| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2005 |
03-Nov-2005 |
Change |
Change % |
Previous Week |
| Open |
1,570.83 |
1,611.52 |
40.69 |
2.6% |
1,570.33 |
| High |
1,600.75 |
1,626.48 |
25.73 |
1.6% |
1,593.47 |
| Low |
1,570.75 |
1,610.90 |
40.15 |
2.6% |
1,538.78 |
| Close |
1,597.29 |
1,619.67 |
22.38 |
1.4% |
1,557.11 |
| Range |
30.00 |
15.58 |
-14.42 |
-48.1% |
54.69 |
| ATR |
21.56 |
22.11 |
0.54 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,665.76 |
1,658.29 |
1,628.24 |
|
| R3 |
1,650.18 |
1,642.71 |
1,623.95 |
|
| R2 |
1,634.60 |
1,634.60 |
1,622.53 |
|
| R1 |
1,627.13 |
1,627.13 |
1,621.10 |
1,630.87 |
| PP |
1,619.02 |
1,619.02 |
1,619.02 |
1,620.88 |
| S1 |
1,611.55 |
1,611.55 |
1,618.24 |
1,615.29 |
| S2 |
1,603.44 |
1,603.44 |
1,616.81 |
|
| S3 |
1,587.86 |
1,595.97 |
1,615.39 |
|
| S4 |
1,572.28 |
1,580.39 |
1,611.10 |
|
|
| Weekly Pivots for week ending 28-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,727.19 |
1,696.84 |
1,587.19 |
|
| R3 |
1,672.50 |
1,642.15 |
1,572.15 |
|
| R2 |
1,617.81 |
1,617.81 |
1,567.14 |
|
| R1 |
1,587.46 |
1,587.46 |
1,562.12 |
1,575.29 |
| PP |
1,563.12 |
1,563.12 |
1,563.12 |
1,557.04 |
| S1 |
1,532.77 |
1,532.77 |
1,552.10 |
1,520.60 |
| S2 |
1,508.43 |
1,508.43 |
1,547.08 |
|
| S3 |
1,453.74 |
1,478.08 |
1,542.07 |
|
| S4 |
1,399.05 |
1,423.39 |
1,527.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,626.48 |
1,538.78 |
87.70 |
5.4% |
20.02 |
1.2% |
92% |
True |
False |
|
| 10 |
1,626.48 |
1,538.78 |
87.70 |
5.4% |
21.11 |
1.3% |
92% |
True |
False |
|
| 20 |
1,626.48 |
1,515.42 |
111.06 |
6.9% |
20.79 |
1.3% |
94% |
True |
False |
|
| 40 |
1,626.48 |
1,515.42 |
111.06 |
6.9% |
19.70 |
1.2% |
94% |
True |
False |
|
| 60 |
1,626.48 |
1,515.42 |
111.06 |
6.9% |
18.40 |
1.1% |
94% |
True |
False |
|
| 80 |
1,628.57 |
1,515.42 |
113.15 |
7.0% |
17.65 |
1.1% |
92% |
False |
False |
|
| 100 |
1,628.57 |
1,484.18 |
144.39 |
8.9% |
17.67 |
1.1% |
94% |
False |
False |
|
| 120 |
1,628.57 |
1,469.44 |
159.13 |
9.8% |
17.52 |
1.1% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,692.70 |
|
2.618 |
1,667.27 |
|
1.618 |
1,651.69 |
|
1.000 |
1,642.06 |
|
0.618 |
1,636.11 |
|
HIGH |
1,626.48 |
|
0.618 |
1,620.53 |
|
0.500 |
1,618.69 |
|
0.382 |
1,616.85 |
|
LOW |
1,610.90 |
|
0.618 |
1,601.27 |
|
1.000 |
1,595.32 |
|
1.618 |
1,585.69 |
|
2.618 |
1,570.11 |
|
4.250 |
1,544.69 |
|
|