Day Change Summary |
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Previous |
Current |
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29-Sep-2005 |
30-Sep-2005 |
Change |
Change % |
Previous Week |
Open |
10,472.60 |
10,552.70 |
80.10 |
0.8% |
10,420.20 |
High |
10,563.40 |
10,569.80 |
6.40 |
0.1% |
10,569.80 |
Low |
10,418.00 |
10,526.10 |
108.10 |
1.0% |
10,410.10 |
Close |
10,552.80 |
10,568.70 |
15.90 |
0.2% |
10,568.70 |
Range |
145.40 |
43.70 |
-101.70 |
-69.9% |
159.70 |
ATR |
96.66 |
92.88 |
-3.78 |
-3.9% |
0.00 |
Volume |
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Daily Pivots for day following 30-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,685.97 |
10,671.03 |
10,592.74 |
|
R3 |
10,642.27 |
10,627.33 |
10,580.72 |
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R2 |
10,598.57 |
10,598.57 |
10,576.71 |
|
R1 |
10,583.63 |
10,583.63 |
10,572.71 |
10,591.10 |
PP |
10,554.87 |
10,554.87 |
10,554.87 |
10,558.60 |
S1 |
10,539.93 |
10,539.93 |
10,564.69 |
10,547.40 |
S2 |
10,511.17 |
10,511.17 |
10,560.69 |
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S3 |
10,467.47 |
10,496.23 |
10,556.68 |
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S4 |
10,423.77 |
10,452.53 |
10,544.67 |
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Weekly Pivots for week ending 30-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,995.30 |
10,941.70 |
10,656.54 |
|
R3 |
10,835.60 |
10,782.00 |
10,612.62 |
|
R2 |
10,675.90 |
10,675.90 |
10,597.98 |
|
R1 |
10,622.30 |
10,622.30 |
10,583.34 |
10,649.10 |
PP |
10,516.20 |
10,516.20 |
10,516.20 |
10,529.60 |
S1 |
10,462.60 |
10,462.60 |
10,554.06 |
10,489.40 |
S2 |
10,356.50 |
10,356.50 |
10,539.42 |
|
S3 |
10,196.80 |
10,302.90 |
10,524.78 |
|
S4 |
10,037.10 |
10,143.20 |
10,480.87 |
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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 |
10,569.80 |
10,410.10 |
159.70 |
1.5% |
91.40 |
0.9% |
99% |
True |
False |
|
10 |
10,644.60 |
10,351.00 |
293.60 |
2.8% |
100.46 |
1.0% |
74% |
False |
False |
|
20 |
10,701.80 |
10,351.00 |
350.80 |
3.3% |
90.48 |
0.9% |
62% |
False |
False |
|
40 |
10,719.40 |
10,349.40 |
370.00 |
3.5% |
94.15 |
0.9% |
59% |
False |
False |
|
60 |
10,719.40 |
10,300.50 |
418.90 |
4.0% |
89.46 |
0.8% |
64% |
False |
False |
|
80 |
10,719.40 |
10,175.40 |
544.00 |
5.1% |
90.85 |
0.9% |
72% |
False |
False |
|
100 |
10,719.40 |
10,075.50 |
643.90 |
6.1% |
91.66 |
0.9% |
77% |
False |
False |
|
120 |
10,719.40 |
10,000.50 |
718.90 |
6.8% |
97.22 |
0.9% |
79% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,755.53 |
2.618 |
10,684.21 |
1.618 |
10,640.51 |
1.000 |
10,613.50 |
0.618 |
10,596.81 |
HIGH |
10,569.80 |
0.618 |
10,553.11 |
0.500 |
10,547.95 |
0.382 |
10,542.79 |
LOW |
10,526.10 |
0.618 |
10,499.09 |
1.000 |
10,482.40 |
1.618 |
10,455.39 |
2.618 |
10,411.69 |
4.250 |
10,340.38 |
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