| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2005 |
27-Sep-2005 |
Change |
Change % |
Previous Week |
| Open |
10,420.20 |
10,444.60 |
24.40 |
0.2% |
10,641.90 |
| High |
10,509.20 |
10,496.30 |
-12.90 |
-0.1% |
10,644.60 |
| Low |
10,410.10 |
10,415.60 |
5.50 |
0.1% |
10,351.00 |
| Close |
10,443.60 |
10,456.20 |
12.60 |
0.1% |
10,419.60 |
| Range |
99.10 |
80.70 |
-18.40 |
-18.6% |
293.60 |
| ATR |
94.25 |
93.29 |
-0.97 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,698.13 |
10,657.87 |
10,500.59 |
|
| R3 |
10,617.43 |
10,577.17 |
10,478.39 |
|
| R2 |
10,536.73 |
10,536.73 |
10,471.00 |
|
| R1 |
10,496.47 |
10,496.47 |
10,463.60 |
10,516.60 |
| PP |
10,456.03 |
10,456.03 |
10,456.03 |
10,466.10 |
| S1 |
10,415.77 |
10,415.77 |
10,448.80 |
10,435.90 |
| S2 |
10,375.33 |
10,375.33 |
10,441.41 |
|
| S3 |
10,294.63 |
10,335.07 |
10,434.01 |
|
| S4 |
10,213.93 |
10,254.37 |
10,411.82 |
|
|
| Weekly Pivots for week ending 23-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,352.53 |
11,179.67 |
10,581.08 |
|
| R3 |
11,058.93 |
10,886.07 |
10,500.34 |
|
| R2 |
10,765.33 |
10,765.33 |
10,473.43 |
|
| R1 |
10,592.47 |
10,592.47 |
10,446.51 |
10,532.10 |
| PP |
10,471.73 |
10,471.73 |
10,471.73 |
10,441.55 |
| S1 |
10,298.87 |
10,298.87 |
10,392.69 |
10,238.50 |
| S2 |
10,178.13 |
10,178.13 |
10,365.77 |
|
| S3 |
9,884.53 |
10,005.27 |
10,338.86 |
|
| S4 |
9,590.93 |
9,711.67 |
10,258.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,509.20 |
10,351.00 |
158.20 |
1.5% |
93.26 |
0.9% |
66% |
False |
False |
|
| 10 |
10,647.40 |
10,351.00 |
296.40 |
2.8% |
97.22 |
0.9% |
35% |
False |
False |
|
| 20 |
10,701.80 |
10,350.00 |
351.80 |
3.4% |
92.99 |
0.9% |
30% |
False |
False |
|
| 40 |
10,719.40 |
10,349.40 |
370.00 |
3.5% |
92.86 |
0.9% |
29% |
False |
False |
|
| 60 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
90.74 |
0.9% |
52% |
False |
False |
|
| 80 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
90.40 |
0.9% |
52% |
False |
False |
|
| 100 |
10,719.40 |
10,075.50 |
643.90 |
6.2% |
91.48 |
0.9% |
59% |
False |
False |
|
| 120 |
10,719.40 |
10,000.50 |
718.90 |
6.9% |
97.46 |
0.9% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,839.28 |
|
2.618 |
10,707.57 |
|
1.618 |
10,626.87 |
|
1.000 |
10,577.00 |
|
0.618 |
10,546.17 |
|
HIGH |
10,496.30 |
|
0.618 |
10,465.47 |
|
0.500 |
10,455.95 |
|
0.382 |
10,446.43 |
|
LOW |
10,415.60 |
|
0.618 |
10,365.73 |
|
1.000 |
10,334.90 |
|
1.618 |
10,285.03 |
|
2.618 |
10,204.33 |
|
4.250 |
10,072.63 |
|
|