| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2005 |
16-Sep-2005 |
Change |
Change % |
Previous Week |
| Open |
10,545.90 |
10,560.50 |
14.60 |
0.1% |
10,678.40 |
| High |
10,582.10 |
10,647.40 |
65.30 |
0.6% |
10,701.80 |
| Low |
10,520.90 |
10,560.40 |
39.50 |
0.4% |
10,520.90 |
| Close |
10,558.80 |
10,641.90 |
83.10 |
0.8% |
10,641.90 |
| Range |
61.20 |
87.00 |
25.80 |
42.2% |
180.90 |
| ATR |
87.63 |
87.70 |
0.07 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,877.57 |
10,846.73 |
10,689.75 |
|
| R3 |
10,790.57 |
10,759.73 |
10,665.83 |
|
| R2 |
10,703.57 |
10,703.57 |
10,657.85 |
|
| R1 |
10,672.73 |
10,672.73 |
10,649.88 |
10,688.15 |
| PP |
10,616.57 |
10,616.57 |
10,616.57 |
10,624.28 |
| S1 |
10,585.73 |
10,585.73 |
10,633.93 |
10,601.15 |
| S2 |
10,529.57 |
10,529.57 |
10,625.95 |
|
| S3 |
10,442.57 |
10,498.73 |
10,617.98 |
|
| S4 |
10,355.57 |
10,411.73 |
10,594.05 |
|
|
| Weekly Pivots for week ending 16-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,164.23 |
11,083.97 |
10,741.40 |
|
| R3 |
10,983.33 |
10,903.07 |
10,691.65 |
|
| R2 |
10,802.43 |
10,802.43 |
10,675.07 |
|
| R1 |
10,722.17 |
10,722.17 |
10,658.48 |
10,671.85 |
| PP |
10,621.53 |
10,621.53 |
10,621.53 |
10,596.38 |
| S1 |
10,541.27 |
10,541.27 |
10,625.32 |
10,490.95 |
| S2 |
10,440.63 |
10,440.63 |
10,608.74 |
|
| S3 |
10,259.73 |
10,360.37 |
10,592.15 |
|
| S4 |
10,078.83 |
10,179.47 |
10,542.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,701.80 |
10,520.90 |
180.90 |
1.7% |
72.24 |
0.7% |
67% |
False |
False |
|
| 10 |
10,701.80 |
10,434.70 |
267.10 |
2.5% |
80.50 |
0.8% |
78% |
False |
False |
|
| 20 |
10,701.80 |
10,349.40 |
352.40 |
3.3% |
88.66 |
0.8% |
83% |
False |
False |
|
| 40 |
10,719.40 |
10,349.40 |
370.00 |
3.5% |
87.33 |
0.8% |
79% |
False |
False |
|
| 60 |
10,719.40 |
10,175.40 |
544.00 |
5.1% |
91.58 |
0.9% |
86% |
False |
False |
|
| 80 |
10,719.40 |
10,175.40 |
544.00 |
5.1% |
88.23 |
0.8% |
86% |
False |
False |
|
| 100 |
10,719.40 |
10,048.10 |
671.30 |
6.3% |
92.46 |
0.9% |
88% |
False |
False |
|
| 120 |
10,719.40 |
10,000.50 |
718.90 |
6.8% |
97.03 |
0.9% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,017.15 |
|
2.618 |
10,875.17 |
|
1.618 |
10,788.17 |
|
1.000 |
10,734.40 |
|
0.618 |
10,701.17 |
|
HIGH |
10,647.40 |
|
0.618 |
10,614.17 |
|
0.500 |
10,603.90 |
|
0.382 |
10,593.63 |
|
LOW |
10,560.40 |
|
0.618 |
10,506.63 |
|
1.000 |
10,473.40 |
|
1.618 |
10,419.63 |
|
2.618 |
10,332.63 |
|
4.250 |
10,190.65 |
|
|