Day Change Summary |
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Previous |
Current |
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10-Jan-2006 |
11-Jan-2006 |
Change |
Change % |
Previous Week |
Open |
1,732.25 |
1,748.88 |
16.63 |
1.0% |
1,654.39 |
High |
1,744.47 |
1,761.46 |
16.99 |
1.0% |
1,735.50 |
Low |
1,730.25 |
1,743.85 |
13.60 |
0.8% |
1,633.62 |
Close |
1,744.02 |
1,758.24 |
14.22 |
0.8% |
1,734.99 |
Range |
14.22 |
17.61 |
3.39 |
23.8% |
101.88 |
ATR |
19.30 |
19.18 |
-0.12 |
-0.6% |
0.00 |
Volume |
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Daily Pivots for day following 11-Jan-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,807.35 |
1,800.40 |
1,767.93 |
|
R3 |
1,789.74 |
1,782.79 |
1,763.08 |
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R2 |
1,772.13 |
1,772.13 |
1,761.47 |
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R1 |
1,765.18 |
1,765.18 |
1,759.85 |
1,768.66 |
PP |
1,754.52 |
1,754.52 |
1,754.52 |
1,756.25 |
S1 |
1,747.57 |
1,747.57 |
1,756.63 |
1,751.05 |
S2 |
1,736.91 |
1,736.91 |
1,755.01 |
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S3 |
1,719.30 |
1,729.96 |
1,753.40 |
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S4 |
1,701.69 |
1,712.35 |
1,748.55 |
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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 |
1,761.46 |
1,697.33 |
64.13 |
3.6% |
16.47 |
0.9% |
95% |
True |
False |
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10 |
1,761.46 |
1,633.62 |
127.84 |
7.3% |
18.81 |
1.1% |
97% |
True |
False |
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20 |
1,761.46 |
1,633.62 |
127.84 |
7.3% |
18.53 |
1.1% |
97% |
True |
False |
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40 |
1,761.46 |
1,633.62 |
127.84 |
7.3% |
17.14 |
1.0% |
97% |
True |
False |
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60 |
1,761.46 |
1,526.82 |
234.64 |
13.3% |
18.10 |
1.0% |
99% |
True |
False |
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80 |
1,761.46 |
1,515.42 |
246.04 |
14.0% |
18.51 |
1.1% |
99% |
True |
False |
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100 |
1,761.46 |
1,515.42 |
246.04 |
14.0% |
17.79 |
1.0% |
99% |
True |
False |
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120 |
1,761.46 |
1,515.42 |
246.04 |
14.0% |
17.46 |
1.0% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,836.30 |
2.618 |
1,807.56 |
1.618 |
1,789.95 |
1.000 |
1,779.07 |
0.618 |
1,772.34 |
HIGH |
1,761.46 |
0.618 |
1,754.73 |
0.500 |
1,752.66 |
0.382 |
1,750.58 |
LOW |
1,743.85 |
0.618 |
1,732.97 |
1.000 |
1,726.24 |
1.618 |
1,715.36 |
2.618 |
1,697.75 |
4.250 |
1,669.01 |
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