Day Change Summary |
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Previous |
Current |
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21-Sep-2005 |
22-Sep-2005 |
Change |
Change % |
Previous Week |
Open |
10,484.20 |
10,376.20 |
-108.00 |
-1.0% |
10,678.40 |
High |
10,484.50 |
10,444.50 |
-40.00 |
-0.4% |
10,701.80 |
Low |
10,375.20 |
10,351.00 |
-24.20 |
-0.2% |
10,520.90 |
Close |
10,378.00 |
10,422.00 |
44.00 |
0.4% |
10,641.90 |
Range |
109.30 |
93.50 |
-15.80 |
-14.5% |
180.90 |
ATR |
94.75 |
94.67 |
-0.09 |
-0.1% |
0.00 |
Volume |
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Daily Pivots for day following 22-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,686.33 |
10,647.67 |
10,473.43 |
|
R3 |
10,592.83 |
10,554.17 |
10,447.71 |
|
R2 |
10,499.33 |
10,499.33 |
10,439.14 |
|
R1 |
10,460.67 |
10,460.67 |
10,430.57 |
10,480.00 |
PP |
10,405.83 |
10,405.83 |
10,405.83 |
10,415.50 |
S1 |
10,367.17 |
10,367.17 |
10,413.43 |
10,386.50 |
S2 |
10,312.33 |
10,312.33 |
10,404.86 |
|
S3 |
10,218.83 |
10,273.67 |
10,396.29 |
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S4 |
10,125.33 |
10,180.17 |
10,370.58 |
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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 |
10,351.00 |
296.40 |
2.8% |
110.18 |
1.1% |
24% |
False |
True |
|
10 |
10,701.80 |
10,351.00 |
350.80 |
3.4% |
92.71 |
0.9% |
20% |
False |
True |
|
20 |
10,701.80 |
10,349.40 |
352.40 |
3.4% |
91.93 |
0.9% |
21% |
False |
False |
|
40 |
10,719.40 |
10,349.40 |
370.00 |
3.6% |
91.75 |
0.9% |
20% |
False |
False |
|
60 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
91.12 |
0.9% |
45% |
False |
False |
|
80 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
90.64 |
0.9% |
45% |
False |
False |
|
100 |
10,719.40 |
10,075.50 |
643.90 |
6.2% |
92.27 |
0.9% |
54% |
False |
False |
|
120 |
10,719.40 |
10,000.50 |
718.90 |
6.9% |
97.01 |
0.9% |
59% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,841.88 |
2.618 |
10,689.28 |
1.618 |
10,595.78 |
1.000 |
10,538.00 |
0.618 |
10,502.28 |
HIGH |
10,444.50 |
0.618 |
10,408.78 |
0.500 |
10,397.75 |
0.382 |
10,386.72 |
LOW |
10,351.00 |
0.618 |
10,293.22 |
1.000 |
10,257.50 |
1.618 |
10,199.72 |
2.618 |
10,106.22 |
4.250 |
9,953.63 |
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