Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2005 |
10-Nov-2005 |
Change |
Change % |
Previous Week |
Open |
10,539.20 |
10,541.20 |
2.00 |
0.0% |
10,403.20 |
High |
10,601.90 |
10,655.50 |
53.60 |
0.5% |
10,561.20 |
Low |
10,519.50 |
10,519.40 |
-0.10 |
0.0% |
10,388.80 |
Close |
10,546.20 |
10,640.10 |
93.90 |
0.9% |
10,530.80 |
Range |
82.40 |
136.10 |
53.70 |
65.2% |
172.40 |
ATR |
99.07 |
101.71 |
2.65 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Nov-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,013.30 |
10,962.80 |
10,714.96 |
|
R3 |
10,877.20 |
10,826.70 |
10,677.53 |
|
R2 |
10,741.10 |
10,741.10 |
10,665.05 |
|
R1 |
10,690.60 |
10,690.60 |
10,652.58 |
10,715.85 |
PP |
10,605.00 |
10,605.00 |
10,605.00 |
10,617.63 |
S1 |
10,554.50 |
10,554.50 |
10,627.62 |
10,579.75 |
S2 |
10,468.90 |
10,468.90 |
10,615.15 |
|
S3 |
10,332.80 |
10,418.40 |
10,602.67 |
|
S4 |
10,196.70 |
10,282.30 |
10,565.25 |
|
|
Weekly Pivots for week ending 04-Nov-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,010.80 |
10,943.20 |
10,625.62 |
|
R3 |
10,838.40 |
10,770.80 |
10,578.21 |
|
R2 |
10,666.00 |
10,666.00 |
10,562.41 |
|
R1 |
10,598.40 |
10,598.40 |
10,546.60 |
10,632.20 |
PP |
10,493.60 |
10,493.60 |
10,493.60 |
10,510.50 |
S1 |
10,426.00 |
10,426.00 |
10,515.00 |
10,459.80 |
S2 |
10,321.20 |
10,321.20 |
10,499.19 |
|
S3 |
10,148.80 |
10,253.60 |
10,483.39 |
|
S4 |
9,976.40 |
10,081.20 |
10,435.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,655.50 |
10,479.40 |
176.10 |
1.7% |
82.88 |
0.8% |
91% |
True |
False |
|
10 |
10,655.50 |
10,231.20 |
424.30 |
4.0% |
91.61 |
0.9% |
96% |
True |
False |
|
20 |
10,655.50 |
10,193.50 |
462.00 |
4.3% |
108.36 |
1.0% |
97% |
True |
False |
|
40 |
10,655.50 |
10,156.50 |
499.00 |
4.7% |
104.72 |
1.0% |
97% |
True |
False |
|
60 |
10,701.80 |
10,156.50 |
545.30 |
5.1% |
99.17 |
0.9% |
89% |
False |
False |
|
80 |
10,719.40 |
10,156.50 |
562.90 |
5.3% |
96.08 |
0.9% |
86% |
False |
False |
|
100 |
10,719.40 |
10,156.50 |
562.90 |
5.3% |
96.65 |
0.9% |
86% |
False |
False |
|
120 |
10,719.40 |
10,156.50 |
562.90 |
5.3% |
93.43 |
0.9% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,233.93 |
2.618 |
11,011.81 |
1.618 |
10,875.71 |
1.000 |
10,791.60 |
0.618 |
10,739.61 |
HIGH |
10,655.50 |
0.618 |
10,603.51 |
0.500 |
10,587.45 |
0.382 |
10,571.39 |
LOW |
10,519.40 |
0.618 |
10,435.29 |
1.000 |
10,383.30 |
1.618 |
10,299.19 |
2.618 |
10,163.09 |
4.250 |
9,940.98 |
|
|