| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2005 |
21-Oct-2005 |
Change |
Change % |
Previous Week |
| Open |
10,411.70 |
10,282.20 |
-129.50 |
-1.2% |
10,287.40 |
| High |
10,432.80 |
10,351.00 |
-81.80 |
-0.8% |
10,432.80 |
| Low |
10,252.10 |
10,193.50 |
-58.60 |
-0.6% |
10,193.50 |
| Close |
10,281.10 |
10,215.20 |
-65.90 |
-0.6% |
10,215.20 |
| Range |
180.70 |
157.50 |
-23.20 |
-12.8% |
239.30 |
| ATR |
106.33 |
109.98 |
3.66 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,725.73 |
10,627.97 |
10,301.83 |
|
| R3 |
10,568.23 |
10,470.47 |
10,258.51 |
|
| R2 |
10,410.73 |
10,410.73 |
10,244.08 |
|
| R1 |
10,312.97 |
10,312.97 |
10,229.64 |
10,283.10 |
| PP |
10,253.23 |
10,253.23 |
10,253.23 |
10,238.30 |
| S1 |
10,155.47 |
10,155.47 |
10,200.76 |
10,125.60 |
| S2 |
10,095.73 |
10,095.73 |
10,186.33 |
|
| S3 |
9,938.23 |
9,997.97 |
10,171.89 |
|
| S4 |
9,780.73 |
9,840.47 |
10,128.58 |
|
|
| Weekly Pivots for week ending 21-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,998.40 |
10,846.10 |
10,346.82 |
|
| R3 |
10,759.10 |
10,606.80 |
10,281.01 |
|
| R2 |
10,519.80 |
10,519.80 |
10,259.07 |
|
| R1 |
10,367.50 |
10,367.50 |
10,237.14 |
10,324.00 |
| PP |
10,280.50 |
10,280.50 |
10,280.50 |
10,258.75 |
| S1 |
10,128.20 |
10,128.20 |
10,193.26 |
10,084.70 |
| S2 |
10,041.20 |
10,041.20 |
10,171.33 |
|
| S3 |
9,801.90 |
9,888.90 |
10,149.39 |
|
| S4 |
9,562.60 |
9,649.60 |
10,083.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,432.80 |
10,193.50 |
239.30 |
2.3% |
135.34 |
1.3% |
9% |
False |
True |
|
| 10 |
10,432.80 |
10,156.50 |
276.30 |
2.7% |
114.01 |
1.1% |
21% |
False |
False |
|
| 20 |
10,608.60 |
10,156.50 |
452.10 |
4.4% |
107.78 |
1.1% |
13% |
False |
False |
|
| 40 |
10,701.80 |
10,156.50 |
545.30 |
5.3% |
101.02 |
1.0% |
11% |
False |
False |
|
| 60 |
10,719.40 |
10,156.50 |
562.90 |
5.5% |
97.14 |
1.0% |
10% |
False |
False |
|
| 80 |
10,719.40 |
10,156.50 |
562.90 |
5.5% |
95.45 |
0.9% |
10% |
False |
False |
|
| 100 |
10,719.40 |
10,156.50 |
562.90 |
5.5% |
93.62 |
0.9% |
10% |
False |
False |
|
| 120 |
10,719.40 |
10,075.50 |
643.90 |
6.3% |
94.75 |
0.9% |
22% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,020.38 |
|
2.618 |
10,763.34 |
|
1.618 |
10,605.84 |
|
1.000 |
10,508.50 |
|
0.618 |
10,448.34 |
|
HIGH |
10,351.00 |
|
0.618 |
10,290.84 |
|
0.500 |
10,272.25 |
|
0.382 |
10,253.67 |
|
LOW |
10,193.50 |
|
0.618 |
10,096.17 |
|
1.000 |
10,036.00 |
|
1.618 |
9,938.67 |
|
2.618 |
9,781.17 |
|
4.250 |
9,524.13 |
|
|