Day Change Summary |
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Previous |
Current |
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19-Sep-2005 |
20-Sep-2005 |
Change |
Change % |
Previous Week |
Open |
10,641.90 |
10,558.20 |
-83.70 |
-0.8% |
10,678.40 |
High |
10,644.60 |
10,604.80 |
-39.80 |
-0.4% |
10,701.80 |
Low |
10,521.20 |
10,467.10 |
-54.10 |
-0.5% |
10,520.90 |
Close |
10,557.60 |
10,481.50 |
-76.10 |
-0.7% |
10,641.90 |
Range |
123.40 |
137.70 |
14.30 |
11.6% |
180.90 |
ATR |
90.25 |
93.64 |
3.39 |
3.8% |
0.00 |
Volume |
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Daily Pivots for day following 20-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,930.90 |
10,843.90 |
10,557.24 |
|
R3 |
10,793.20 |
10,706.20 |
10,519.37 |
|
R2 |
10,655.50 |
10,655.50 |
10,506.75 |
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R1 |
10,568.50 |
10,568.50 |
10,494.12 |
10,543.15 |
PP |
10,517.80 |
10,517.80 |
10,517.80 |
10,505.13 |
S1 |
10,430.80 |
10,430.80 |
10,468.88 |
10,405.45 |
S2 |
10,380.10 |
10,380.10 |
10,456.26 |
|
S3 |
10,242.40 |
10,293.10 |
10,443.63 |
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S4 |
10,104.70 |
10,155.40 |
10,405.77 |
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Weekly Pivots for week ending 16-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,164.23 |
11,083.97 |
10,741.40 |
|
R3 |
10,983.33 |
10,903.07 |
10,691.65 |
|
R2 |
10,802.43 |
10,802.43 |
10,675.07 |
|
R1 |
10,722.17 |
10,722.17 |
10,658.48 |
10,671.85 |
PP |
10,621.53 |
10,621.53 |
10,621.53 |
10,596.38 |
S1 |
10,541.27 |
10,541.27 |
10,625.32 |
10,490.95 |
S2 |
10,440.63 |
10,440.63 |
10,608.74 |
|
S3 |
10,259.73 |
10,360.37 |
10,592.15 |
|
S4 |
10,078.83 |
10,179.47 |
10,542.41 |
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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 |
10,647.40 |
10,467.10 |
180.30 |
1.7% |
101.18 |
1.0% |
8% |
False |
True |
|
10 |
10,701.80 |
10,467.10 |
234.70 |
2.2% |
85.79 |
0.8% |
6% |
False |
True |
|
20 |
10,701.80 |
10,349.40 |
352.40 |
3.4% |
92.17 |
0.9% |
37% |
False |
False |
|
40 |
10,719.40 |
10,349.40 |
370.00 |
3.5% |
89.72 |
0.9% |
36% |
False |
False |
|
60 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
91.04 |
0.9% |
56% |
False |
False |
|
80 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
89.47 |
0.9% |
56% |
False |
False |
|
100 |
10,719.40 |
10,048.10 |
671.30 |
6.4% |
92.43 |
0.9% |
65% |
False |
False |
|
120 |
10,719.40 |
10,000.50 |
718.90 |
6.9% |
97.62 |
0.9% |
67% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,190.03 |
2.618 |
10,965.30 |
1.618 |
10,827.60 |
1.000 |
10,742.50 |
0.618 |
10,689.90 |
HIGH |
10,604.80 |
0.618 |
10,552.20 |
0.500 |
10,535.95 |
0.382 |
10,519.70 |
LOW |
10,467.10 |
0.618 |
10,382.00 |
1.000 |
10,329.40 |
1.618 |
10,244.30 |
2.618 |
10,106.60 |
4.250 |
9,881.88 |
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