Day Change Summary |
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Previous |
Current |
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05-Jan-2006 |
06-Jan-2006 |
Change |
Change % |
Previous Week |
Open |
1,697.80 |
1,718.17 |
20.37 |
1.2% |
1,654.39 |
High |
1,707.71 |
1,735.50 |
27.79 |
1.6% |
1,735.50 |
Low |
1,697.33 |
1,710.86 |
13.53 |
0.8% |
1,633.62 |
Close |
1,705.29 |
1,734.99 |
29.70 |
1.7% |
1,734.99 |
Range |
10.38 |
24.64 |
14.26 |
137.4% |
101.88 |
ATR |
19.23 |
20.02 |
0.78 |
4.1% |
0.00 |
Volume |
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Daily Pivots for day following 06-Jan-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,801.04 |
1,792.65 |
1,748.54 |
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R3 |
1,776.40 |
1,768.01 |
1,741.77 |
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R2 |
1,751.76 |
1,751.76 |
1,739.51 |
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R1 |
1,743.37 |
1,743.37 |
1,737.25 |
1,747.57 |
PP |
1,727.12 |
1,727.12 |
1,727.12 |
1,729.21 |
S1 |
1,718.73 |
1,718.73 |
1,732.73 |
1,722.93 |
S2 |
1,702.48 |
1,702.48 |
1,730.47 |
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S3 |
1,677.84 |
1,694.09 |
1,728.21 |
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S4 |
1,653.20 |
1,669.45 |
1,721.44 |
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Weekly Pivots for week ending 06-Jan-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,007.01 |
1,972.88 |
1,791.02 |
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R3 |
1,905.13 |
1,871.00 |
1,763.01 |
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R2 |
1,803.25 |
1,803.25 |
1,753.67 |
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R1 |
1,769.12 |
1,769.12 |
1,744.33 |
1,786.19 |
PP |
1,701.37 |
1,701.37 |
1,701.37 |
1,709.90 |
S1 |
1,667.24 |
1,667.24 |
1,725.65 |
1,684.31 |
S2 |
1,599.49 |
1,599.49 |
1,716.31 |
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S3 |
1,497.61 |
1,565.36 |
1,706.97 |
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S4 |
1,395.73 |
1,463.48 |
1,678.96 |
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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 |
1,735.50 |
1,633.62 |
101.88 |
5.9% |
22.20 |
1.3% |
99% |
True |
False |
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10 |
1,735.50 |
1,633.62 |
101.88 |
5.9% |
19.27 |
1.1% |
99% |
True |
False |
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20 |
1,735.50 |
1,633.62 |
101.88 |
5.9% |
18.82 |
1.1% |
99% |
True |
False |
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40 |
1,735.50 |
1,620.74 |
114.76 |
6.6% |
17.22 |
1.0% |
100% |
True |
False |
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60 |
1,735.50 |
1,515.42 |
220.08 |
12.7% |
18.36 |
1.1% |
100% |
True |
False |
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80 |
1,735.50 |
1,515.42 |
220.08 |
12.7% |
18.47 |
1.1% |
100% |
True |
False |
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100 |
1,735.50 |
1,515.42 |
220.08 |
12.7% |
17.83 |
1.0% |
100% |
True |
False |
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120 |
1,735.50 |
1,515.42 |
220.08 |
12.7% |
17.56 |
1.0% |
100% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,840.22 |
2.618 |
1,800.01 |
1.618 |
1,775.37 |
1.000 |
1,760.14 |
0.618 |
1,750.73 |
HIGH |
1,735.50 |
0.618 |
1,726.09 |
0.500 |
1,723.18 |
0.382 |
1,720.27 |
LOW |
1,710.86 |
0.618 |
1,695.63 |
1.000 |
1,686.22 |
1.618 |
1,670.99 |
2.618 |
1,646.35 |
4.250 |
1,606.14 |
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