| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2005 |
28-Sep-2005 |
Change |
Change % |
Previous Week |
| Open |
10,444.60 |
10,456.60 |
12.00 |
0.1% |
10,641.90 |
| High |
10,496.30 |
10,512.10 |
15.80 |
0.2% |
10,644.60 |
| Low |
10,415.60 |
10,424.00 |
8.40 |
0.1% |
10,351.00 |
| Close |
10,456.20 |
10,473.10 |
16.90 |
0.2% |
10,419.60 |
| Range |
80.70 |
88.10 |
7.40 |
9.2% |
293.60 |
| ATR |
93.29 |
92.92 |
-0.37 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,734.03 |
10,691.67 |
10,521.56 |
|
| R3 |
10,645.93 |
10,603.57 |
10,497.33 |
|
| R2 |
10,557.83 |
10,557.83 |
10,489.25 |
|
| R1 |
10,515.47 |
10,515.47 |
10,481.18 |
10,536.65 |
| PP |
10,469.73 |
10,469.73 |
10,469.73 |
10,480.33 |
| S1 |
10,427.37 |
10,427.37 |
10,465.02 |
10,448.55 |
| S2 |
10,381.63 |
10,381.63 |
10,456.95 |
|
| S3 |
10,293.53 |
10,339.27 |
10,448.87 |
|
| S4 |
10,205.43 |
10,251.17 |
10,424.65 |
|
|
| 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 |
10,512.10 |
10,351.00 |
161.10 |
1.5% |
89.02 |
0.8% |
76% |
True |
False |
|
| 10 |
10,647.40 |
10,351.00 |
296.40 |
2.8% |
96.37 |
0.9% |
41% |
False |
False |
|
| 20 |
10,701.80 |
10,351.00 |
350.80 |
3.3% |
91.82 |
0.9% |
35% |
False |
False |
|
| 40 |
10,719.40 |
10,349.40 |
370.00 |
3.5% |
93.17 |
0.9% |
33% |
False |
False |
|
| 60 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
90.43 |
0.9% |
55% |
False |
False |
|
| 80 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
90.87 |
0.9% |
55% |
False |
False |
|
| 100 |
10,719.40 |
10,075.50 |
643.90 |
6.1% |
91.75 |
0.9% |
62% |
False |
False |
|
| 120 |
10,719.40 |
10,000.50 |
718.90 |
6.9% |
97.41 |
0.9% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,886.53 |
|
2.618 |
10,742.75 |
|
1.618 |
10,654.65 |
|
1.000 |
10,600.20 |
|
0.618 |
10,566.55 |
|
HIGH |
10,512.10 |
|
0.618 |
10,478.45 |
|
0.500 |
10,468.05 |
|
0.382 |
10,457.65 |
|
LOW |
10,424.00 |
|
0.618 |
10,369.55 |
|
1.000 |
10,335.90 |
|
1.618 |
10,281.45 |
|
2.618 |
10,193.35 |
|
4.250 |
10,049.58 |
|
|