.8% |
90% |
False |
False |
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80 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
93.13 |
0.9% |
90% |
False |
False |
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100 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
92.88 |
0.9% |
90% |
False |
False |
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120 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
91.49 |
0.8% |
90% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,182.85 |
2.618 |
11,077.42 |
1.618 |
11,012.82 |
1.000 |
10,972.90 |
0.618 |
10,948.22 |
HIGH |
10,908.30 |
0.618 |
10,883.62 |
0.500 |
10,876.00 |
0.382 |
10,868.38 |
LOW |
10,843.70 |
0.618 |
10,803.78 |
1.000 |
10,779.10 |
1.618 |
10,739.18 |
2.618 |
10,674.58 |
4.250 |
10,569.15 |
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