| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2005 |
18-Jul-2005 |
Change |
Change % |
Previous Week |
| Open |
1,226.98 |
1,226.72 |
-0.26 |
0.0% |
1,212.11 |
| High |
1,229.53 |
1,226.72 |
-2.81 |
-0.2% |
1,233.16 |
| Low |
1,223.50 |
1,221.13 |
-2.37 |
-0.2% |
1,212.11 |
| Close |
1,227.92 |
1,221.13 |
-6.79 |
-0.6% |
1,227.92 |
| Range |
6.03 |
5.59 |
-0.44 |
-7.3% |
21.05 |
| ATR |
9.58 |
9.38 |
-0.20 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,239.76 |
1,236.04 |
1,224.20 |
|
| R3 |
1,234.17 |
1,230.45 |
1,222.67 |
|
| R2 |
1,228.58 |
1,228.58 |
1,222.15 |
|
| R1 |
1,224.86 |
1,224.86 |
1,221.64 |
1,223.93 |
| PP |
1,222.99 |
1,222.99 |
1,222.99 |
1,222.53 |
| S1 |
1,219.27 |
1,219.27 |
1,220.62 |
1,218.34 |
| S2 |
1,217.40 |
1,217.40 |
1,220.11 |
|
| S3 |
1,211.81 |
1,213.68 |
1,219.59 |
|
| S4 |
1,206.22 |
1,208.09 |
1,218.06 |
|
|
| Weekly Pivots for week ending 15-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,287.55 |
1,278.78 |
1,239.50 |
|
| R3 |
1,266.50 |
1,257.73 |
1,233.71 |
|
| R2 |
1,245.45 |
1,245.45 |
1,231.78 |
|
| R1 |
1,236.68 |
1,236.68 |
1,229.85 |
1,241.07 |
| PP |
1,224.40 |
1,224.40 |
1,224.40 |
1,226.59 |
| S1 |
1,215.63 |
1,215.63 |
1,225.99 |
1,220.02 |
| S2 |
1,203.35 |
1,203.35 |
1,224.06 |
|
| S3 |
1,182.30 |
1,194.58 |
1,222.13 |
|
| S4 |
1,161.25 |
1,173.53 |
1,216.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,233.16 |
1,216.60 |
16.56 |
1.4% |
6.88 |
0.6% |
27% |
False |
False |
|
| 10 |
1,233.16 |
1,183.55 |
49.61 |
4.1% |
9.79 |
0.8% |
76% |
False |
False |
|
| 20 |
1,233.16 |
1,183.55 |
49.61 |
4.1% |
9.27 |
0.8% |
76% |
False |
False |
|
| 40 |
1,233.16 |
1,183.55 |
49.61 |
4.1% |
8.80 |
0.7% |
76% |
False |
False |
|
| 60 |
1,233.16 |
1,139.19 |
93.97 |
7.7% |
10.12 |
0.8% |
87% |
False |
False |
|
| 80 |
1,233.16 |
1,136.15 |
97.01 |
7.9% |
10.67 |
0.9% |
88% |
False |
False |
|
| 100 |
1,233.16 |
1,136.15 |
97.01 |
7.9% |
10.68 |
0.9% |
88% |
False |
False |
|
| 120 |
1,233.16 |
1,136.15 |
97.01 |
7.9% |
10.33 |
0.8% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,250.48 |
|
2.618 |
1,241.35 |
|
1.618 |
1,235.76 |
|
1.000 |
1,232.31 |
|
0.618 |
1,230.17 |
|
HIGH |
1,226.72 |
|
0.618 |
1,224.58 |
|
0.500 |
1,223.93 |
|
0.382 |
1,223.27 |
|
LOW |
1,221.13 |
|
0.618 |
1,217.68 |
|
1.000 |
1,215.54 |
|
1.618 |
1,212.09 |
|
2.618 |
1,206.50 |
|
4.250 |
1,197.37 |
|
|