Day Change Summary |
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Previous |
Current |
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05-Jan-2006 |
06-Jan-2006 |
Change |
Change % |
Previous Week |
Open |
10,880.40 |
10,875.50 |
-4.90 |
0.0% |
10,718.30 |
High |
10,908.30 |
10,968.80 |
60.50 |
0.6% |
10,968.80 |
Low |
10,843.70 |
10,875.50 |
31.80 |
0.3% |
10,684.50 |
Close |
10,882.20 |
10,959.30 |
77.10 |
0.7% |
10,959.30 |
Range |
64.60 |
93.30 |
28.70 |
44.4% |
284.30 |
ATR |
84.82 |
85.42 |
0.61 |
0.7% |
0.00 |
Volume |
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Daily Pivots for day following 06-Jan-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,214.43 |
11,180.17 |
11,010.62 |
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R3 |
11,121.13 |
11,086.87 |
10,984.96 |
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R2 |
11,027.83 |
11,027.83 |
10,976.41 |
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R1 |
10,993.57 |
10,993.57 |
10,967.85 |
11,010.70 |
PP |
10,934.53 |
10,934.53 |
10,934.53 |
10,943.10 |
S1 |
10,900.27 |
10,900.27 |
10,950.75 |
10,917.40 |
S2 |
10,841.23 |
10,841.23 |
10,942.20 |
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S3 |
10,747.93 |
10,806.97 |
10,933.64 |
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S4 |
10,654.63 |
10,713.67 |
10,907.99 |
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Weekly Pivots for week ending 06-Jan-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,723.77 |
11,625.83 |
11,115.67 |
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R3 |
11,439.47 |
11,341.53 |
11,037.48 |
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R2 |
11,155.17 |
11,155.17 |
11,011.42 |
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R1 |
11,057.23 |
11,057.23 |
10,985.36 |
11,106.20 |
PP |
10,870.87 |
10,870.87 |
10,870.87 |
10,895.35 |
S1 |
10,772.93 |
10,772.93 |
10,933.24 |
10,821.90 |
S2 |
10,586.57 |
10,586.57 |
10,907.18 |
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S3 |
10,302.27 |
10,488.63 |
10,881.12 |
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S4 |
10,017.97 |
10,204.33 |
10,802.94 |
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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 |
10,968.80 |
10,684.50 |
284.30 |
2.6% |
93.88 |
0.9% |
97% |
True |
False |
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10 |
10,968.80 |
10,684.50 |
284.30 |
2.6% |
81.54 |
0.7% |
97% |
True |
False |
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20 |
10,968.80 |
10,684.50 |
284.30 |
2.6% |
85.61 |
0.8% |
97% |
True |
False |
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40 |
10,968.80 |
10,519.40 |
449.40 |
4.1% |
83.41 |
0.8% |
98% |
True |
False |
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60 |
10,968.80 |
10,156.50 |
812.30 |
7.4% |
91.55 |
0.8% |
99% |
True |
False |
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80 |
10,968.80 |
10,156.50 |
812.30 |
7.4% |
93.31 |
0.9% |
99% |
True |
False |
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100 |
10,968.80 |
10,156.50 |
812.30 |
7.4% |
92.84 |
0.8% |
99% |
True |
False |
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120 |
10,968.80 |
10,156.50 |
812.30 |
7.4% |
91.72 |
0.8% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,365.33 |
2.618 |
11,213.06 |
1.618 |
11,119.76 |
1.000 |
11,062.10 |
0.618 |
11,026.46 |
HIGH |
10,968.80 |
0.618 |
10,933.16 |
0.500 |
10,922.15 |
0.382 |
10,911.14 |
LOW |
10,875.50 |
0.618 |
10,817.84 |
1.000 |
10,782.20 |
1.618 |
10,724.54 |
2.618 |
10,631.24 |
4.250 |
10,478.98 |
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