Day Change Summary |
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Previous |
Current |
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11-Jan-2006 |
12-Jan-2006 |
Change |
Change % |
Previous Week |
Open |
11,011.66 |
11,043.12 |
31.46 |
0.3% |
10,718.30 |
High |
11,047.76 |
11,045.84 |
-1.92 |
0.0% |
10,968.80 |
Low |
10,991.97 |
10,951.23 |
-40.74 |
-0.4% |
10,684.50 |
Close |
11,043.44 |
10,962.36 |
-81.08 |
-0.7% |
10,959.30 |
Range |
55.79 |
94.61 |
38.82 |
69.6% |
284.30 |
ATR |
81.30 |
82.25 |
0.95 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 12-Jan-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,270.31 |
11,210.94 |
11,014.40 |
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R3 |
11,175.70 |
11,116.33 |
10,988.38 |
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R2 |
11,081.09 |
11,081.09 |
10,979.71 |
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R1 |
11,021.72 |
11,021.72 |
10,971.03 |
11,004.10 |
PP |
10,986.48 |
10,986.48 |
10,986.48 |
10,977.67 |
S1 |
10,927.11 |
10,927.11 |
10,953.69 |
10,909.49 |
S2 |
10,891.87 |
10,891.87 |
10,945.01 |
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S3 |
10,797.26 |
10,832.50 |
10,936.34 |
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S4 |
10,702.65 |
10,737.89 |
10,910.32 |
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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 |
11,047.76 |
10,875.50 |
172.26 |
1.6% |
76.72 |
0.7% |
50% |
False |
False |
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10 |
11,047.76 |
10,684.50 |
363.26 |
3.3% |
80.57 |
0.7% |
76% |
False |
False |
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20 |
11,047.76 |
10,684.50 |
363.26 |
3.3% |
80.61 |
0.7% |
76% |
False |
False |
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40 |
11,047.76 |
10,652.30 |
395.46 |
3.6% |
82.84 |
0.8% |
78% |
False |
False |
|
60 |
11,047.76 |
10,193.50 |
854.26 |
7.8% |
90.04 |
0.8% |
90% |
False |
False |
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80 |
11,047.76 |
10,156.50 |
891.26 |
8.1% |
92.33 |
0.8% |
90% |
False |
False |
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100 |
11,047.76 |
10,156.50 |
891.26 |
8.1% |
92.10 |
0.8% |
90% |
False |
False |
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120 |
11,047.76 |
10,156.50 |
891.26 |
8.1% |
91.11 |
0.8% |
90% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,447.93 |
2.618 |
11,293.53 |
1.618 |
11,198.92 |
1.000 |
11,140.45 |
0.618 |
11,104.31 |
HIGH |
11,045.84 |
0.618 |
11,009.70 |
0.500 |
10,998.54 |
0.382 |
10,987.37 |
LOW |
10,951.23 |
0.618 |
10,892.76 |
1.000 |
10,856.62 |
1.618 |
10,798.15 |
2.618 |
10,703.54 |
4.250 |
10,549.14 |
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