| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2005 |
24-Oct-2005 |
Change |
Change % |
Previous Week |
| Open |
1,571.17 |
1,570.33 |
-0.84 |
-0.1% |
1,544.58 |
| High |
1,572.71 |
1,590.73 |
18.02 |
1.1% |
1,576.46 |
| Low |
1,558.18 |
1,561.45 |
3.27 |
0.2% |
1,526.82 |
| Close |
1,565.12 |
1,590.65 |
25.53 |
1.6% |
1,565.12 |
| Range |
14.53 |
29.28 |
14.75 |
101.5% |
49.64 |
| ATR |
20.28 |
20.92 |
0.64 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,668.78 |
1,659.00 |
1,606.75 |
|
| R3 |
1,639.50 |
1,629.72 |
1,598.70 |
|
| R2 |
1,610.22 |
1,610.22 |
1,596.02 |
|
| R1 |
1,600.44 |
1,600.44 |
1,593.33 |
1,605.33 |
| PP |
1,580.94 |
1,580.94 |
1,580.94 |
1,583.39 |
| S1 |
1,571.16 |
1,571.16 |
1,587.97 |
1,576.05 |
| S2 |
1,551.66 |
1,551.66 |
1,585.28 |
|
| S3 |
1,522.38 |
1,541.88 |
1,582.60 |
|
| S4 |
1,493.10 |
1,512.60 |
1,574.55 |
|
|
| 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 |
1,590.73 |
1,526.82 |
63.91 |
4.0% |
25.40 |
1.6% |
100% |
True |
False |
|
| 10 |
1,590.73 |
1,515.42 |
75.31 |
4.7% |
22.05 |
1.4% |
100% |
True |
False |
|
| 20 |
1,617.77 |
1,515.42 |
102.35 |
6.4% |
20.79 |
1.3% |
74% |
False |
False |
|
| 40 |
1,619.12 |
1,515.42 |
103.70 |
6.5% |
18.58 |
1.2% |
73% |
False |
False |
|
| 60 |
1,628.57 |
1,515.42 |
113.15 |
7.1% |
17.68 |
1.1% |
66% |
False |
False |
|
| 80 |
1,628.57 |
1,484.18 |
144.39 |
9.1% |
17.35 |
1.1% |
74% |
False |
False |
|
| 100 |
1,628.57 |
1,484.18 |
144.39 |
9.1% |
17.52 |
1.1% |
74% |
False |
False |
|
| 120 |
1,628.57 |
1,432.83 |
195.74 |
12.3% |
17.33 |
1.1% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,715.17 |
|
2.618 |
1,667.39 |
|
1.618 |
1,638.11 |
|
1.000 |
1,620.01 |
|
0.618 |
1,608.83 |
|
HIGH |
1,590.73 |
|
0.618 |
1,579.55 |
|
0.500 |
1,576.09 |
|
0.382 |
1,572.63 |
|
LOW |
1,561.45 |
|
0.618 |
1,543.35 |
|
1.000 |
1,532.17 |
|
1.618 |
1,514.07 |
|
2.618 |
1,484.79 |
|
4.250 |
1,437.01 |
|
|