Day Change Summary |
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Previous |
Current |
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12-Sep-2005 |
13-Sep-2005 |
Change |
Change % |
Previous Week |
Open |
10,678.40 |
10,673.70 |
-4.70 |
0.0% |
10,447.70 |
High |
10,701.80 |
10,674.00 |
-27.80 |
-0.3% |
10,695.90 |
Low |
10,664.10 |
10,595.30 |
-68.80 |
-0.6% |
10,447.70 |
Close |
10,682.90 |
10,597.40 |
-85.50 |
-0.8% |
10,678.60 |
Range |
37.70 |
78.70 |
41.00 |
108.8% |
248.20 |
ATR |
89.24 |
89.13 |
-0.12 |
-0.1% |
0.00 |
Volume |
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Daily Pivots for day following 13-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,858.33 |
10,806.57 |
10,640.69 |
|
R3 |
10,779.63 |
10,727.87 |
10,619.04 |
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R2 |
10,700.93 |
10,700.93 |
10,611.83 |
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R1 |
10,649.17 |
10,649.17 |
10,604.61 |
10,635.70 |
PP |
10,622.23 |
10,622.23 |
10,622.23 |
10,615.50 |
S1 |
10,570.47 |
10,570.47 |
10,590.19 |
10,557.00 |
S2 |
10,543.53 |
10,543.53 |
10,582.97 |
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S3 |
10,464.83 |
10,491.77 |
10,575.76 |
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S4 |
10,386.13 |
10,413.07 |
10,554.12 |
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Weekly Pivots for week ending 09-Sep-2005 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,352.00 |
11,263.50 |
10,815.11 |
|
R3 |
11,103.80 |
11,015.30 |
10,746.86 |
|
R2 |
10,855.60 |
10,855.60 |
10,724.10 |
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R1 |
10,767.10 |
10,767.10 |
10,701.35 |
10,811.35 |
PP |
10,607.40 |
10,607.40 |
10,607.40 |
10,629.53 |
S1 |
10,518.90 |
10,518.90 |
10,655.85 |
10,563.15 |
S2 |
10,359.20 |
10,359.20 |
10,633.10 |
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S3 |
10,111.00 |
10,270.70 |
10,610.35 |
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S4 |
9,862.80 |
10,022.50 |
10,542.09 |
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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 |
10,701.80 |
10,569.30 |
132.50 |
1.3% |
70.40 |
0.7% |
21% |
False |
False |
|
10 |
10,701.80 |
10,350.00 |
351.80 |
3.3% |
88.76 |
0.8% |
70% |
False |
False |
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20 |
10,701.80 |
10,349.40 |
352.40 |
3.3% |
90.97 |
0.9% |
70% |
False |
False |
|
40 |
10,719.40 |
10,349.40 |
370.00 |
3.5% |
88.55 |
0.8% |
67% |
False |
False |
|
60 |
10,719.40 |
10,175.40 |
544.00 |
5.1% |
90.72 |
0.9% |
78% |
False |
False |
|
80 |
10,719.40 |
10,175.40 |
544.00 |
5.1% |
87.93 |
0.8% |
78% |
False |
False |
|
100 |
10,719.40 |
10,048.10 |
671.30 |
6.3% |
93.65 |
0.9% |
82% |
False |
False |
|
120 |
10,719.40 |
10,000.50 |
718.90 |
6.8% |
97.44 |
0.9% |
83% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,008.48 |
2.618 |
10,880.04 |
1.618 |
10,801.34 |
1.000 |
10,752.70 |
0.618 |
10,722.64 |
HIGH |
10,674.00 |
0.618 |
10,643.94 |
0.500 |
10,634.65 |
0.382 |
10,625.36 |
LOW |
10,595.30 |
0.618 |
10,546.66 |
1.000 |
10,516.60 |
1.618 |
10,467.96 |
2.618 |
10,389.26 |
4.250 |
10,260.83 |
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