Day Change Summary |
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Previous |
Current |
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20-Sep-2005 |
21-Sep-2005 |
Change |
Change % |
Previous Week |
Open |
1,589.33 |
1,577.10 |
-12.23 |
-0.8% |
1,607.60 |
High |
1,604.02 |
1,577.67 |
-26.35 |
-1.6% |
1,619.12 |
Low |
1,575.58 |
1,561.47 |
-14.11 |
-0.9% |
1,585.07 |
Close |
1,578.20 |
1,561.84 |
-16.36 |
-1.0% |
1,599.44 |
Range |
28.44 |
16.20 |
-12.24 |
-43.0% |
34.05 |
ATR |
16.89 |
16.88 |
-0.01 |
-0.1% |
0.00 |
Volume |
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Daily Pivots for day following 21-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,615.59 |
1,604.92 |
1,570.75 |
|
R3 |
1,599.39 |
1,588.72 |
1,566.30 |
|
R2 |
1,583.19 |
1,583.19 |
1,564.81 |
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R1 |
1,572.52 |
1,572.52 |
1,563.33 |
1,569.76 |
PP |
1,566.99 |
1,566.99 |
1,566.99 |
1,565.61 |
S1 |
1,556.32 |
1,556.32 |
1,560.36 |
1,553.56 |
S2 |
1,550.79 |
1,550.79 |
1,558.87 |
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S3 |
1,534.59 |
1,540.12 |
1,557.39 |
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S4 |
1,518.39 |
1,523.92 |
1,552.93 |
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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 |
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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 |
1,604.02 |
1,561.47 |
42.55 |
2.7% |
17.53 |
1.1% |
1% |
False |
True |
|
10 |
1,619.12 |
1,561.47 |
57.65 |
3.7% |
15.99 |
1.0% |
1% |
False |
True |
|
20 |
1,619.12 |
1,551.31 |
67.81 |
4.3% |
15.93 |
1.0% |
16% |
False |
False |
|
40 |
1,628.57 |
1,551.31 |
77.26 |
4.9% |
15.85 |
1.0% |
14% |
False |
False |
|
60 |
1,628.57 |
1,484.18 |
144.39 |
9.2% |
15.97 |
1.0% |
54% |
False |
False |
|
80 |
1,628.57 |
1,484.18 |
144.39 |
9.2% |
16.66 |
1.1% |
54% |
False |
False |
|
100 |
1,628.57 |
1,415.60 |
212.97 |
13.6% |
16.61 |
1.1% |
69% |
False |
False |
|
120 |
1,628.57 |
1,394.36 |
234.21 |
15.0% |
17.32 |
1.1% |
72% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,646.52 |
2.618 |
1,620.08 |
1.618 |
1,603.88 |
1.000 |
1,593.87 |
0.618 |
1,587.68 |
HIGH |
1,577.67 |
0.618 |
1,571.48 |
0.500 |
1,569.57 |
0.382 |
1,567.66 |
LOW |
1,561.47 |
0.618 |
1,551.46 |
1.000 |
1,545.27 |
1.618 |
1,535.26 |
2.618 |
1,519.06 |
4.250 |
1,492.62 |
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