| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2006 |
20-Jan-2006 |
Change |
Change % |
Previous Week |
| Open |
10,855.18 |
10,880.71 |
25.53 |
0.2% |
10,957.55 |
| High |
10,915.95 |
10,880.71 |
-35.24 |
-0.3% |
10,957.87 |
| Low |
10,852.13 |
10,661.15 |
-190.98 |
-1.8% |
10,661.15 |
| Close |
10,880.71 |
10,667.39 |
-213.32 |
-2.0% |
10,667.39 |
| Range |
63.82 |
219.56 |
155.74 |
244.0% |
296.72 |
| ATR |
80.21 |
90.16 |
9.95 |
12.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,395.10 |
11,250.80 |
10,788.15 |
|
| R3 |
11,175.54 |
11,031.24 |
10,727.77 |
|
| R2 |
10,955.98 |
10,955.98 |
10,707.64 |
|
| R1 |
10,811.68 |
10,811.68 |
10,687.52 |
10,774.05 |
| PP |
10,736.42 |
10,736.42 |
10,736.42 |
10,717.60 |
| S1 |
10,592.12 |
10,592.12 |
10,647.26 |
10,554.49 |
| S2 |
10,516.86 |
10,516.86 |
10,627.14 |
|
| S3 |
10,297.30 |
10,372.56 |
10,607.01 |
|
| S4 |
10,077.74 |
10,153.00 |
10,546.63 |
|
|
| Weekly Pivots for week ending 20-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,652.30 |
11,456.56 |
10,830.59 |
|
| R3 |
11,355.58 |
11,159.84 |
10,748.99 |
|
| R2 |
11,058.86 |
11,058.86 |
10,721.79 |
|
| R1 |
10,863.12 |
10,863.12 |
10,694.59 |
10,812.63 |
| PP |
10,762.14 |
10,762.14 |
10,762.14 |
10,736.89 |
| S1 |
10,566.40 |
10,566.40 |
10,640.19 |
10,515.91 |
| S2 |
10,465.42 |
10,465.42 |
10,612.99 |
|
| S3 |
10,168.70 |
10,269.68 |
10,585.79 |
|
| S4 |
9,871.98 |
9,972.96 |
10,504.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,992.69 |
10,661.15 |
331.54 |
3.1% |
101.91 |
1.0% |
2% |
False |
True |
|
| 10 |
11,047.76 |
10,661.15 |
386.61 |
3.6% |
89.32 |
0.8% |
2% |
False |
True |
|
| 20 |
11,047.76 |
10,661.15 |
386.61 |
3.6% |
85.53 |
0.8% |
2% |
False |
True |
|
| 40 |
11,047.76 |
10,661.15 |
386.61 |
3.6% |
86.25 |
0.8% |
2% |
False |
True |
|
| 60 |
11,047.76 |
10,230.00 |
817.76 |
7.7% |
85.76 |
0.8% |
53% |
False |
False |
|
| 80 |
11,047.76 |
10,156.50 |
891.26 |
8.4% |
92.16 |
0.9% |
57% |
False |
False |
|
| 100 |
11,047.76 |
10,156.50 |
891.26 |
8.4% |
92.90 |
0.9% |
57% |
False |
False |
|
| 120 |
11,047.76 |
10,156.50 |
891.26 |
8.4% |
92.23 |
0.9% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,813.84 |
|
2.618 |
11,455.52 |
|
1.618 |
11,235.96 |
|
1.000 |
11,100.27 |
|
0.618 |
11,016.40 |
|
HIGH |
10,880.71 |
|
0.618 |
10,796.84 |
|
0.500 |
10,770.93 |
|
0.382 |
10,745.02 |
|
LOW |
10,661.15 |
|
0.618 |
10,525.46 |
|
1.000 |
10,441.59 |
|
1.618 |
10,305.90 |
|
2.618 |
10,086.34 |
|
4.250 |
9,728.02 |
|
|