Day Change Summary |
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Previous |
Current |
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03-Jan-2006 |
04-Jan-2006 |
Change |
Change % |
Previous Week |
Open |
10,718.30 |
10,844.00 |
125.70 |
1.2% |
10,883.80 |
High |
10,862.80 |
10,892.60 |
29.80 |
0.3% |
10,932.80 |
Low |
10,684.50 |
10,833.90 |
149.40 |
1.4% |
10,709.40 |
Close |
10,847.40 |
10,880.20 |
32.80 |
0.3% |
10,717.50 |
Range |
178.30 |
58.70 |
-119.60 |
-67.1% |
223.40 |
ATR |
88.50 |
86.37 |
-2.13 |
-2.4% |
0.00 |
Volume |
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Daily Pivots for day following 04-Jan-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,045.00 |
11,021.30 |
10,912.49 |
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R3 |
10,986.30 |
10,962.60 |
10,896.34 |
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R2 |
10,927.60 |
10,927.60 |
10,890.96 |
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R1 |
10,903.90 |
10,903.90 |
10,885.58 |
10,915.75 |
PP |
10,868.90 |
10,868.90 |
10,868.90 |
10,874.83 |
S1 |
10,845.20 |
10,845.20 |
10,874.82 |
10,857.05 |
S2 |
10,810.20 |
10,810.20 |
10,869.44 |
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S3 |
10,751.50 |
10,786.50 |
10,864.06 |
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S4 |
10,692.80 |
10,727.80 |
10,847.92 |
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Weekly Pivots for week ending 30-Dec-2005 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,456.77 |
11,310.53 |
10,840.37 |
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R3 |
11,233.37 |
11,087.13 |
10,778.94 |
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R2 |
11,009.97 |
11,009.97 |
10,758.46 |
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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 |
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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 |
10,892.60 |
10,684.50 |
208.10 |
1.9% |
80.88 |
0.7% |
94% |
True |
False |
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10 |
10,932.80 |
10,684.50 |
248.30 |
2.3% |
82.33 |
0.8% |
79% |
False |
False |
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20 |
10,940.30 |
10,684.50 |
255.80 |
2.4% |
87.40 |
0.8% |
77% |
False |
False |
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40 |
10,959.80 |
10,519.40 |
440.40 |
4.0% |
82.54 |
0.8% |
82% |
False |
False |
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60 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
91.65 |
0.8% |
90% |
False |
False |
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80 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
92.79 |
0.9% |
90% |
False |
False |
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100 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
93.38 |
0.9% |
90% |
False |
False |
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120 |
10,959.80 |
10,156.50 |
803.30 |
7.4% |
91.40 |
0.8% |
90% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,142.08 |
2.618 |
11,046.28 |
1.618 |
10,987.58 |
1.000 |
10,951.30 |
0.618 |
10,928.88 |
HIGH |
10,892.60 |
0.618 |
10,870.18 |
0.500 |
10,863.25 |
0.382 |
10,856.32 |
LOW |
10,833.90 |
0.618 |
10,797.62 |
1.000 |
10,775.20 |
1.618 |
10,738.92 |
2.618 |
10,680.22 |
4.250 |
10,584.43 |
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