| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2005 |
11-Oct-2005 |
Change |
Change % |
Previous Week |
| Open |
1,554.74 |
1,551.01 |
-3.73 |
-0.2% |
1,603.47 |
| High |
1,560.65 |
1,551.54 |
-9.11 |
-0.6% |
1,617.77 |
| Low |
1,545.90 |
1,534.61 |
-11.29 |
-0.7% |
1,540.34 |
| Close |
1,546.99 |
1,539.31 |
-7.68 |
-0.5% |
1,555.92 |
| Range |
14.75 |
16.93 |
2.18 |
14.8% |
77.43 |
| ATR |
18.63 |
18.51 |
-0.12 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,592.61 |
1,582.89 |
1,548.62 |
|
| R3 |
1,575.68 |
1,565.96 |
1,543.97 |
|
| R2 |
1,558.75 |
1,558.75 |
1,542.41 |
|
| R1 |
1,549.03 |
1,549.03 |
1,540.86 |
1,545.43 |
| PP |
1,541.82 |
1,541.82 |
1,541.82 |
1,540.02 |
| S1 |
1,532.10 |
1,532.10 |
1,537.76 |
1,528.50 |
| S2 |
1,524.89 |
1,524.89 |
1,536.21 |
|
| S3 |
1,507.96 |
1,515.17 |
1,534.65 |
|
| S4 |
1,491.03 |
1,498.24 |
1,530.00 |
|
|
| Weekly Pivots for week ending 07-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,803.63 |
1,757.21 |
1,598.51 |
|
| R3 |
1,726.20 |
1,679.78 |
1,577.21 |
|
| R2 |
1,648.77 |
1,648.77 |
1,570.12 |
|
| R1 |
1,602.35 |
1,602.35 |
1,563.02 |
1,586.85 |
| PP |
1,571.34 |
1,571.34 |
1,571.34 |
1,563.59 |
| S1 |
1,524.92 |
1,524.92 |
1,548.82 |
1,509.42 |
| S2 |
1,493.91 |
1,493.91 |
1,541.72 |
|
| S3 |
1,416.48 |
1,447.49 |
1,534.63 |
|
| S4 |
1,339.05 |
1,370.06 |
1,513.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,595.83 |
1,534.61 |
61.22 |
4.0% |
21.08 |
1.4% |
8% |
False |
True |
|
| 10 |
1,617.77 |
1,534.61 |
83.16 |
5.4% |
19.72 |
1.3% |
6% |
False |
True |
|
| 20 |
1,617.77 |
1,534.61 |
83.16 |
5.4% |
18.82 |
1.2% |
6% |
False |
True |
|
| 40 |
1,619.12 |
1,534.61 |
84.51 |
5.5% |
17.04 |
1.1% |
6% |
False |
True |
|
| 60 |
1,628.57 |
1,534.61 |
93.96 |
6.1% |
16.76 |
1.1% |
5% |
False |
True |
|
| 80 |
1,628.57 |
1,484.18 |
144.39 |
9.4% |
16.76 |
1.1% |
38% |
False |
False |
|
| 100 |
1,628.57 |
1,484.18 |
144.39 |
9.4% |
16.73 |
1.1% |
38% |
False |
False |
|
| 120 |
1,628.57 |
1,394.36 |
234.21 |
15.2% |
17.16 |
1.1% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,623.49 |
|
2.618 |
1,595.86 |
|
1.618 |
1,578.93 |
|
1.000 |
1,568.47 |
|
0.618 |
1,562.00 |
|
HIGH |
1,551.54 |
|
0.618 |
1,545.07 |
|
0.500 |
1,543.08 |
|
0.382 |
1,541.08 |
|
LOW |
1,534.61 |
|
0.618 |
1,524.15 |
|
1.000 |
1,517.68 |
|
1.618 |
1,507.22 |
|
2.618 |
1,490.29 |
|
4.250 |
1,462.66 |
|
|