Day Change Summary |
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Previous |
Current |
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14-Sep-2005 |
15-Sep-2005 |
Change |
Change % |
Previous Week |
Open |
10,597.50 |
10,545.90 |
-51.60 |
-0.5% |
10,447.70 |
High |
10,633.20 |
10,582.10 |
-51.10 |
-0.5% |
10,695.90 |
Low |
10,536.60 |
10,520.90 |
-15.70 |
-0.1% |
10,447.70 |
Close |
10,544.90 |
10,558.80 |
13.90 |
0.1% |
10,678.60 |
Range |
96.60 |
61.20 |
-35.40 |
-36.6% |
248.20 |
ATR |
89.66 |
87.63 |
-2.03 |
-2.3% |
0.00 |
Volume |
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Daily Pivots for day following 15-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,737.53 |
10,709.37 |
10,592.46 |
|
R3 |
10,676.33 |
10,648.17 |
10,575.63 |
|
R2 |
10,615.13 |
10,615.13 |
10,570.02 |
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R1 |
10,586.97 |
10,586.97 |
10,564.41 |
10,601.05 |
PP |
10,553.93 |
10,553.93 |
10,553.93 |
10,560.98 |
S1 |
10,525.77 |
10,525.77 |
10,553.19 |
10,539.85 |
S2 |
10,492.73 |
10,492.73 |
10,547.58 |
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S3 |
10,431.53 |
10,464.57 |
10,541.97 |
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S4 |
10,370.33 |
10,403.37 |
10,525.14 |
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Weekly Pivots for week ending 09-Sep-2005 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,352.00 |
11,263.50 |
10,815.11 |
|
R3 |
11,103.80 |
11,015.30 |
10,746.86 |
|
R2 |
10,855.60 |
10,855.60 |
10,724.10 |
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R1 |
10,767.10 |
10,767.10 |
10,701.35 |
10,811.35 |
PP |
10,607.40 |
10,607.40 |
10,607.40 |
10,629.53 |
S1 |
10,518.90 |
10,518.90 |
10,655.85 |
10,563.15 |
S2 |
10,359.20 |
10,359.20 |
10,633.10 |
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S3 |
10,111.00 |
10,270.70 |
10,610.35 |
|
S4 |
9,862.80 |
10,022.50 |
10,542.09 |
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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 |
10,701.80 |
10,520.90 |
180.90 |
1.7% |
75.24 |
0.7% |
21% |
False |
True |
|
10 |
10,701.80 |
10,425.80 |
276.00 |
2.6% |
80.60 |
0.8% |
48% |
False |
False |
|
20 |
10,701.80 |
10,349.40 |
352.40 |
3.3% |
88.08 |
0.8% |
59% |
False |
False |
|
40 |
10,719.40 |
10,349.40 |
370.00 |
3.5% |
87.45 |
0.8% |
57% |
False |
False |
|
60 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
91.27 |
0.9% |
70% |
False |
False |
|
80 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
87.78 |
0.8% |
70% |
False |
False |
|
100 |
10,719.40 |
10,048.10 |
671.30 |
6.4% |
92.72 |
0.9% |
76% |
False |
False |
|
120 |
10,719.40 |
10,000.50 |
718.90 |
6.8% |
97.35 |
0.9% |
78% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,842.20 |
2.618 |
10,742.32 |
1.618 |
10,681.12 |
1.000 |
10,643.30 |
0.618 |
10,619.92 |
HIGH |
10,582.10 |
0.618 |
10,558.72 |
0.500 |
10,551.50 |
0.382 |
10,544.28 |
LOW |
10,520.90 |
0.618 |
10,483.08 |
1.000 |
10,459.70 |
1.618 |
10,421.88 |
2.618 |
10,360.68 |
4.250 |
10,260.80 |
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