Day Change Summary |
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Previous |
Current |
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26-Sep-2005 |
27-Sep-2005 |
Change |
Change % |
Previous Week |
Open |
1,581.16 |
1,575.84 |
-5.32 |
-0.3% |
1,595.08 |
High |
1,584.58 |
1,578.18 |
-6.40 |
-0.4% |
1,604.02 |
Low |
1,564.52 |
1,563.21 |
-1.31 |
-0.1% |
1,551.81 |
Close |
1,572.86 |
1,568.84 |
-4.02 |
-0.3% |
1,571.75 |
Range |
20.06 |
14.97 |
-5.09 |
-25.4% |
52.21 |
ATR |
17.28 |
17.12 |
-0.17 |
-1.0% |
0.00 |
Volume |
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Daily Pivots for day following 27-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,614.99 |
1,606.88 |
1,577.07 |
|
R3 |
1,600.02 |
1,591.91 |
1,572.96 |
|
R2 |
1,585.05 |
1,585.05 |
1,571.58 |
|
R1 |
1,576.94 |
1,576.94 |
1,570.21 |
1,573.51 |
PP |
1,570.08 |
1,570.08 |
1,570.08 |
1,568.36 |
S1 |
1,561.97 |
1,561.97 |
1,567.47 |
1,558.54 |
S2 |
1,555.11 |
1,555.11 |
1,566.10 |
|
S3 |
1,540.14 |
1,547.00 |
1,564.72 |
|
S4 |
1,525.17 |
1,532.03 |
1,560.61 |
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Weekly Pivots for week ending 23-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,732.49 |
1,704.33 |
1,600.47 |
|
R3 |
1,680.28 |
1,652.12 |
1,586.11 |
|
R2 |
1,628.07 |
1,628.07 |
1,581.32 |
|
R1 |
1,599.91 |
1,599.91 |
1,576.54 |
1,587.89 |
PP |
1,575.86 |
1,575.86 |
1,575.86 |
1,569.85 |
S1 |
1,547.70 |
1,547.70 |
1,566.96 |
1,535.68 |
S2 |
1,523.65 |
1,523.65 |
1,562.18 |
|
S3 |
1,471.44 |
1,495.49 |
1,557.39 |
|
S4 |
1,419.23 |
1,443.28 |
1,543.03 |
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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 |
1,584.58 |
1,551.81 |
32.77 |
2.1% |
17.57 |
1.1% |
52% |
False |
False |
|
10 |
1,609.37 |
1,551.81 |
57.56 |
3.7% |
17.93 |
1.1% |
30% |
False |
False |
|
20 |
1,619.12 |
1,551.81 |
67.31 |
4.3% |
15.91 |
1.0% |
25% |
False |
False |
|
40 |
1,628.57 |
1,551.31 |
77.26 |
4.9% |
16.21 |
1.0% |
23% |
False |
False |
|
60 |
1,628.57 |
1,484.18 |
144.39 |
9.2% |
16.26 |
1.0% |
59% |
False |
False |
|
80 |
1,628.57 |
1,484.18 |
144.39 |
9.2% |
16.59 |
1.1% |
59% |
False |
False |
|
100 |
1,628.57 |
1,432.83 |
195.74 |
12.5% |
16.64 |
1.1% |
69% |
False |
False |
|
120 |
1,628.57 |
1,394.36 |
234.21 |
14.9% |
17.35 |
1.1% |
74% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,641.80 |
2.618 |
1,617.37 |
1.618 |
1,602.40 |
1.000 |
1,593.15 |
0.618 |
1,587.43 |
HIGH |
1,578.18 |
0.618 |
1,572.46 |
0.500 |
1,570.70 |
0.382 |
1,568.93 |
LOW |
1,563.21 |
0.618 |
1,553.96 |
1.000 |
1,548.24 |
1.618 |
1,538.99 |
2.618 |
1,524.02 |
4.250 |
1,499.59 |
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