Day Change Summary |
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Previous |
Current |
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31-Aug-2005 |
01-Sep-2005 |
Change |
Change % |
Previous Week |
Open |
10,409.10 |
10,481.40 |
72.30 |
0.7% |
10,559.80 |
High |
10,484.80 |
10,513.80 |
29.00 |
0.3% |
10,641.20 |
Low |
10,356.90 |
10,425.80 |
68.90 |
0.7% |
10,384.00 |
Close |
10,481.60 |
10,459.60 |
-22.00 |
-0.2% |
10,397.30 |
Range |
127.90 |
88.00 |
-39.90 |
-31.2% |
257.20 |
ATR |
95.73 |
95.18 |
-0.55 |
-0.6% |
0.00 |
Volume |
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Daily Pivots for day following 01-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,730.40 |
10,683.00 |
10,508.00 |
|
R3 |
10,642.40 |
10,595.00 |
10,483.80 |
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R2 |
10,554.40 |
10,554.40 |
10,475.73 |
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R1 |
10,507.00 |
10,507.00 |
10,467.67 |
10,486.70 |
PP |
10,466.40 |
10,466.40 |
10,466.40 |
10,456.25 |
S1 |
10,419.00 |
10,419.00 |
10,451.53 |
10,398.70 |
S2 |
10,378.40 |
10,378.40 |
10,443.47 |
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S3 |
10,290.40 |
10,331.00 |
10,435.40 |
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S4 |
10,202.40 |
10,243.00 |
10,411.20 |
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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 |
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R2 |
10,731.37 |
10,731.37 |
10,444.45 |
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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 |
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S3 |
9,959.77 |
10,049.93 |
10,326.57 |
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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 |
10,513.80 |
10,349.40 |
164.40 |
1.6% |
106.50 |
1.0% |
67% |
True |
False |
|
10 |
10,641.20 |
10,349.40 |
291.80 |
2.8% |
96.81 |
0.9% |
38% |
False |
False |
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20 |
10,719.40 |
10,349.40 |
370.00 |
3.5% |
97.82 |
0.9% |
30% |
False |
False |
|
40 |
10,719.40 |
10,300.50 |
418.90 |
4.0% |
88.95 |
0.9% |
38% |
False |
False |
|
60 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
90.97 |
0.9% |
52% |
False |
False |
|
80 |
10,719.40 |
10,075.50 |
643.90 |
6.2% |
91.96 |
0.9% |
60% |
False |
False |
|
100 |
10,719.40 |
10,000.50 |
718.90 |
6.9% |
98.56 |
0.9% |
64% |
False |
False |
|
120 |
10,838.70 |
10,000.50 |
838.20 |
8.0% |
98.46 |
0.9% |
55% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,887.80 |
2.618 |
10,744.18 |
1.618 |
10,656.18 |
1.000 |
10,601.80 |
0.618 |
10,568.18 |
HIGH |
10,513.80 |
0.618 |
10,480.18 |
0.500 |
10,469.80 |
0.382 |
10,459.42 |
LOW |
10,425.80 |
0.618 |
10,371.42 |
1.000 |
10,337.80 |
1.618 |
10,283.42 |
2.618 |
10,195.42 |
4.250 |
10,051.80 |
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