Day Change Summary |
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Previous |
Current |
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28-Sep-2005 |
29-Sep-2005 |
Change |
Change % |
Previous Week |
Open |
10,456.60 |
10,472.60 |
16.00 |
0.2% |
10,641.90 |
High |
10,512.10 |
10,563.40 |
51.30 |
0.5% |
10,644.60 |
Low |
10,424.00 |
10,418.00 |
-6.00 |
-0.1% |
10,351.00 |
Close |
10,473.10 |
10,552.80 |
79.70 |
0.8% |
10,419.60 |
Range |
88.10 |
145.40 |
57.30 |
65.0% |
293.60 |
ATR |
92.92 |
96.66 |
3.75 |
4.0% |
0.00 |
Volume |
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Daily Pivots for day following 29-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,947.60 |
10,895.60 |
10,632.77 |
|
R3 |
10,802.20 |
10,750.20 |
10,592.79 |
|
R2 |
10,656.80 |
10,656.80 |
10,579.46 |
|
R1 |
10,604.80 |
10,604.80 |
10,566.13 |
10,630.80 |
PP |
10,511.40 |
10,511.40 |
10,511.40 |
10,524.40 |
S1 |
10,459.40 |
10,459.40 |
10,539.47 |
10,485.40 |
S2 |
10,366.00 |
10,366.00 |
10,526.14 |
|
S3 |
10,220.60 |
10,314.00 |
10,512.82 |
|
S4 |
10,075.20 |
10,168.60 |
10,472.83 |
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Weekly Pivots for week ending 23-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,352.53 |
11,179.67 |
10,581.08 |
|
R3 |
11,058.93 |
10,886.07 |
10,500.34 |
|
R2 |
10,765.33 |
10,765.33 |
10,473.43 |
|
R1 |
10,592.47 |
10,592.47 |
10,446.51 |
10,532.10 |
PP |
10,471.73 |
10,471.73 |
10,471.73 |
10,441.55 |
S1 |
10,298.87 |
10,298.87 |
10,392.69 |
10,238.50 |
S2 |
10,178.13 |
10,178.13 |
10,365.77 |
|
S3 |
9,884.53 |
10,005.27 |
10,338.86 |
|
S4 |
9,590.93 |
9,711.67 |
10,258.12 |
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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 |
10,563.40 |
10,372.10 |
191.30 |
1.8% |
99.40 |
0.9% |
94% |
True |
False |
|
10 |
10,647.40 |
10,351.00 |
296.40 |
2.8% |
104.79 |
1.0% |
68% |
False |
False |
|
20 |
10,701.80 |
10,351.00 |
350.80 |
3.3% |
92.70 |
0.9% |
58% |
False |
False |
|
40 |
10,719.40 |
10,349.40 |
370.00 |
3.5% |
95.31 |
0.9% |
55% |
False |
False |
|
60 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
90.98 |
0.9% |
69% |
False |
False |
|
80 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
91.28 |
0.9% |
69% |
False |
False |
|
100 |
10,719.40 |
10,075.50 |
643.90 |
6.1% |
92.55 |
0.9% |
74% |
False |
False |
|
120 |
10,719.40 |
10,000.50 |
718.90 |
6.8% |
98.26 |
0.9% |
77% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,181.35 |
2.618 |
10,944.06 |
1.618 |
10,798.66 |
1.000 |
10,708.80 |
0.618 |
10,653.26 |
HIGH |
10,563.40 |
0.618 |
10,507.86 |
0.500 |
10,490.70 |
0.382 |
10,473.54 |
LOW |
10,418.00 |
0.618 |
10,328.14 |
1.000 |
10,272.60 |
1.618 |
10,182.74 |
2.618 |
10,037.34 |
4.250 |
9,800.05 |
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