Day Change Summary |
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Previous |
Current |
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23-Dec-2005 |
27-Dec-2005 |
Change |
Change % |
Previous Week |
Open |
1,687.58 |
1,686.92 |
-0.66 |
0.0% |
1,692.21 |
High |
1,690.41 |
1,693.58 |
3.17 |
0.2% |
1,694.65 |
Low |
1,679.28 |
1,666.46 |
-12.82 |
-0.8% |
1,657.71 |
Close |
1,682.92 |
1,668.37 |
-14.55 |
-0.9% |
1,682.92 |
Range |
11.13 |
27.12 |
15.99 |
143.7% |
36.94 |
ATR |
17.56 |
18.24 |
0.68 |
3.9% |
0.00 |
Volume |
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Daily Pivots for day following 27-Dec-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,757.50 |
1,740.05 |
1,683.29 |
|
R3 |
1,730.38 |
1,712.93 |
1,675.83 |
|
R2 |
1,703.26 |
1,703.26 |
1,673.34 |
|
R1 |
1,685.81 |
1,685.81 |
1,670.86 |
1,680.98 |
PP |
1,676.14 |
1,676.14 |
1,676.14 |
1,673.72 |
S1 |
1,658.69 |
1,658.69 |
1,665.88 |
1,653.86 |
S2 |
1,649.02 |
1,649.02 |
1,663.40 |
|
S3 |
1,621.90 |
1,631.57 |
1,660.91 |
|
S4 |
1,594.78 |
1,604.45 |
1,653.45 |
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Weekly Pivots for week ending 23-Dec-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.25 |
1,773.02 |
1,703.24 |
|
R3 |
1,752.31 |
1,736.08 |
1,693.08 |
|
R2 |
1,715.37 |
1,715.37 |
1,689.69 |
|
R1 |
1,699.14 |
1,699.14 |
1,686.31 |
1,688.79 |
PP |
1,678.43 |
1,678.43 |
1,678.43 |
1,673.25 |
S1 |
1,662.20 |
1,662.20 |
1,679.53 |
1,651.85 |
S2 |
1,641.49 |
1,641.49 |
1,676.15 |
|
S3 |
1,604.55 |
1,625.26 |
1,672.76 |
|
S4 |
1,567.61 |
1,588.32 |
1,662.60 |
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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 |
1,693.58 |
1,657.71 |
35.87 |
2.2% |
16.84 |
1.0% |
30% |
True |
False |
|
10 |
1,711.83 |
1,657.71 |
54.12 |
3.2% |
18.25 |
1.1% |
20% |
False |
False |
|
20 |
1,716.65 |
1,657.71 |
58.94 |
3.5% |
17.49 |
1.0% |
18% |
False |
False |
|
40 |
1,716.65 |
1,559.84 |
156.81 |
9.4% |
16.78 |
1.0% |
69% |
False |
False |
|
60 |
1,716.65 |
1,515.42 |
201.23 |
12.1% |
18.30 |
1.1% |
76% |
False |
False |
|
80 |
1,716.65 |
1,515.42 |
201.23 |
12.1% |
17.86 |
1.1% |
76% |
False |
False |
|
100 |
1,716.65 |
1,515.42 |
201.23 |
12.1% |
17.65 |
1.1% |
76% |
False |
False |
|
120 |
1,716.65 |
1,502.20 |
214.45 |
12.9% |
17.27 |
1.0% |
77% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,808.84 |
2.618 |
1,764.58 |
1.618 |
1,737.46 |
1.000 |
1,720.70 |
0.618 |
1,710.34 |
HIGH |
1,693.58 |
0.618 |
1,683.22 |
0.500 |
1,680.02 |
0.382 |
1,676.82 |
LOW |
1,666.46 |
0.618 |
1,649.70 |
1.000 |
1,639.34 |
1.618 |
1,622.58 |
2.618 |
1,595.46 |
4.250 |
1,551.20 |
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