Day Change Summary |
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Previous |
Current |
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31-Dec-2004 |
03-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
1,624.37 |
1,628.75 |
4.38 |
0.3% |
1,621.33 |
High |
1,628.91 |
1,635.45 |
6.54 |
0.4% |
1,629.90 |
Low |
1,620.31 |
1,598.79 |
-21.52 |
-1.3% |
1,600.25 |
Close |
1,621.12 |
1,603.51 |
-17.61 |
-1.1% |
1,621.12 |
Range |
8.60 |
36.66 |
28.06 |
326.3% |
29.65 |
ATR |
18.13 |
19.45 |
1.32 |
7.3% |
0.00 |
Volume |
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Daily Pivots for day following 03-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.56 |
1,699.70 |
1,623.67 |
|
R3 |
1,685.90 |
1,663.04 |
1,613.59 |
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R2 |
1,649.24 |
1,649.24 |
1,610.23 |
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R1 |
1,626.38 |
1,626.38 |
1,606.87 |
1,619.48 |
PP |
1,612.58 |
1,612.58 |
1,612.58 |
1,609.14 |
S1 |
1,589.72 |
1,589.72 |
1,600.15 |
1,582.82 |
S2 |
1,575.92 |
1,575.92 |
1,596.79 |
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S3 |
1,539.26 |
1,553.06 |
1,593.43 |
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S4 |
1,502.60 |
1,516.40 |
1,583.35 |
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Weekly Pivots for week ending 31-Dec-2004 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,706.04 |
1,693.23 |
1,637.43 |
|
R3 |
1,676.39 |
1,663.58 |
1,629.27 |
|
R2 |
1,646.74 |
1,646.74 |
1,626.56 |
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R1 |
1,633.93 |
1,633.93 |
1,623.84 |
1,625.51 |
PP |
1,617.09 |
1,617.09 |
1,617.09 |
1,612.88 |
S1 |
1,604.28 |
1,604.28 |
1,618.40 |
1,595.86 |
S2 |
1,587.44 |
1,587.44 |
1,615.68 |
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S3 |
1,557.79 |
1,574.63 |
1,612.97 |
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S4 |
1,528.14 |
1,544.98 |
1,604.81 |
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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 |
1,635.45 |
1,598.79 |
36.66 |
2.3% |
15.73 |
1.0% |
13% |
True |
True |
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10 |
1,635.45 |
1,587.21 |
48.24 |
3.0% |
17.23 |
1.1% |
34% |
True |
False |
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20 |
1,635.70 |
1,577.77 |
57.93 |
3.6% |
19.42 |
1.2% |
44% |
False |
False |
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40 |
1,635.70 |
1,512.74 |
122.96 |
7.7% |
18.98 |
1.2% |
74% |
False |
False |
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60 |
1,635.70 |
1,416.29 |
219.41 |
13.7% |
20.65 |
1.3% |
85% |
False |
False |
|
80 |
1,635.70 |
1,376.99 |
258.71 |
16.1% |
19.97 |
1.2% |
88% |
False |
False |
|
100 |
1,635.70 |
1,301.93 |
333.77 |
20.8% |
19.93 |
1.2% |
90% |
False |
False |
|
120 |
1,635.70 |
1,301.93 |
333.77 |
20.8% |
20.68 |
1.3% |
90% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,791.26 |
2.618 |
1,731.43 |
1.618 |
1,694.77 |
1.000 |
1,672.11 |
0.618 |
1,658.11 |
HIGH |
1,635.45 |
0.618 |
1,621.45 |
0.500 |
1,617.12 |
0.382 |
1,612.79 |
LOW |
1,598.79 |
0.618 |
1,576.13 |
1.000 |
1,562.13 |
1.618 |
1,539.47 |
2.618 |
1,502.81 |
4.250 |
1,442.99 |
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