Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2004 |
03-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
1,213.92 |
1,213.43 |
-0.49 |
0.0% |
1,211.20 |
High |
1,217.33 |
1,217.90 |
0.57 |
0.0% |
1,217.33 |
Low |
1,211.65 |
1,200.30 |
-11.35 |
-0.9% |
1,204.92 |
Close |
1,211.92 |
1,202.08 |
-9.84 |
-0.8% |
1,211.92 |
Range |
5.68 |
17.60 |
11.92 |
209.9% |
12.41 |
ATR |
8.26 |
8.93 |
0.67 |
8.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.56 |
1,248.42 |
1,211.76 |
|
R3 |
1,241.96 |
1,230.82 |
1,206.92 |
|
R2 |
1,224.36 |
1,224.36 |
1,205.31 |
|
R1 |
1,213.22 |
1,213.22 |
1,203.69 |
1,209.99 |
PP |
1,206.76 |
1,206.76 |
1,206.76 |
1,205.15 |
S1 |
1,195.62 |
1,195.62 |
1,200.47 |
1,192.39 |
S2 |
1,189.16 |
1,189.16 |
1,198.85 |
|
S3 |
1,171.56 |
1,178.02 |
1,197.24 |
|
S4 |
1,153.96 |
1,160.42 |
1,192.40 |
|
|
Weekly Pivots for week ending 31-Dec-2004 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,248.62 |
1,242.68 |
1,218.75 |
|
R3 |
1,236.21 |
1,230.27 |
1,215.33 |
|
R2 |
1,223.80 |
1,223.80 |
1,214.20 |
|
R1 |
1,217.86 |
1,217.86 |
1,213.06 |
1,220.83 |
PP |
1,211.39 |
1,211.39 |
1,211.39 |
1,212.88 |
S1 |
1,205.45 |
1,205.45 |
1,210.78 |
1,208.42 |
S2 |
1,198.98 |
1,198.98 |
1,209.64 |
|
S3 |
1,186.57 |
1,193.04 |
1,208.51 |
|
S4 |
1,174.16 |
1,180.63 |
1,205.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,217.90 |
1,200.30 |
17.60 |
1.5% |
7.55 |
0.6% |
10% |
True |
True |
|
10 |
1,217.90 |
1,193.36 |
24.54 |
2.0% |
8.06 |
0.7% |
36% |
True |
False |
|
20 |
1,217.90 |
1,173.76 |
44.14 |
3.7% |
8.80 |
0.7% |
64% |
True |
False |
|
40 |
1,217.90 |
1,160.36 |
57.54 |
4.8% |
8.86 |
0.7% |
73% |
True |
False |
|
60 |
1,217.90 |
1,090.19 |
127.71 |
10.6% |
9.89 |
0.8% |
88% |
True |
False |
|
80 |
1,217.90 |
1,090.19 |
127.71 |
10.6% |
9.46 |
0.8% |
88% |
True |
False |
|
100 |
1,217.90 |
1,060.72 |
157.18 |
13.1% |
9.42 |
0.8% |
90% |
True |
False |
|
120 |
1,217.90 |
1,060.72 |
157.18 |
13.1% |
9.81 |
0.8% |
90% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.70 |
2.618 |
1,263.98 |
1.618 |
1,246.38 |
1.000 |
1,235.50 |
0.618 |
1,228.78 |
HIGH |
1,217.90 |
0.618 |
1,211.18 |
0.500 |
1,209.10 |
0.382 |
1,207.02 |
LOW |
1,200.30 |
0.618 |
1,189.42 |
1.000 |
1,182.70 |
1.618 |
1,171.82 |
2.618 |
1,154.22 |
4.250 |
1,125.50 |
|
|