Day Change Summary |
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Previous |
Current |
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28-Jul-2006 |
31-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
11,102.11 |
11,218.90 |
116.79 |
1.1% |
10,868.70 |
High |
11,243.31 |
11,219.06 |
-24.25 |
-0.2% |
11,243.31 |
Low |
11,102.03 |
11,178.32 |
76.29 |
0.7% |
10,868.62 |
Close |
11,219.70 |
11,185.68 |
-34.02 |
-0.3% |
11,219.70 |
Range |
141.28 |
40.74 |
-100.54 |
-71.2% |
374.69 |
ATR |
132.30 |
125.80 |
-6.49 |
-4.9% |
0.00 |
Volume |
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Daily Pivots for day following 31-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,316.57 |
11,291.87 |
11,208.09 |
|
R3 |
11,275.83 |
11,251.13 |
11,196.88 |
|
R2 |
11,235.09 |
11,235.09 |
11,193.15 |
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R1 |
11,210.39 |
11,210.39 |
11,189.41 |
11,202.37 |
PP |
11,194.35 |
11,194.35 |
11,194.35 |
11,190.35 |
S1 |
11,169.65 |
11,169.65 |
11,181.95 |
11,161.63 |
S2 |
11,153.61 |
11,153.61 |
11,178.21 |
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S3 |
11,112.87 |
11,128.91 |
11,174.48 |
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S4 |
11,072.13 |
11,088.17 |
11,163.27 |
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Weekly Pivots for week ending 28-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,234.61 |
12,101.85 |
11,425.78 |
|
R3 |
11,859.92 |
11,727.16 |
11,322.74 |
|
R2 |
11,485.23 |
11,485.23 |
11,288.39 |
|
R1 |
11,352.47 |
11,352.47 |
11,254.05 |
11,418.85 |
PP |
11,110.54 |
11,110.54 |
11,110.54 |
11,143.74 |
S1 |
10,977.78 |
10,977.78 |
11,185.35 |
11,044.16 |
S2 |
10,735.85 |
10,735.85 |
11,151.01 |
|
S3 |
10,361.16 |
10,603.09 |
11,116.66 |
|
S4 |
9,986.47 |
10,228.40 |
11,013.62 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,243.31 |
10,999.90 |
243.41 |
2.2% |
105.16 |
0.9% |
76% |
False |
False |
|
10 |
11,243.31 |
10,683.32 |
559.99 |
5.0% |
131.99 |
1.2% |
90% |
False |
False |
|
20 |
11,257.08 |
10,683.32 |
573.76 |
5.1% |
127.40 |
1.1% |
88% |
False |
False |
|
40 |
11,257.08 |
10,683.32 |
573.76 |
5.1% |
131.99 |
1.2% |
88% |
False |
False |
|
60 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
126.23 |
1.1% |
51% |
False |
False |
|
80 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
118.76 |
1.1% |
51% |
False |
False |
|
100 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
113.21 |
1.0% |
51% |
False |
False |
|
120 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
110.00 |
1.0% |
51% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,392.21 |
2.618 |
11,325.72 |
1.618 |
11,284.98 |
1.000 |
11,259.80 |
0.618 |
11,244.24 |
HIGH |
11,219.06 |
0.618 |
11,203.50 |
0.500 |
11,198.69 |
0.382 |
11,193.88 |
LOW |
11,178.32 |
0.618 |
11,153.14 |
1.000 |
11,137.58 |
1.618 |
11,112.40 |
2.618 |
11,071.66 |
4.250 |
11,005.18 |
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