Day Change Summary |
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Previous |
Current |
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27-Dec-2005 |
28-Dec-2005 |
Change |
Change % |
Previous Week |
Open |
10,883.80 |
10,778.30 |
-105.50 |
-1.0% |
10,875.50 |
High |
10,932.80 |
10,825.20 |
-107.60 |
-1.0% |
10,922.40 |
Low |
10,776.50 |
10,778.30 |
1.80 |
0.0% |
10,789.60 |
Close |
10,777.80 |
10,796.30 |
18.50 |
0.2% |
10,883.30 |
Range |
156.30 |
46.90 |
-109.40 |
-70.0% |
132.80 |
ATR |
87.73 |
84.85 |
-2.88 |
-3.3% |
0.00 |
Volume |
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Daily Pivots for day following 28-Dec-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,940.63 |
10,915.37 |
10,822.10 |
|
R3 |
10,893.73 |
10,868.47 |
10,809.20 |
|
R2 |
10,846.83 |
10,846.83 |
10,804.90 |
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R1 |
10,821.57 |
10,821.57 |
10,800.60 |
10,834.20 |
PP |
10,799.93 |
10,799.93 |
10,799.93 |
10,806.25 |
S1 |
10,774.67 |
10,774.67 |
10,792.00 |
10,787.30 |
S2 |
10,753.03 |
10,753.03 |
10,787.70 |
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S3 |
10,706.13 |
10,727.77 |
10,783.40 |
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S4 |
10,659.23 |
10,680.87 |
10,770.51 |
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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 |
1.4% |
79.06 |
0.7% |
13% |
False |
False |
|
10 |
10,940.30 |
10,776.50 |
163.80 |
1.5% |
80.64 |
0.7% |
12% |
False |
False |
|
20 |
10,940.30 |
10,729.70 |
210.60 |
2.0% |
88.31 |
0.8% |
32% |
False |
False |
|
40 |
10,959.80 |
10,388.80 |
571.00 |
5.3% |
81.54 |
0.8% |
71% |
False |
False |
|
60 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
93.58 |
0.9% |
80% |
False |
False |
|
80 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
93.08 |
0.9% |
80% |
False |
False |
|
100 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
94.10 |
0.9% |
80% |
False |
False |
|
120 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
90.88 |
0.8% |
80% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,024.53 |
2.618 |
10,947.98 |
1.618 |
10,901.08 |
1.000 |
10,872.10 |
0.618 |
10,854.18 |
HIGH |
10,825.20 |
0.618 |
10,807.28 |
0.500 |
10,801.75 |
0.382 |
10,796.22 |
LOW |
10,778.30 |
0.618 |
10,749.32 |
1.000 |
10,731.40 |
1.618 |
10,702.42 |
2.618 |
10,655.52 |
4.250 |
10,578.98 |
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