Day Change Summary |
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Previous |
Current |
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26-Oct-2005 |
27-Oct-2005 |
Change |
Change % |
Previous Week |
Open |
1,580.00 |
1,571.64 |
-8.36 |
-0.5% |
1,544.58 |
High |
1,593.47 |
1,573.80 |
-19.67 |
-1.2% |
1,576.46 |
Low |
1,573.14 |
1,543.38 |
-29.76 |
-1.9% |
1,526.82 |
Close |
1,575.14 |
1,543.38 |
-31.76 |
-2.0% |
1,565.12 |
Range |
20.33 |
30.42 |
10.09 |
49.6% |
49.64 |
ATR |
20.62 |
21.41 |
0.80 |
3.9% |
0.00 |
Volume |
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Daily Pivots for day following 27-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,644.78 |
1,624.50 |
1,560.11 |
|
R3 |
1,614.36 |
1,594.08 |
1,551.75 |
|
R2 |
1,583.94 |
1,583.94 |
1,548.96 |
|
R1 |
1,563.66 |
1,563.66 |
1,546.17 |
1,558.59 |
PP |
1,553.52 |
1,553.52 |
1,553.52 |
1,550.99 |
S1 |
1,533.24 |
1,533.24 |
1,540.59 |
1,528.17 |
S2 |
1,523.10 |
1,523.10 |
1,537.80 |
|
S3 |
1,492.68 |
1,502.82 |
1,535.01 |
|
S4 |
1,462.26 |
1,472.40 |
1,526.65 |
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Weekly Pivots for week ending 21-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,705.05 |
1,684.73 |
1,592.42 |
|
R3 |
1,655.41 |
1,635.09 |
1,578.77 |
|
R2 |
1,605.77 |
1,605.77 |
1,574.22 |
|
R1 |
1,585.45 |
1,585.45 |
1,569.67 |
1,595.61 |
PP |
1,556.13 |
1,556.13 |
1,556.13 |
1,561.22 |
S1 |
1,535.81 |
1,535.81 |
1,560.57 |
1,545.97 |
S2 |
1,506.49 |
1,506.49 |
1,556.02 |
|
S3 |
1,456.85 |
1,486.17 |
1,551.47 |
|
S4 |
1,407.21 |
1,436.53 |
1,537.82 |
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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 |
1,593.47 |
1,543.38 |
50.09 |
3.2% |
22.19 |
1.4% |
0% |
False |
True |
|
10 |
1,593.47 |
1,526.82 |
66.65 |
4.3% |
22.38 |
1.5% |
25% |
False |
False |
|
20 |
1,617.77 |
1,515.42 |
102.35 |
6.6% |
21.10 |
1.4% |
27% |
False |
False |
|
40 |
1,619.12 |
1,515.42 |
103.70 |
6.7% |
18.84 |
1.2% |
27% |
False |
False |
|
60 |
1,621.00 |
1,515.42 |
105.58 |
6.8% |
18.16 |
1.2% |
26% |
False |
False |
|
80 |
1,628.57 |
1,484.18 |
144.39 |
9.4% |
17.55 |
1.1% |
41% |
False |
False |
|
100 |
1,628.57 |
1,484.18 |
144.39 |
9.4% |
17.57 |
1.1% |
41% |
False |
False |
|
120 |
1,628.57 |
1,432.83 |
195.74 |
12.7% |
17.53 |
1.1% |
56% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,703.09 |
2.618 |
1,653.44 |
1.618 |
1,623.02 |
1.000 |
1,604.22 |
0.618 |
1,592.60 |
HIGH |
1,573.80 |
0.618 |
1,562.18 |
0.500 |
1,558.59 |
0.382 |
1,555.00 |
LOW |
1,543.38 |
0.618 |
1,524.58 |
1.000 |
1,512.96 |
1.618 |
1,494.16 |
2.618 |
1,463.74 |
4.250 |
1,414.10 |
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