Day Change Summary |
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Previous |
Current |
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30-Aug-2005 |
31-Aug-2005 |
Change |
Change % |
Previous Week |
Open |
10,461.50 |
10,409.10 |
-52.40 |
-0.5% |
10,559.80 |
High |
10,461.50 |
10,484.80 |
23.30 |
0.2% |
10,641.20 |
Low |
10,350.00 |
10,356.90 |
6.90 |
0.1% |
10,384.00 |
Close |
10,412.80 |
10,481.60 |
68.80 |
0.7% |
10,397.30 |
Range |
111.50 |
127.90 |
16.40 |
14.7% |
257.20 |
ATR |
93.26 |
95.73 |
2.47 |
2.7% |
0.00 |
Volume |
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Daily Pivots for day following 31-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,824.80 |
10,781.10 |
10,551.95 |
|
R3 |
10,696.90 |
10,653.20 |
10,516.77 |
|
R2 |
10,569.00 |
10,569.00 |
10,505.05 |
|
R1 |
10,525.30 |
10,525.30 |
10,493.32 |
10,547.15 |
PP |
10,441.10 |
10,441.10 |
10,441.10 |
10,452.03 |
S1 |
10,397.40 |
10,397.40 |
10,469.88 |
10,419.25 |
S2 |
10,313.20 |
10,313.20 |
10,458.15 |
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S3 |
10,185.30 |
10,269.50 |
10,446.43 |
|
S4 |
10,057.40 |
10,141.60 |
10,411.26 |
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Weekly Pivots for week ending 26-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,245.77 |
11,078.73 |
10,538.76 |
|
R3 |
10,988.57 |
10,821.53 |
10,468.03 |
|
R2 |
10,731.37 |
10,731.37 |
10,444.45 |
|
R1 |
10,564.33 |
10,564.33 |
10,420.88 |
10,519.25 |
PP |
10,474.17 |
10,474.17 |
10,474.17 |
10,451.63 |
S1 |
10,307.13 |
10,307.13 |
10,373.72 |
10,262.05 |
S2 |
10,216.97 |
10,216.97 |
10,350.15 |
|
S3 |
9,959.77 |
10,049.93 |
10,326.57 |
|
S4 |
9,702.57 |
9,792.73 |
10,255.84 |
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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 |
10,487.50 |
10,349.40 |
138.10 |
1.3% |
96.32 |
0.9% |
96% |
False |
False |
|
10 |
10,641.20 |
10,349.40 |
291.80 |
2.8% |
95.56 |
0.9% |
45% |
False |
False |
|
20 |
10,719.40 |
10,349.40 |
370.00 |
3.5% |
97.93 |
0.9% |
36% |
False |
False |
|
40 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
90.12 |
0.9% |
56% |
False |
False |
|
60 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
90.81 |
0.9% |
56% |
False |
False |
|
80 |
10,719.40 |
10,075.50 |
643.90 |
6.1% |
92.52 |
0.9% |
63% |
False |
False |
|
100 |
10,719.40 |
10,000.50 |
718.90 |
6.9% |
99.37 |
0.9% |
67% |
False |
False |
|
120 |
10,838.70 |
10,000.50 |
838.20 |
8.0% |
98.15 |
0.9% |
57% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,028.38 |
2.618 |
10,819.64 |
1.618 |
10,691.74 |
1.000 |
10,612.70 |
0.618 |
10,563.84 |
HIGH |
10,484.80 |
0.618 |
10,435.94 |
0.500 |
10,420.85 |
0.382 |
10,405.76 |
LOW |
10,356.90 |
0.618 |
10,277.86 |
1.000 |
10,229.00 |
1.618 |
10,149.96 |
2.618 |
10,022.06 |
4.250 |
9,813.33 |
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