Day Change Summary |
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Previous |
Current |
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03-Oct-2005 |
04-Oct-2005 |
Change |
Change % |
Previous Week |
Open |
10,569.50 |
10,534.40 |
-35.10 |
-0.3% |
10,420.20 |
High |
10,608.60 |
10,567.80 |
-40.80 |
-0.4% |
10,569.80 |
Low |
10,523.60 |
10,434.80 |
-88.80 |
-0.8% |
10,410.10 |
Close |
10,535.50 |
10,441.10 |
-94.40 |
-0.9% |
10,568.70 |
Range |
85.00 |
133.00 |
48.00 |
56.5% |
159.70 |
ATR |
92.32 |
95.22 |
2.91 |
3.1% |
0.00 |
Volume |
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Daily Pivots for day following 04-Oct-2005 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,880.23 |
10,793.67 |
10,514.25 |
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R3 |
10,747.23 |
10,660.67 |
10,477.68 |
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R2 |
10,614.23 |
10,614.23 |
10,465.48 |
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R1 |
10,527.67 |
10,527.67 |
10,453.29 |
10,504.45 |
PP |
10,481.23 |
10,481.23 |
10,481.23 |
10,469.63 |
S1 |
10,394.67 |
10,394.67 |
10,428.91 |
10,371.45 |
S2 |
10,348.23 |
10,348.23 |
10,416.72 |
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S3 |
10,215.23 |
10,261.67 |
10,404.53 |
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S4 |
10,082.23 |
10,128.67 |
10,367.95 |
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Weekly Pivots for week ending 30-Sep-2005 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,995.30 |
10,941.70 |
10,656.54 |
|
R3 |
10,835.60 |
10,782.00 |
10,612.62 |
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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 |
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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 |
10,418.00 |
190.60 |
1.8% |
99.04 |
0.9% |
12% |
False |
False |
|
10 |
10,608.60 |
10,351.00 |
257.60 |
2.5% |
96.15 |
0.9% |
35% |
False |
False |
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20 |
10,701.80 |
10,351.00 |
350.80 |
3.4% |
90.97 |
0.9% |
26% |
False |
False |
|
40 |
10,719.40 |
10,349.40 |
370.00 |
3.5% |
96.17 |
0.9% |
25% |
False |
False |
|
60 |
10,719.40 |
10,349.40 |
370.00 |
3.5% |
88.99 |
0.9% |
25% |
False |
False |
|
80 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
91.46 |
0.9% |
49% |
False |
False |
|
100 |
10,719.40 |
10,075.50 |
643.90 |
6.2% |
91.19 |
0.9% |
57% |
False |
False |
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120 |
10,719.40 |
10,000.50 |
718.90 |
6.9% |
96.65 |
0.9% |
61% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,133.05 |
2.618 |
10,915.99 |
1.618 |
10,782.99 |
1.000 |
10,700.80 |
0.618 |
10,649.99 |
HIGH |
10,567.80 |
0.618 |
10,516.99 |
0.500 |
10,501.30 |
0.382 |
10,485.61 |
LOW |
10,434.80 |
0.618 |
10,352.61 |
1.000 |
10,301.80 |
1.618 |
10,219.61 |
2.618 |
10,086.61 |
4.250 |
9,869.55 |
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