Day Change Summary |
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Previous |
Current |
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29-Sep-2005 |
30-Sep-2005 |
Change |
Change % |
Previous Week |
Open |
1,567.44 |
1,589.24 |
21.80 |
1.4% |
1,581.16 |
High |
1,591.15 |
1,601.69 |
10.54 |
0.7% |
1,601.69 |
Low |
1,560.87 |
1,588.22 |
27.35 |
1.8% |
1,560.87 |
Close |
1,589.93 |
1,601.66 |
11.73 |
0.7% |
1,601.66 |
Range |
30.28 |
13.47 |
-16.81 |
-55.5% |
40.82 |
ATR |
17.96 |
17.64 |
-0.32 |
-1.8% |
0.00 |
Volume |
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Daily Pivots for day following 30-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,637.60 |
1,633.10 |
1,609.07 |
|
R3 |
1,624.13 |
1,619.63 |
1,605.36 |
|
R2 |
1,610.66 |
1,610.66 |
1,604.13 |
|
R1 |
1,606.16 |
1,606.16 |
1,602.89 |
1,608.41 |
PP |
1,597.19 |
1,597.19 |
1,597.19 |
1,598.32 |
S1 |
1,592.69 |
1,592.69 |
1,600.43 |
1,594.94 |
S2 |
1,583.72 |
1,583.72 |
1,599.19 |
|
S3 |
1,570.25 |
1,579.22 |
1,597.96 |
|
S4 |
1,556.78 |
1,565.75 |
1,594.25 |
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Weekly Pivots for week ending 30-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,710.53 |
1,696.92 |
1,624.11 |
|
R3 |
1,669.71 |
1,656.10 |
1,612.89 |
|
R2 |
1,628.89 |
1,628.89 |
1,609.14 |
|
R1 |
1,615.28 |
1,615.28 |
1,605.40 |
1,622.09 |
PP |
1,588.07 |
1,588.07 |
1,588.07 |
1,591.48 |
S1 |
1,574.46 |
1,574.46 |
1,597.92 |
1,581.27 |
S2 |
1,547.25 |
1,547.25 |
1,594.18 |
|
S3 |
1,506.43 |
1,533.64 |
1,590.43 |
|
S4 |
1,465.61 |
1,492.82 |
1,579.21 |
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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 |
1,601.69 |
1,560.87 |
40.82 |
2.5% |
18.89 |
1.2% |
100% |
True |
False |
|
10 |
1,604.02 |
1,551.81 |
52.21 |
3.3% |
19.41 |
1.2% |
95% |
False |
False |
|
20 |
1,619.12 |
1,551.81 |
67.31 |
4.2% |
16.54 |
1.0% |
74% |
False |
False |
|
40 |
1,619.12 |
1,551.31 |
67.81 |
4.2% |
16.66 |
1.0% |
74% |
False |
False |
|
60 |
1,628.57 |
1,502.20 |
126.37 |
7.9% |
16.24 |
1.0% |
79% |
False |
False |
|
80 |
1,628.57 |
1,484.18 |
144.39 |
9.0% |
16.68 |
1.0% |
81% |
False |
False |
|
100 |
1,628.57 |
1,432.83 |
195.74 |
12.2% |
16.82 |
1.1% |
86% |
False |
False |
|
120 |
1,628.57 |
1,394.36 |
234.21 |
14.6% |
17.32 |
1.1% |
89% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,658.94 |
2.618 |
1,636.95 |
1.618 |
1,623.48 |
1.000 |
1,615.16 |
0.618 |
1,610.01 |
HIGH |
1,601.69 |
0.618 |
1,596.54 |
0.500 |
1,594.96 |
0.382 |
1,593.37 |
LOW |
1,588.22 |
0.618 |
1,579.90 |
1.000 |
1,574.75 |
1.618 |
1,566.43 |
2.618 |
1,552.96 |
4.250 |
1,530.97 |
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