Day Change Summary |
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Previous |
Current |
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20-Sep-2005 |
21-Sep-2005 |
Change |
Change % |
Previous Week |
Open |
10,558.20 |
10,484.20 |
-74.00 |
-0.7% |
10,678.40 |
High |
10,604.80 |
10,484.50 |
-120.30 |
-1.1% |
10,701.80 |
Low |
10,467.10 |
10,375.20 |
-91.90 |
-0.9% |
10,520.90 |
Close |
10,481.50 |
10,378.00 |
-103.50 |
-1.0% |
10,641.90 |
Range |
137.70 |
109.30 |
-28.40 |
-20.6% |
180.90 |
ATR |
93.64 |
94.75 |
1.12 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 21-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,740.47 |
10,668.53 |
10,438.12 |
|
R3 |
10,631.17 |
10,559.23 |
10,408.06 |
|
R2 |
10,521.87 |
10,521.87 |
10,398.04 |
|
R1 |
10,449.93 |
10,449.93 |
10,388.02 |
10,431.25 |
PP |
10,412.57 |
10,412.57 |
10,412.57 |
10,403.23 |
S1 |
10,340.63 |
10,340.63 |
10,367.98 |
10,321.95 |
S2 |
10,303.27 |
10,303.27 |
10,357.96 |
|
S3 |
10,193.97 |
10,231.33 |
10,347.94 |
|
S4 |
10,084.67 |
10,122.03 |
10,317.89 |
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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 |
10,375.20 |
272.20 |
2.6% |
103.72 |
1.0% |
1% |
False |
True |
|
10 |
10,701.80 |
10,375.20 |
326.60 |
3.1% |
90.08 |
0.9% |
1% |
False |
True |
|
20 |
10,701.80 |
10,349.40 |
352.40 |
3.4% |
93.60 |
0.9% |
8% |
False |
False |
|
40 |
10,719.40 |
10,349.40 |
370.00 |
3.6% |
91.12 |
0.9% |
8% |
False |
False |
|
60 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
91.55 |
0.9% |
37% |
False |
False |
|
80 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
90.40 |
0.9% |
37% |
False |
False |
|
100 |
10,719.40 |
10,075.50 |
643.90 |
6.2% |
92.04 |
0.9% |
47% |
False |
False |
|
120 |
10,719.40 |
10,000.50 |
718.90 |
6.9% |
96.96 |
0.9% |
53% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,949.03 |
2.618 |
10,770.65 |
1.618 |
10,661.35 |
1.000 |
10,593.80 |
0.618 |
10,552.05 |
HIGH |
10,484.50 |
0.618 |
10,442.75 |
0.500 |
10,429.85 |
0.382 |
10,416.95 |
LOW |
10,375.20 |
0.618 |
10,307.65 |
1.000 |
10,265.90 |
1.618 |
10,198.35 |
2.618 |
10,089.05 |
4.250 |
9,910.68 |
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