Day Change Summary |
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Previous |
Current |
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30-Sep-2005 |
03-Oct-2005 |
Change |
Change % |
Previous Week |
Open |
1,589.24 |
1,603.47 |
14.23 |
0.9% |
1,581.16 |
High |
1,601.69 |
1,612.53 |
10.84 |
0.7% |
1,601.69 |
Low |
1,588.22 |
1,603.39 |
15.17 |
1.0% |
1,560.87 |
Close |
1,601.66 |
1,605.59 |
3.93 |
0.2% |
1,601.66 |
Range |
13.47 |
9.14 |
-4.33 |
-32.1% |
40.82 |
ATR |
17.64 |
17.16 |
-0.48 |
-2.7% |
0.00 |
Volume |
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Daily Pivots for day following 03-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,634.59 |
1,629.23 |
1,610.62 |
|
R3 |
1,625.45 |
1,620.09 |
1,608.10 |
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R2 |
1,616.31 |
1,616.31 |
1,607.27 |
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R1 |
1,610.95 |
1,610.95 |
1,606.43 |
1,613.63 |
PP |
1,607.17 |
1,607.17 |
1,607.17 |
1,608.51 |
S1 |
1,601.81 |
1,601.81 |
1,604.75 |
1,604.49 |
S2 |
1,598.03 |
1,598.03 |
1,603.91 |
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S3 |
1,588.89 |
1,592.67 |
1,603.08 |
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S4 |
1,579.75 |
1,583.53 |
1,600.56 |
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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 |
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S3 |
1,506.43 |
1,533.64 |
1,590.43 |
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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 |
1,612.53 |
1,560.87 |
51.66 |
3.2% |
16.70 |
1.0% |
87% |
True |
False |
|
10 |
1,612.53 |
1,551.81 |
60.72 |
3.8% |
18.48 |
1.2% |
89% |
True |
False |
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20 |
1,619.12 |
1,551.81 |
67.31 |
4.2% |
16.43 |
1.0% |
80% |
False |
False |
|
40 |
1,619.12 |
1,551.31 |
67.81 |
4.2% |
16.54 |
1.0% |
80% |
False |
False |
|
60 |
1,628.57 |
1,535.07 |
93.50 |
5.8% |
15.86 |
1.0% |
75% |
False |
False |
|
80 |
1,628.57 |
1,484.18 |
144.39 |
9.0% |
16.52 |
1.0% |
84% |
False |
False |
|
100 |
1,628.57 |
1,446.97 |
181.60 |
11.3% |
16.63 |
1.0% |
87% |
False |
False |
|
120 |
1,628.57 |
1,394.36 |
234.21 |
14.6% |
17.20 |
1.1% |
90% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,651.38 |
2.618 |
1,636.46 |
1.618 |
1,627.32 |
1.000 |
1,621.67 |
0.618 |
1,618.18 |
HIGH |
1,612.53 |
0.618 |
1,609.04 |
0.500 |
1,607.96 |
0.382 |
1,606.88 |
LOW |
1,603.39 |
0.618 |
1,597.74 |
1.000 |
1,594.25 |
1.618 |
1,588.60 |
2.618 |
1,579.46 |
4.250 |
1,564.55 |
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