Day Change Summary |
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Previous |
Current |
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26-Oct-2005 |
27-Oct-2005 |
Change |
Change % |
Previous Week |
Open |
10,377.40 |
10,344.70 |
-32.70 |
-0.3% |
10,287.40 |
High |
10,434.50 |
10,349.20 |
-85.30 |
-0.8% |
10,432.80 |
Low |
10,336.80 |
10,230.00 |
-106.80 |
-1.0% |
10,193.50 |
Close |
10,345.00 |
10,230.00 |
-115.00 |
-1.1% |
10,215.20 |
Range |
97.70 |
119.20 |
21.50 |
22.0% |
239.30 |
ATR |
111.91 |
112.43 |
0.52 |
0.5% |
0.00 |
Volume |
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Daily Pivots for day following 27-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,627.33 |
10,547.87 |
10,295.56 |
|
R3 |
10,508.13 |
10,428.67 |
10,262.78 |
|
R2 |
10,388.93 |
10,388.93 |
10,251.85 |
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R1 |
10,309.47 |
10,309.47 |
10,240.93 |
10,289.60 |
PP |
10,269.73 |
10,269.73 |
10,269.73 |
10,259.80 |
S1 |
10,190.27 |
10,190.27 |
10,219.07 |
10,170.40 |
S2 |
10,150.53 |
10,150.53 |
10,208.15 |
|
S3 |
10,031.33 |
10,071.07 |
10,197.22 |
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S4 |
9,912.13 |
9,951.87 |
10,164.44 |
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Weekly Pivots for week ending 21-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,998.40 |
10,846.10 |
10,346.82 |
|
R3 |
10,759.10 |
10,606.80 |
10,281.01 |
|
R2 |
10,519.80 |
10,519.80 |
10,259.07 |
|
R1 |
10,367.50 |
10,367.50 |
10,237.14 |
10,324.00 |
PP |
10,280.50 |
10,280.50 |
10,280.50 |
10,258.75 |
S1 |
10,128.20 |
10,128.20 |
10,193.26 |
10,084.70 |
S2 |
10,041.20 |
10,041.20 |
10,171.33 |
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S3 |
9,801.90 |
9,888.90 |
10,149.39 |
|
S4 |
9,562.60 |
9,649.60 |
10,083.59 |
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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 |
10,434.50 |
10,193.50 |
241.00 |
2.4% |
128.02 |
1.3% |
15% |
False |
False |
|
10 |
10,434.50 |
10,193.50 |
241.00 |
2.4% |
125.11 |
1.2% |
15% |
False |
False |
|
20 |
10,608.60 |
10,156.50 |
452.10 |
4.4% |
111.24 |
1.1% |
16% |
False |
False |
|
40 |
10,701.80 |
10,156.50 |
545.30 |
5.3% |
101.97 |
1.0% |
13% |
False |
False |
|
60 |
10,719.40 |
10,156.50 |
562.90 |
5.5% |
100.62 |
1.0% |
13% |
False |
False |
|
80 |
10,719.40 |
10,156.50 |
562.90 |
5.5% |
96.04 |
0.9% |
13% |
False |
False |
|
100 |
10,719.40 |
10,156.50 |
562.90 |
5.5% |
95.27 |
0.9% |
13% |
False |
False |
|
120 |
10,719.40 |
10,075.50 |
643.90 |
6.3% |
95.67 |
0.9% |
24% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,855.80 |
2.618 |
10,661.27 |
1.618 |
10,542.07 |
1.000 |
10,468.40 |
0.618 |
10,422.87 |
HIGH |
10,349.20 |
0.618 |
10,303.67 |
0.500 |
10,289.60 |
0.382 |
10,275.53 |
LOW |
10,230.00 |
0.618 |
10,156.33 |
1.000 |
10,110.80 |
1.618 |
10,037.13 |
2.618 |
9,917.93 |
4.250 |
9,723.40 |
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