Day Change Summary |
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Previous |
Current |
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30-Dec-2005 |
03-Jan-2006 |
Change |
Change % |
Previous Week |
Open |
1,252.23 |
1,249.37 |
-2.86 |
-0.2% |
1,268.96 |
High |
1,252.23 |
1,270.22 |
17.99 |
1.4% |
1,271.83 |
Low |
1,246.59 |
1,245.74 |
-0.85 |
-0.1% |
1,246.59 |
Close |
1,248.29 |
1,268.80 |
20.51 |
1.6% |
1,248.29 |
Range |
5.64 |
24.48 |
18.84 |
334.0% |
25.24 |
ATR |
8.87 |
9.99 |
1.11 |
12.6% |
0.00 |
Volume |
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Daily Pivots for day following 03-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.03 |
1,326.39 |
1,282.26 |
|
R3 |
1,310.55 |
1,301.91 |
1,275.53 |
|
R2 |
1,286.07 |
1,286.07 |
1,273.29 |
|
R1 |
1,277.43 |
1,277.43 |
1,271.04 |
1,281.75 |
PP |
1,261.59 |
1,261.59 |
1,261.59 |
1,263.75 |
S1 |
1,252.95 |
1,252.95 |
1,266.56 |
1,257.27 |
S2 |
1,237.11 |
1,237.11 |
1,264.31 |
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S3 |
1,212.63 |
1,228.47 |
1,262.07 |
|
S4 |
1,188.15 |
1,203.99 |
1,255.34 |
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Weekly Pivots for week ending 30-Dec-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.29 |
1,315.03 |
1,262.17 |
|
R3 |
1,306.05 |
1,289.79 |
1,255.23 |
|
R2 |
1,280.81 |
1,280.81 |
1,252.92 |
|
R1 |
1,264.55 |
1,264.55 |
1,250.60 |
1,260.06 |
PP |
1,255.57 |
1,255.57 |
1,255.57 |
1,253.33 |
S1 |
1,239.31 |
1,239.31 |
1,245.98 |
1,234.82 |
S2 |
1,230.33 |
1,230.33 |
1,243.66 |
|
S3 |
1,205.09 |
1,214.07 |
1,241.35 |
|
S4 |
1,179.85 |
1,188.83 |
1,234.41 |
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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 |
1,271.83 |
1,245.74 |
26.09 |
2.1% |
11.26 |
0.9% |
88% |
False |
True |
|
10 |
1,271.83 |
1,245.74 |
26.09 |
2.1% |
9.32 |
0.7% |
88% |
False |
True |
|
20 |
1,275.80 |
1,245.74 |
30.06 |
2.4% |
9.44 |
0.7% |
77% |
False |
True |
|
40 |
1,275.80 |
1,214.45 |
61.35 |
4.8% |
9.24 |
0.7% |
89% |
False |
False |
|
60 |
1,275.80 |
1,168.20 |
107.60 |
8.5% |
10.54 |
0.8% |
93% |
False |
False |
|
80 |
1,275.80 |
1,168.20 |
107.60 |
8.5% |
10.64 |
0.8% |
93% |
False |
False |
|
100 |
1,275.80 |
1,168.20 |
107.60 |
8.5% |
10.46 |
0.8% |
93% |
False |
False |
|
120 |
1,275.80 |
1,168.20 |
107.60 |
8.5% |
10.21 |
0.8% |
93% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,374.26 |
2.618 |
1,334.31 |
1.618 |
1,309.83 |
1.000 |
1,294.70 |
0.618 |
1,285.35 |
HIGH |
1,270.22 |
0.618 |
1,260.87 |
0.500 |
1,257.98 |
0.382 |
1,255.09 |
LOW |
1,245.74 |
0.618 |
1,230.61 |
1.000 |
1,221.26 |
1.618 |
1,206.13 |
2.618 |
1,181.65 |
4.250 |
1,141.70 |
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