| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2006 |
10-Jan-2006 |
Change |
Change % |
Previous Week |
| Open |
10,959.50 |
11,010.50 |
51.00 |
0.5% |
10,718.30 |
| High |
11,020.20 |
11,014.00 |
-6.20 |
-0.1% |
10,968.80 |
| Low |
10,944.40 |
10,949.90 |
5.50 |
0.1% |
10,684.50 |
| Close |
11,011.90 |
11,011.60 |
-0.30 |
0.0% |
10,959.30 |
| Range |
75.80 |
64.10 |
-11.70 |
-15.4% |
284.30 |
| ATR |
84.74 |
83.26 |
-1.47 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,184.13 |
11,161.97 |
11,046.86 |
|
| R3 |
11,120.03 |
11,097.87 |
11,029.23 |
|
| R2 |
11,055.93 |
11,055.93 |
11,023.35 |
|
| R1 |
11,033.77 |
11,033.77 |
11,017.48 |
11,044.85 |
| PP |
10,991.83 |
10,991.83 |
10,991.83 |
10,997.38 |
| S1 |
10,969.67 |
10,969.67 |
11,005.72 |
10,980.75 |
| S2 |
10,927.73 |
10,927.73 |
10,999.85 |
|
| S3 |
10,863.63 |
10,905.57 |
10,993.97 |
|
| S4 |
10,799.53 |
10,841.47 |
10,976.35 |
|
|
| Weekly Pivots for week ending 06-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,723.77 |
11,625.83 |
11,115.67 |
|
| R3 |
11,439.47 |
11,341.53 |
11,037.48 |
|
| R2 |
11,155.17 |
11,155.17 |
11,011.42 |
|
| R1 |
11,057.23 |
11,057.23 |
10,985.36 |
11,106.20 |
| PP |
10,870.87 |
10,870.87 |
10,870.87 |
10,895.35 |
| S1 |
10,772.93 |
10,772.93 |
10,933.24 |
10,821.90 |
| S2 |
10,586.57 |
10,586.57 |
10,907.18 |
|
| S3 |
10,302.27 |
10,488.63 |
10,881.12 |
|
| S4 |
10,017.97 |
10,204.33 |
10,802.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,020.20 |
10,833.90 |
186.30 |
1.7% |
71.30 |
0.6% |
95% |
False |
False |
|
| 10 |
11,020.20 |
10,684.50 |
335.70 |
3.0% |
85.85 |
0.8% |
97% |
False |
False |
|
| 20 |
11,020.20 |
10,684.50 |
335.70 |
3.0% |
82.92 |
0.8% |
97% |
False |
False |
|
| 40 |
11,020.20 |
10,637.40 |
382.80 |
3.5% |
81.45 |
0.7% |
98% |
False |
False |
|
| 60 |
11,020.20 |
10,193.50 |
826.70 |
7.5% |
90.42 |
0.8% |
99% |
False |
False |
|
| 80 |
11,020.20 |
10,156.50 |
863.70 |
7.8% |
93.08 |
0.8% |
99% |
False |
False |
|
| 100 |
11,020.20 |
10,156.50 |
863.70 |
7.8% |
92.08 |
0.8% |
99% |
False |
False |
|
| 120 |
11,020.20 |
10,156.50 |
863.70 |
7.8% |
91.21 |
0.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,286.43 |
|
2.618 |
11,181.81 |
|
1.618 |
11,117.71 |
|
1.000 |
11,078.10 |
|
0.618 |
11,053.61 |
|
HIGH |
11,014.00 |
|
0.618 |
10,989.51 |
|
0.500 |
10,981.95 |
|
0.382 |
10,974.39 |
|
LOW |
10,949.90 |
|
0.618 |
10,910.29 |
|
1.000 |
10,885.80 |
|
1.618 |
10,846.19 |
|
2.618 |
10,782.09 |
|
4.250 |
10,677.48 |
|
|