Day Change Summary |
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Previous |
Current |
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30-Dec-2005 |
03-Jan-2006 |
Change |
Change % |
Previous Week |
Open |
10,783.90 |
10,718.30 |
-65.60 |
-0.6% |
10,883.80 |
High |
10,783.90 |
10,862.80 |
78.90 |
0.7% |
10,932.80 |
Low |
10,709.40 |
10,684.50 |
-24.90 |
-0.2% |
10,709.40 |
Close |
10,717.50 |
10,847.40 |
129.90 |
1.2% |
10,717.50 |
Range |
74.50 |
178.30 |
103.80 |
139.3% |
223.40 |
ATR |
81.60 |
88.50 |
6.91 |
8.5% |
0.00 |
Volume |
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Daily Pivots for day following 03-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,333.13 |
11,268.57 |
10,945.47 |
|
R3 |
11,154.83 |
11,090.27 |
10,896.43 |
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R2 |
10,976.53 |
10,976.53 |
10,880.09 |
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R1 |
10,911.97 |
10,911.97 |
10,863.74 |
10,944.25 |
PP |
10,798.23 |
10,798.23 |
10,798.23 |
10,814.38 |
S1 |
10,733.67 |
10,733.67 |
10,831.06 |
10,765.95 |
S2 |
10,619.93 |
10,619.93 |
10,814.71 |
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S3 |
10,441.63 |
10,555.37 |
10,798.37 |
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S4 |
10,263.33 |
10,377.07 |
10,749.34 |
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Weekly Pivots for week ending 30-Dec-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,456.77 |
11,310.53 |
10,840.37 |
|
R3 |
11,233.37 |
11,087.13 |
10,778.94 |
|
R2 |
11,009.97 |
11,009.97 |
10,758.46 |
|
R1 |
10,863.73 |
10,863.73 |
10,737.98 |
10,825.15 |
PP |
10,786.57 |
10,786.57 |
10,786.57 |
10,767.28 |
S1 |
10,640.33 |
10,640.33 |
10,697.02 |
10,601.75 |
S2 |
10,563.17 |
10,563.17 |
10,676.54 |
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S3 |
10,339.77 |
10,416.93 |
10,656.07 |
|
S4 |
10,116.37 |
10,193.53 |
10,594.63 |
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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 |
10,684.50 |
248.30 |
2.3% |
100.40 |
0.9% |
66% |
False |
True |
|
10 |
10,932.80 |
10,684.50 |
248.30 |
2.3% |
86.14 |
0.8% |
66% |
False |
True |
|
20 |
10,940.30 |
10,684.50 |
255.80 |
2.4% |
87.78 |
0.8% |
64% |
False |
True |
|
40 |
10,959.80 |
10,479.40 |
480.40 |
4.4% |
82.90 |
0.8% |
77% |
False |
False |
|
60 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
91.78 |
0.8% |
86% |
False |
False |
|
80 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
93.33 |
0.9% |
86% |
False |
False |
|
100 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
93.76 |
0.9% |
86% |
False |
False |
|
120 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
91.72 |
0.8% |
86% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,620.58 |
2.618 |
11,329.59 |
1.618 |
11,151.29 |
1.000 |
11,041.10 |
0.618 |
10,972.99 |
HIGH |
10,862.80 |
0.618 |
10,794.69 |
0.500 |
10,773.65 |
0.382 |
10,752.61 |
LOW |
10,684.50 |
0.618 |
10,574.31 |
1.000 |
10,506.20 |
1.618 |
10,396.01 |
2.618 |
10,217.71 |
4.250 |
9,926.73 |
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