Day Change Summary |
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Previous |
Current |
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30-Sep-2005 |
03-Oct-2005 |
Change |
Change % |
Previous Week |
Open |
10,552.70 |
10,569.50 |
16.80 |
0.2% |
10,420.20 |
High |
10,569.80 |
10,608.60 |
38.80 |
0.4% |
10,569.80 |
Low |
10,526.10 |
10,523.60 |
-2.50 |
0.0% |
10,410.10 |
Close |
10,568.70 |
10,535.50 |
-33.20 |
-0.3% |
10,568.70 |
Range |
43.70 |
85.00 |
41.30 |
94.5% |
159.70 |
ATR |
92.88 |
92.32 |
-0.56 |
-0.6% |
0.00 |
Volume |
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Daily Pivots for day following 03-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,810.90 |
10,758.20 |
10,582.25 |
|
R3 |
10,725.90 |
10,673.20 |
10,558.88 |
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R2 |
10,640.90 |
10,640.90 |
10,551.08 |
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R1 |
10,588.20 |
10,588.20 |
10,543.29 |
10,572.05 |
PP |
10,555.90 |
10,555.90 |
10,555.90 |
10,547.83 |
S1 |
10,503.20 |
10,503.20 |
10,527.71 |
10,487.05 |
S2 |
10,470.90 |
10,470.90 |
10,519.92 |
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S3 |
10,385.90 |
10,418.20 |
10,512.13 |
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S4 |
10,300.90 |
10,333.20 |
10,488.75 |
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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 |
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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 |
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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 |
10,608.60 |
10,415.60 |
193.00 |
1.8% |
88.58 |
0.8% |
62% |
True |
False |
|
10 |
10,608.60 |
10,351.00 |
257.60 |
2.4% |
96.62 |
0.9% |
72% |
True |
False |
|
20 |
10,701.80 |
10,351.00 |
350.80 |
3.3% |
91.59 |
0.9% |
53% |
False |
False |
|
40 |
10,719.40 |
10,349.40 |
370.00 |
3.5% |
94.87 |
0.9% |
50% |
False |
False |
|
60 |
10,719.40 |
10,349.40 |
370.00 |
3.5% |
88.18 |
0.8% |
50% |
False |
False |
|
80 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
90.87 |
0.9% |
66% |
False |
False |
|
100 |
10,719.40 |
10,075.50 |
643.90 |
6.1% |
91.25 |
0.9% |
71% |
False |
False |
|
120 |
10,719.40 |
10,000.50 |
718.90 |
6.8% |
96.75 |
0.9% |
74% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,969.85 |
2.618 |
10,831.13 |
1.618 |
10,746.13 |
1.000 |
10,693.60 |
0.618 |
10,661.13 |
HIGH |
10,608.60 |
0.618 |
10,576.13 |
0.500 |
10,566.10 |
0.382 |
10,556.07 |
LOW |
10,523.60 |
0.618 |
10,471.07 |
1.000 |
10,438.60 |
1.618 |
10,386.07 |
2.618 |
10,301.07 |
4.250 |
10,162.35 |
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