| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2005 |
26-Oct-2005 |
Change |
Change % |
Previous Week |
| Open |
10,383.90 |
10,377.40 |
-6.50 |
-0.1% |
10,287.40 |
| High |
10,411.70 |
10,434.50 |
22.80 |
0.2% |
10,432.80 |
| Low |
10,316.90 |
10,336.80 |
19.90 |
0.2% |
10,193.50 |
| Close |
10,377.90 |
10,345.00 |
-32.90 |
-0.3% |
10,215.20 |
| Range |
94.80 |
97.70 |
2.90 |
3.1% |
239.30 |
| ATR |
113.00 |
111.91 |
-1.09 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Oct-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,665.20 |
10,602.80 |
10,398.74 |
|
| R3 |
10,567.50 |
10,505.10 |
10,371.87 |
|
| R2 |
10,469.80 |
10,469.80 |
10,362.91 |
|
| R1 |
10,407.40 |
10,407.40 |
10,353.96 |
10,389.75 |
| PP |
10,372.10 |
10,372.10 |
10,372.10 |
10,363.28 |
| S1 |
10,309.70 |
10,309.70 |
10,336.04 |
10,292.05 |
| S2 |
10,274.40 |
10,274.40 |
10,327.09 |
|
| S3 |
10,176.70 |
10,212.00 |
10,318.13 |
|
| S4 |
10,079.00 |
10,114.30 |
10,291.27 |
|
|
| 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 |
10,434.50 |
10,193.50 |
241.00 |
2.3% |
140.32 |
1.4% |
63% |
True |
False |
|
| 10 |
10,434.50 |
10,156.50 |
278.00 |
2.7% |
121.67 |
1.2% |
68% |
True |
False |
|
| 20 |
10,608.60 |
10,156.50 |
452.10 |
4.4% |
112.55 |
1.1% |
42% |
False |
False |
|
| 40 |
10,701.80 |
10,156.50 |
545.30 |
5.3% |
102.19 |
1.0% |
35% |
False |
False |
|
| 60 |
10,719.40 |
10,156.50 |
562.90 |
5.4% |
99.63 |
1.0% |
33% |
False |
False |
|
| 80 |
10,719.40 |
10,156.50 |
562.90 |
5.4% |
95.96 |
0.9% |
33% |
False |
False |
|
| 100 |
10,719.40 |
10,156.50 |
562.90 |
5.4% |
95.21 |
0.9% |
33% |
False |
False |
|
| 120 |
10,719.40 |
10,075.50 |
643.90 |
6.2% |
95.21 |
0.9% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,849.73 |
|
2.618 |
10,690.28 |
|
1.618 |
10,592.58 |
|
1.000 |
10,532.20 |
|
0.618 |
10,494.88 |
|
HIGH |
10,434.50 |
|
0.618 |
10,397.18 |
|
0.500 |
10,385.65 |
|
0.382 |
10,374.12 |
|
LOW |
10,336.80 |
|
0.618 |
10,276.42 |
|
1.000 |
10,239.10 |
|
1.618 |
10,178.72 |
|
2.618 |
10,081.02 |
|
4.250 |
9,921.58 |
|
|