Day Change Summary |
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Previous |
Current |
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31-Jan-2006 |
01-Feb-2006 |
Change |
Change % |
Previous Week |
Open |
10,900.40 |
10,862.14 |
-38.26 |
-0.4% |
10,668.75 |
High |
10,923.45 |
10,967.57 |
44.12 |
0.4% |
10,932.34 |
Low |
10,862.14 |
10,852.82 |
-9.32 |
-0.1% |
10,666.35 |
Close |
10,864.86 |
10,953.95 |
89.09 |
0.8% |
10,907.21 |
Range |
61.31 |
114.75 |
53.44 |
87.2% |
265.99 |
ATR |
86.60 |
88.61 |
2.01 |
2.3% |
0.00 |
Volume |
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Daily Pivots for day following 01-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,269.03 |
11,226.24 |
11,017.06 |
|
R3 |
11,154.28 |
11,111.49 |
10,985.51 |
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R2 |
11,039.53 |
11,039.53 |
10,974.99 |
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R1 |
10,996.74 |
10,996.74 |
10,964.47 |
11,018.14 |
PP |
10,924.78 |
10,924.78 |
10,924.78 |
10,935.48 |
S1 |
10,881.99 |
10,881.99 |
10,943.43 |
10,903.39 |
S2 |
10,810.03 |
10,810.03 |
10,932.91 |
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S3 |
10,695.28 |
10,767.24 |
10,922.39 |
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S4 |
10,580.53 |
10,652.49 |
10,890.84 |
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Weekly Pivots for week ending 27-Jan-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,633.27 |
11,536.23 |
11,053.50 |
|
R3 |
11,367.28 |
11,270.24 |
10,980.36 |
|
R2 |
11,101.29 |
11,101.29 |
10,955.97 |
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R1 |
11,004.25 |
11,004.25 |
10,931.59 |
11,052.77 |
PP |
10,835.30 |
10,835.30 |
10,835.30 |
10,859.56 |
S1 |
10,738.26 |
10,738.26 |
10,882.83 |
10,786.78 |
S2 |
10,569.31 |
10,569.31 |
10,858.45 |
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S3 |
10,303.32 |
10,472.27 |
10,834.06 |
|
S4 |
10,037.33 |
10,206.28 |
10,760.92 |
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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 |
10,967.57 |
10,710.94 |
256.63 |
2.3% |
92.75 |
0.8% |
95% |
True |
False |
|
10 |
10,967.57 |
10,661.15 |
306.42 |
2.8% |
97.00 |
0.9% |
96% |
True |
False |
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20 |
11,047.76 |
10,661.15 |
386.61 |
3.5% |
85.16 |
0.8% |
76% |
False |
False |
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40 |
11,047.76 |
10,661.15 |
386.61 |
3.5% |
86.47 |
0.8% |
76% |
False |
False |
|
60 |
11,047.76 |
10,479.40 |
568.36 |
5.2% |
83.65 |
0.8% |
83% |
False |
False |
|
80 |
11,047.76 |
10,156.50 |
891.26 |
8.1% |
90.13 |
0.8% |
89% |
False |
False |
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100 |
11,047.76 |
10,156.50 |
891.26 |
8.1% |
91.70 |
0.8% |
89% |
False |
False |
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120 |
11,047.76 |
10,156.50 |
891.26 |
8.1% |
92.33 |
0.8% |
89% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,455.26 |
2.618 |
11,267.99 |
1.618 |
11,153.24 |
1.000 |
11,082.32 |
0.618 |
11,038.49 |
HIGH |
10,967.57 |
0.618 |
10,923.74 |
0.500 |
10,910.20 |
0.382 |
10,896.65 |
LOW |
10,852.82 |
0.618 |
10,781.90 |
1.000 |
10,738.07 |
1.618 |
10,667.15 |
2.618 |
10,552.40 |
4.250 |
10,365.13 |
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