Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2005 |
06-Oct-2005 |
Change |
Change % |
Previous Week |
Open |
10,434.80 |
10,317.40 |
-117.40 |
-1.1% |
10,420.20 |
High |
10,438.50 |
10,369.50 |
-69.00 |
-0.7% |
10,569.80 |
Low |
10,316.20 |
10,218.10 |
-98.10 |
-1.0% |
10,410.10 |
Close |
10,317.40 |
10,287.10 |
-30.30 |
-0.3% |
10,568.70 |
Range |
122.30 |
151.40 |
29.10 |
23.8% |
159.70 |
ATR |
97.34 |
101.21 |
3.86 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,745.77 |
10,667.83 |
10,370.37 |
|
R3 |
10,594.37 |
10,516.43 |
10,328.74 |
|
R2 |
10,442.97 |
10,442.97 |
10,314.86 |
|
R1 |
10,365.03 |
10,365.03 |
10,300.98 |
10,328.30 |
PP |
10,291.57 |
10,291.57 |
10,291.57 |
10,273.20 |
S1 |
10,213.63 |
10,213.63 |
10,273.22 |
10,176.90 |
S2 |
10,140.17 |
10,140.17 |
10,259.34 |
|
S3 |
9,988.77 |
10,062.23 |
10,245.47 |
|
S4 |
9,837.37 |
9,910.83 |
10,203.83 |
|
|
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 |
|
|
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 |
10,218.10 |
390.50 |
3.8% |
107.08 |
1.0% |
18% |
False |
True |
|
10 |
10,608.60 |
10,218.10 |
390.50 |
3.8% |
103.24 |
1.0% |
18% |
False |
True |
|
20 |
10,701.80 |
10,218.10 |
483.70 |
4.7% |
97.98 |
1.0% |
14% |
False |
True |
|
40 |
10,701.80 |
10,218.10 |
483.70 |
4.7% |
96.74 |
0.9% |
14% |
False |
True |
|
60 |
10,719.40 |
10,218.10 |
501.30 |
4.9% |
91.66 |
0.9% |
14% |
False |
True |
|
80 |
10,719.40 |
10,175.40 |
544.00 |
5.3% |
92.64 |
0.9% |
21% |
False |
False |
|
100 |
10,719.40 |
10,175.40 |
544.00 |
5.3% |
91.17 |
0.9% |
21% |
False |
False |
|
120 |
10,719.40 |
10,000.50 |
718.90 |
7.0% |
96.55 |
0.9% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,012.95 |
2.618 |
10,765.87 |
1.618 |
10,614.47 |
1.000 |
10,520.90 |
0.618 |
10,463.07 |
HIGH |
10,369.50 |
0.618 |
10,311.67 |
0.500 |
10,293.80 |
0.382 |
10,275.93 |
LOW |
10,218.10 |
0.618 |
10,124.53 |
1.000 |
10,066.70 |
1.618 |
9,973.13 |
2.618 |
9,821.73 |
4.250 |
9,574.65 |
|
|