Fixed point theorem

Here is an intuitive reason why the theorem is true:

First, without loss of generality, assume a < b.
Now draw the square whose corners are the points:
(a,a) (a,b) (b,a) (b,b)
Now draw the diagonal connecting the point (a,a) to the point (b,b).
Note that you are drawing a portion of the line y = x.
Now draw a random continuous (this is important) function that begins
at some point f(a) on the y axis [note that a <= f(a) <= b] and ends
at some point f(b) on the y axis (note that a <= f(b) <= b]. Does the
function you drew intersect the diagonal you drew? My guess is that it
does. Don't spend too much time trying to draw a function that doesn't
touch the diagonal - you'll find it impossible.
This is what the theorem is saying - that anytime you draw such a
function, it must intersect the line y = x at least once. It will
either intersect the line at x = a, at x = b, or at some point in the
interval (a,b).
For a proof, consider the following:
Let a, b be real numbers with a < b.
Let f: [a,b] --> [a,b] be continuous and let g: [a,b] --> [a,b] be
defined by g(x) = x.
Now define h(x) = f(x) - g(x) = f(x) - x.
g(x) is clearly continuous on [a,b] and since f(x) is also continuous
on [a,b], we know that h(x), which is the difference of two continuous
functions, will also be continuous on [a,b].
Case 1: if f(a) = a, we're done.
Case 2: assume f(a) > a. If f(b) = b, we're done.
Case 3: assume f(a) > a and f(b) < b.
then f(a) - a > 0 which implies
h(a) > 0.
we also have:
f(b) - b < 0 which implies
h(b) < 0.
Let's summarize what we know:
h(x) is continuous on [a,b], h(a) > 0, and h(b) < 0.
The Intermediate Value Theorem will now give us that there exists a
point c in the interval (a,b) such that h(c) = 0. But this means
f(c) - c = 0 which implies f(c) = c which is exactly what we wanted
to show.