Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2005 |
20-Sep-2005 |
Change |
Change % |
Previous Week |
Open |
1,595.08 |
1,589.33 |
-5.75 |
-0.4% |
1,607.60 |
High |
1,597.97 |
1,604.02 |
6.05 |
0.4% |
1,619.12 |
Low |
1,579.51 |
1,575.58 |
-3.93 |
-0.2% |
1,585.07 |
Close |
1,586.05 |
1,578.20 |
-7.85 |
-0.5% |
1,599.44 |
Range |
18.46 |
28.44 |
9.98 |
54.1% |
34.05 |
ATR |
16.00 |
16.89 |
0.89 |
5.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,671.25 |
1,653.17 |
1,593.84 |
|
R3 |
1,642.81 |
1,624.73 |
1,586.02 |
|
R2 |
1,614.37 |
1,614.37 |
1,583.41 |
|
R1 |
1,596.29 |
1,596.29 |
1,580.81 |
1,591.11 |
PP |
1,585.93 |
1,585.93 |
1,585.93 |
1,583.35 |
S1 |
1,567.85 |
1,567.85 |
1,575.59 |
1,562.67 |
S2 |
1,557.49 |
1,557.49 |
1,572.99 |
|
S3 |
1,529.05 |
1,539.41 |
1,570.38 |
|
S4 |
1,500.61 |
1,510.97 |
1,562.56 |
|
|
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 |
1,609.37 |
1,575.58 |
33.79 |
2.1% |
18.29 |
1.2% |
8% |
False |
True |
|
10 |
1,619.12 |
1,575.58 |
43.54 |
2.8% |
15.36 |
1.0% |
6% |
False |
True |
|
20 |
1,619.12 |
1,551.31 |
67.81 |
4.3% |
15.71 |
1.0% |
40% |
False |
False |
|
40 |
1,628.57 |
1,551.31 |
77.26 |
4.9% |
15.75 |
1.0% |
35% |
False |
False |
|
60 |
1,628.57 |
1,484.18 |
144.39 |
9.1% |
15.93 |
1.0% |
65% |
False |
False |
|
80 |
1,628.57 |
1,484.18 |
144.39 |
9.1% |
16.58 |
1.1% |
65% |
False |
False |
|
100 |
1,628.57 |
1,394.36 |
234.21 |
14.8% |
16.73 |
1.1% |
78% |
False |
False |
|
120 |
1,628.57 |
1,394.36 |
234.21 |
14.8% |
17.43 |
1.1% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,724.89 |
2.618 |
1,678.48 |
1.618 |
1,650.04 |
1.000 |
1,632.46 |
0.618 |
1,621.60 |
HIGH |
1,604.02 |
0.618 |
1,593.16 |
0.500 |
1,589.80 |
0.382 |
1,586.44 |
LOW |
1,575.58 |
0.618 |
1,558.00 |
1.000 |
1,547.14 |
1.618 |
1,529.56 |
2.618 |
1,501.12 |
4.250 |
1,454.71 |
|
|