| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2005 |
21-Oct-2005 |
Change |
Change % |
Previous Week |
| Open |
1,568.53 |
1,571.17 |
2.64 |
0.2% |
1,544.58 |
| High |
1,576.46 |
1,572.71 |
-3.75 |
-0.2% |
1,576.46 |
| Low |
1,547.07 |
1,558.18 |
11.11 |
0.7% |
1,526.82 |
| Close |
1,555.59 |
1,565.12 |
9.53 |
0.6% |
1,565.12 |
| Range |
29.39 |
14.53 |
-14.86 |
-50.6% |
49.64 |
| ATR |
20.52 |
20.28 |
-0.24 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,608.93 |
1,601.55 |
1,573.11 |
|
| R3 |
1,594.40 |
1,587.02 |
1,569.12 |
|
| R2 |
1,579.87 |
1,579.87 |
1,567.78 |
|
| R1 |
1,572.49 |
1,572.49 |
1,566.45 |
1,568.92 |
| PP |
1,565.34 |
1,565.34 |
1,565.34 |
1,563.55 |
| S1 |
1,557.96 |
1,557.96 |
1,563.79 |
1,554.39 |
| S2 |
1,550.81 |
1,550.81 |
1,562.46 |
|
| S3 |
1,536.28 |
1,543.43 |
1,561.12 |
|
| S4 |
1,521.75 |
1,528.90 |
1,557.13 |
|
|
| Weekly Pivots for week ending 21-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,705.05 |
1,684.73 |
1,592.42 |
|
| R3 |
1,655.41 |
1,635.09 |
1,578.77 |
|
| R2 |
1,605.77 |
1,605.77 |
1,574.22 |
|
| R1 |
1,585.45 |
1,585.45 |
1,569.67 |
1,595.61 |
| PP |
1,556.13 |
1,556.13 |
1,556.13 |
1,561.22 |
| S1 |
1,535.81 |
1,535.81 |
1,560.57 |
1,545.97 |
| S2 |
1,506.49 |
1,506.49 |
1,556.02 |
|
| S3 |
1,456.85 |
1,486.17 |
1,551.47 |
|
| S4 |
1,407.21 |
1,436.53 |
1,537.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,576.46 |
1,526.82 |
49.64 |
3.2% |
22.33 |
1.4% |
77% |
False |
False |
|
| 10 |
1,576.46 |
1,515.42 |
61.04 |
3.9% |
20.60 |
1.3% |
81% |
False |
False |
|
| 20 |
1,617.77 |
1,515.42 |
102.35 |
6.5% |
20.32 |
1.3% |
49% |
False |
False |
|
| 40 |
1,619.12 |
1,515.42 |
103.70 |
6.6% |
18.16 |
1.2% |
48% |
False |
False |
|
| 60 |
1,628.57 |
1,515.42 |
113.15 |
7.2% |
17.44 |
1.1% |
44% |
False |
False |
|
| 80 |
1,628.57 |
1,484.18 |
144.39 |
9.2% |
17.20 |
1.1% |
56% |
False |
False |
|
| 100 |
1,628.57 |
1,484.18 |
144.39 |
9.2% |
17.38 |
1.1% |
56% |
False |
False |
|
| 120 |
1,628.57 |
1,429.62 |
198.95 |
12.7% |
17.28 |
1.1% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,634.46 |
|
2.618 |
1,610.75 |
|
1.618 |
1,596.22 |
|
1.000 |
1,587.24 |
|
0.618 |
1,581.69 |
|
HIGH |
1,572.71 |
|
0.618 |
1,567.16 |
|
0.500 |
1,565.45 |
|
0.382 |
1,563.73 |
|
LOW |
1,558.18 |
|
0.618 |
1,549.20 |
|
1.000 |
1,543.65 |
|
1.618 |
1,534.67 |
|
2.618 |
1,520.14 |
|
4.250 |
1,496.43 |
|
|