Day Change Summary |
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Previous |
Current |
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30-Sep-2005 |
03-Oct-2005 |
Change |
Change % |
Previous Week |
Open |
1,227.39 |
1,228.86 |
1.47 |
0.1% |
1,216.05 |
High |
1,229.57 |
1,233.34 |
3.77 |
0.3% |
1,229.57 |
Low |
1,225.22 |
1,225.15 |
-0.07 |
0.0% |
1,211.11 |
Close |
1,228.81 |
1,226.70 |
-2.11 |
-0.2% |
1,228.81 |
Range |
4.35 |
8.19 |
3.84 |
88.3% |
18.46 |
ATR |
9.99 |
9.86 |
-0.13 |
-1.3% |
0.00 |
Volume |
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Daily Pivots for day following 03-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.97 |
1,248.02 |
1,231.20 |
|
R3 |
1,244.78 |
1,239.83 |
1,228.95 |
|
R2 |
1,236.59 |
1,236.59 |
1,228.20 |
|
R1 |
1,231.64 |
1,231.64 |
1,227.45 |
1,230.02 |
PP |
1,228.40 |
1,228.40 |
1,228.40 |
1,227.59 |
S1 |
1,223.45 |
1,223.45 |
1,225.95 |
1,221.83 |
S2 |
1,220.21 |
1,220.21 |
1,225.20 |
|
S3 |
1,212.02 |
1,215.26 |
1,224.45 |
|
S4 |
1,203.83 |
1,207.07 |
1,222.20 |
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Weekly Pivots for week ending 30-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.54 |
1,272.14 |
1,238.96 |
|
R3 |
1,260.08 |
1,253.68 |
1,233.89 |
|
R2 |
1,241.62 |
1,241.62 |
1,232.19 |
|
R1 |
1,235.22 |
1,235.22 |
1,230.50 |
1,238.42 |
PP |
1,223.16 |
1,223.16 |
1,223.16 |
1,224.77 |
S1 |
1,216.76 |
1,216.76 |
1,227.12 |
1,219.96 |
S2 |
1,204.70 |
1,204.70 |
1,225.43 |
|
S3 |
1,186.24 |
1,198.30 |
1,223.73 |
|
S4 |
1,167.78 |
1,179.84 |
1,218.66 |
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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 |
1,233.34 |
1,211.11 |
22.23 |
1.8% |
9.40 |
0.8% |
70% |
True |
False |
|
10 |
1,236.49 |
1,205.35 |
31.14 |
2.5% |
10.61 |
0.9% |
69% |
False |
False |
|
20 |
1,243.13 |
1,205.35 |
37.78 |
3.1% |
9.59 |
0.8% |
57% |
False |
False |
|
40 |
1,243.13 |
1,201.07 |
42.06 |
3.4% |
9.91 |
0.8% |
61% |
False |
False |
|
60 |
1,245.86 |
1,201.07 |
44.79 |
3.7% |
9.34 |
0.8% |
57% |
False |
False |
|
80 |
1,245.86 |
1,183.55 |
62.31 |
5.1% |
9.44 |
0.8% |
69% |
False |
False |
|
100 |
1,245.86 |
1,146.18 |
99.68 |
8.1% |
9.50 |
0.8% |
81% |
False |
False |
|
120 |
1,245.86 |
1,136.15 |
109.71 |
8.9% |
10.12 |
0.8% |
83% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,268.15 |
2.618 |
1,254.78 |
1.618 |
1,246.59 |
1.000 |
1,241.53 |
0.618 |
1,238.40 |
HIGH |
1,233.34 |
0.618 |
1,230.21 |
0.500 |
1,229.25 |
0.382 |
1,228.28 |
LOW |
1,225.15 |
0.618 |
1,220.09 |
1.000 |
1,216.96 |
1.618 |
1,211.90 |
2.618 |
1,203.71 |
4.250 |
1,190.34 |
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