Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2005 |
16-Sep-2005 |
Change |
Change % |
Previous Week |
Open |
1,594.51 |
1,592.10 |
-2.41 |
-0.2% |
1,607.60 |
High |
1,596.38 |
1,600.44 |
4.06 |
0.3% |
1,619.12 |
Low |
1,585.07 |
1,587.18 |
2.11 |
0.1% |
1,585.07 |
Close |
1,588.55 |
1,599.44 |
10.89 |
0.7% |
1,599.44 |
Range |
11.31 |
13.26 |
1.95 |
17.2% |
34.05 |
ATR |
15.89 |
15.70 |
-0.19 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.47 |
1,630.71 |
1,606.73 |
|
R3 |
1,622.21 |
1,617.45 |
1,603.09 |
|
R2 |
1,608.95 |
1,608.95 |
1,601.87 |
|
R1 |
1,604.19 |
1,604.19 |
1,600.66 |
1,606.57 |
PP |
1,595.69 |
1,595.69 |
1,595.69 |
1,596.88 |
S1 |
1,590.93 |
1,590.93 |
1,598.22 |
1,593.31 |
S2 |
1,582.43 |
1,582.43 |
1,597.01 |
|
S3 |
1,569.17 |
1,577.67 |
1,595.79 |
|
S4 |
1,555.91 |
1,564.41 |
1,592.15 |
|
|
Weekly Pivots for week ending 16-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,703.36 |
1,685.45 |
1,618.17 |
|
R3 |
1,669.31 |
1,651.40 |
1,608.80 |
|
R2 |
1,635.26 |
1,635.26 |
1,605.68 |
|
R1 |
1,617.35 |
1,617.35 |
1,602.56 |
1,609.28 |
PP |
1,601.21 |
1,601.21 |
1,601.21 |
1,597.18 |
S1 |
1,583.30 |
1,583.30 |
1,596.32 |
1,575.23 |
S2 |
1,567.16 |
1,567.16 |
1,593.20 |
|
S3 |
1,533.11 |
1,549.25 |
1,590.08 |
|
S4 |
1,499.06 |
1,515.20 |
1,580.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,619.12 |
1,585.07 |
34.05 |
2.1% |
14.07 |
0.9% |
42% |
False |
False |
|
10 |
1,619.12 |
1,571.82 |
47.30 |
3.0% |
13.66 |
0.9% |
58% |
False |
False |
|
20 |
1,619.12 |
1,551.31 |
67.81 |
4.2% |
14.93 |
0.9% |
71% |
False |
False |
|
40 |
1,628.57 |
1,551.31 |
77.26 |
4.8% |
15.36 |
1.0% |
62% |
False |
False |
|
60 |
1,628.57 |
1,484.18 |
144.39 |
9.0% |
16.00 |
1.0% |
80% |
False |
False |
|
80 |
1,628.57 |
1,484.18 |
144.39 |
9.0% |
16.27 |
1.0% |
80% |
False |
False |
|
100 |
1,628.57 |
1,394.36 |
234.21 |
14.6% |
16.62 |
1.0% |
88% |
False |
False |
|
120 |
1,628.57 |
1,394.36 |
234.21 |
14.6% |
17.32 |
1.1% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,656.80 |
2.618 |
1,635.15 |
1.618 |
1,621.89 |
1.000 |
1,613.70 |
0.618 |
1,608.63 |
HIGH |
1,600.44 |
0.618 |
1,595.37 |
0.500 |
1,593.81 |
0.382 |
1,592.25 |
LOW |
1,587.18 |
0.618 |
1,578.99 |
1.000 |
1,573.92 |
1.618 |
1,565.73 |
2.618 |
1,552.47 |
4.250 |
1,530.83 |
|
|