Day Change Summary |
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Previous |
Current |
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20-Dec-2005 |
21-Dec-2005 |
Change |
Change % |
Previous Week |
Open |
10,836.90 |
10,805.60 |
-31.30 |
-0.3% |
10,778.70 |
High |
10,860.10 |
10,900.90 |
40.80 |
0.4% |
10,940.30 |
Low |
10,789.60 |
10,805.60 |
16.00 |
0.1% |
10,735.10 |
Close |
10,805.50 |
10,833.70 |
28.20 |
0.3% |
10,875.60 |
Range |
70.50 |
95.30 |
24.80 |
35.2% |
205.20 |
ATR |
87.40 |
87.97 |
0.57 |
0.7% |
0.00 |
Volume |
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Daily Pivots for day following 21-Dec-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,132.63 |
11,078.47 |
10,886.12 |
|
R3 |
11,037.33 |
10,983.17 |
10,859.91 |
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R2 |
10,942.03 |
10,942.03 |
10,851.17 |
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R1 |
10,887.87 |
10,887.87 |
10,842.44 |
10,914.95 |
PP |
10,846.73 |
10,846.73 |
10,846.73 |
10,860.28 |
S1 |
10,792.57 |
10,792.57 |
10,824.96 |
10,819.65 |
S2 |
10,751.43 |
10,751.43 |
10,816.23 |
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S3 |
10,656.13 |
10,697.27 |
10,807.49 |
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S4 |
10,560.83 |
10,601.97 |
10,781.29 |
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Weekly Pivots for week ending 16-Dec-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,465.93 |
11,375.97 |
10,988.46 |
|
R3 |
11,260.73 |
11,170.77 |
10,932.03 |
|
R2 |
11,055.53 |
11,055.53 |
10,913.22 |
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R1 |
10,965.57 |
10,965.57 |
10,894.41 |
11,010.55 |
PP |
10,850.33 |
10,850.33 |
10,850.33 |
10,872.83 |
S1 |
10,760.37 |
10,760.37 |
10,856.79 |
10,805.35 |
S2 |
10,645.13 |
10,645.13 |
10,837.98 |
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S3 |
10,439.93 |
10,555.17 |
10,819.17 |
|
S4 |
10,234.73 |
10,349.97 |
10,762.74 |
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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 |
10,940.30 |
10,789.60 |
150.70 |
1.4% |
81.38 |
0.8% |
29% |
False |
False |
|
10 |
10,940.30 |
10,729.70 |
210.60 |
1.9% |
89.68 |
0.8% |
49% |
False |
False |
|
20 |
10,959.80 |
10,729.70 |
230.10 |
2.1% |
87.24 |
0.8% |
45% |
False |
False |
|
40 |
10,959.80 |
10,230.00 |
729.80 |
6.7% |
85.89 |
0.8% |
83% |
False |
False |
|
60 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
94.62 |
0.9% |
84% |
False |
False |
|
80 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
94.21 |
0.9% |
84% |
False |
False |
|
100 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
93.91 |
0.9% |
84% |
False |
False |
|
120 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
92.68 |
0.9% |
84% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,305.93 |
2.618 |
11,150.40 |
1.618 |
11,055.10 |
1.000 |
10,996.20 |
0.618 |
10,959.80 |
HIGH |
10,900.90 |
0.618 |
10,864.50 |
0.500 |
10,853.25 |
0.382 |
10,842.00 |
LOW |
10,805.60 |
0.618 |
10,746.70 |
1.000 |
10,710.30 |
1.618 |
10,651.40 |
2.618 |
10,556.10 |
4.250 |
10,400.58 |
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