Day Change Summary |
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Previous |
Current |
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23-Dec-2005 |
27-Dec-2005 |
Change |
Change % |
Previous Week |
Open |
10,883.30 |
10,883.80 |
0.50 |
0.0% |
10,875.50 |
High |
10,904.80 |
10,932.80 |
28.00 |
0.3% |
10,922.40 |
Low |
10,869.80 |
10,776.50 |
-93.30 |
-0.9% |
10,789.60 |
Close |
10,883.30 |
10,777.80 |
-105.50 |
-1.0% |
10,883.30 |
Range |
35.00 |
156.30 |
121.30 |
346.6% |
132.80 |
ATR |
82.45 |
87.73 |
5.27 |
6.4% |
0.00 |
Volume |
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Daily Pivots for day following 27-Dec-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,297.93 |
11,194.17 |
10,863.77 |
|
R3 |
11,141.63 |
11,037.87 |
10,820.78 |
|
R2 |
10,985.33 |
10,985.33 |
10,806.46 |
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R1 |
10,881.57 |
10,881.57 |
10,792.13 |
10,855.30 |
PP |
10,829.03 |
10,829.03 |
10,829.03 |
10,815.90 |
S1 |
10,725.27 |
10,725.27 |
10,763.47 |
10,699.00 |
S2 |
10,672.73 |
10,672.73 |
10,749.15 |
|
S3 |
10,516.43 |
10,568.97 |
10,734.82 |
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S4 |
10,360.13 |
10,412.67 |
10,691.84 |
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Weekly Pivots for week ending 23-Dec-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,263.50 |
11,206.20 |
10,956.34 |
|
R3 |
11,130.70 |
11,073.40 |
10,919.82 |
|
R2 |
10,997.90 |
10,997.90 |
10,907.65 |
|
R1 |
10,940.60 |
10,940.60 |
10,895.47 |
10,969.25 |
PP |
10,865.10 |
10,865.10 |
10,865.10 |
10,879.43 |
S1 |
10,807.80 |
10,807.80 |
10,871.13 |
10,836.45 |
S2 |
10,732.30 |
10,732.30 |
10,858.95 |
|
S3 |
10,599.50 |
10,675.00 |
10,846.78 |
|
S4 |
10,466.70 |
10,542.20 |
10,810.26 |
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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 |
10,932.80 |
10,776.50 |
156.30 |
1.5% |
83.78 |
0.8% |
1% |
True |
True |
|
10 |
10,940.30 |
10,751.40 |
188.90 |
1.8% |
87.96 |
0.8% |
14% |
False |
False |
|
20 |
10,959.80 |
10,729.70 |
230.10 |
2.1% |
89.55 |
0.8% |
21% |
False |
False |
|
40 |
10,959.80 |
10,388.80 |
571.00 |
5.3% |
82.46 |
0.8% |
68% |
False |
False |
|
60 |
10,959.80 |
10,156.50 |
803.30 |
7.5% |
94.22 |
0.9% |
77% |
False |
False |
|
80 |
10,959.80 |
10,156.50 |
803.30 |
7.5% |
93.28 |
0.9% |
77% |
False |
False |
|
100 |
10,959.80 |
10,156.50 |
803.30 |
7.5% |
94.19 |
0.9% |
77% |
False |
False |
|
120 |
10,959.80 |
10,156.50 |
803.30 |
7.5% |
91.84 |
0.9% |
77% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,597.08 |
2.618 |
11,341.99 |
1.618 |
11,185.69 |
1.000 |
11,089.10 |
0.618 |
11,029.39 |
HIGH |
10,932.80 |
0.618 |
10,873.09 |
0.500 |
10,854.65 |
0.382 |
10,836.21 |
LOW |
10,776.50 |
0.618 |
10,679.91 |
1.000 |
10,620.20 |
1.618 |
10,523.61 |
2.618 |
10,367.31 |
4.250 |
10,112.23 |
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