Day Change Summary |
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Previous |
Current |
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13-Sep-2005 |
14-Sep-2005 |
Change |
Change % |
Previous Week |
Open |
10,673.70 |
10,597.50 |
-76.20 |
-0.7% |
10,447.70 |
High |
10,674.00 |
10,633.20 |
-40.80 |
-0.4% |
10,695.90 |
Low |
10,595.30 |
10,536.60 |
-58.70 |
-0.6% |
10,447.70 |
Close |
10,597.40 |
10,544.90 |
-52.50 |
-0.5% |
10,678.60 |
Range |
78.70 |
96.60 |
17.90 |
22.7% |
248.20 |
ATR |
89.13 |
89.66 |
0.53 |
0.6% |
0.00 |
Volume |
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Daily Pivots for day following 14-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,861.37 |
10,799.73 |
10,598.03 |
|
R3 |
10,764.77 |
10,703.13 |
10,571.47 |
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R2 |
10,668.17 |
10,668.17 |
10,562.61 |
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R1 |
10,606.53 |
10,606.53 |
10,553.76 |
10,589.05 |
PP |
10,571.57 |
10,571.57 |
10,571.57 |
10,562.83 |
S1 |
10,509.93 |
10,509.93 |
10,536.05 |
10,492.45 |
S2 |
10,474.97 |
10,474.97 |
10,527.19 |
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S3 |
10,378.37 |
10,413.33 |
10,518.34 |
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S4 |
10,281.77 |
10,316.73 |
10,491.77 |
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Weekly Pivots for week ending 09-Sep-2005 |
|
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 |
10,536.60 |
165.20 |
1.6% |
76.44 |
0.7% |
5% |
False |
True |
|
10 |
10,701.80 |
10,356.90 |
344.90 |
3.3% |
87.27 |
0.8% |
55% |
False |
False |
|
20 |
10,701.80 |
10,349.40 |
352.40 |
3.3% |
89.30 |
0.8% |
55% |
False |
False |
|
40 |
10,719.40 |
10,349.40 |
370.00 |
3.5% |
88.67 |
0.8% |
53% |
False |
False |
|
60 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
91.08 |
0.9% |
68% |
False |
False |
|
80 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
88.20 |
0.8% |
68% |
False |
False |
|
100 |
10,719.40 |
10,048.10 |
671.30 |
6.4% |
93.12 |
0.9% |
74% |
False |
False |
|
120 |
10,719.40 |
10,000.50 |
718.90 |
6.8% |
97.61 |
0.9% |
76% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,043.75 |
2.618 |
10,886.10 |
1.618 |
10,789.50 |
1.000 |
10,729.80 |
0.618 |
10,692.90 |
HIGH |
10,633.20 |
0.618 |
10,596.30 |
0.500 |
10,584.90 |
0.382 |
10,573.50 |
LOW |
10,536.60 |
0.618 |
10,476.90 |
1.000 |
10,440.00 |
1.618 |
10,380.30 |
2.618 |
10,283.70 |
4.250 |
10,126.05 |
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