| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2005 |
18-Aug-2005 |
Change |
Change % |
Previous Week |
| Open |
1,219.44 |
1,219.62 |
0.18 |
0.0% |
1,226.72 |
| High |
1,225.63 |
1,222.64 |
-2.99 |
-0.2% |
1,242.69 |
| Low |
1,218.07 |
1,215.93 |
-2.14 |
-0.2% |
1,222.67 |
| Close |
1,220.24 |
1,219.02 |
-1.22 |
-0.1% |
1,230.39 |
| Range |
7.56 |
6.71 |
-0.85 |
-11.2% |
20.02 |
| ATR |
10.01 |
9.77 |
-0.24 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,239.33 |
1,235.88 |
1,222.71 |
|
| R3 |
1,232.62 |
1,229.17 |
1,220.87 |
|
| R2 |
1,225.91 |
1,225.91 |
1,220.25 |
|
| R1 |
1,222.46 |
1,222.46 |
1,219.64 |
1,220.83 |
| PP |
1,219.20 |
1,219.20 |
1,219.20 |
1,218.38 |
| S1 |
1,215.75 |
1,215.75 |
1,218.40 |
1,214.12 |
| S2 |
1,212.49 |
1,212.49 |
1,217.79 |
|
| S3 |
1,205.78 |
1,209.04 |
1,217.17 |
|
| S4 |
1,199.07 |
1,202.33 |
1,215.33 |
|
|
| Weekly Pivots for week ending 12-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,291.98 |
1,281.20 |
1,241.40 |
|
| R3 |
1,271.96 |
1,261.18 |
1,235.90 |
|
| R2 |
1,251.94 |
1,251.94 |
1,234.06 |
|
| R1 |
1,241.16 |
1,241.16 |
1,232.23 |
1,246.55 |
| PP |
1,231.92 |
1,231.92 |
1,231.92 |
1,234.61 |
| S1 |
1,221.14 |
1,221.14 |
1,228.55 |
1,226.53 |
| S2 |
1,211.90 |
1,211.90 |
1,226.72 |
|
| S3 |
1,191.88 |
1,201.12 |
1,224.88 |
|
| S4 |
1,171.86 |
1,181.10 |
1,219.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,236.24 |
1,215.93 |
20.31 |
1.7% |
9.68 |
0.8% |
15% |
False |
True |
|
| 10 |
1,242.69 |
1,215.93 |
26.76 |
2.2% |
10.40 |
0.9% |
12% |
False |
True |
|
| 20 |
1,245.86 |
1,215.93 |
29.93 |
2.5% |
9.16 |
0.8% |
10% |
False |
True |
|
| 40 |
1,245.86 |
1,183.55 |
62.31 |
5.1% |
9.49 |
0.8% |
57% |
False |
False |
|
| 60 |
1,245.86 |
1,183.55 |
62.31 |
5.1% |
9.13 |
0.7% |
57% |
False |
False |
|
| 80 |
1,245.86 |
1,139.19 |
106.67 |
8.8% |
9.79 |
0.8% |
75% |
False |
False |
|
| 100 |
1,245.86 |
1,136.15 |
109.71 |
9.0% |
10.38 |
0.9% |
76% |
False |
False |
|
| 120 |
1,245.86 |
1,136.15 |
109.71 |
9.0% |
10.39 |
0.9% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,251.16 |
|
2.618 |
1,240.21 |
|
1.618 |
1,233.50 |
|
1.000 |
1,229.35 |
|
0.618 |
1,226.79 |
|
HIGH |
1,222.64 |
|
0.618 |
1,220.08 |
|
0.500 |
1,219.29 |
|
0.382 |
1,218.49 |
|
LOW |
1,215.93 |
|
0.618 |
1,211.78 |
|
1.000 |
1,209.22 |
|
1.618 |
1,205.07 |
|
2.618 |
1,198.36 |
|
4.250 |
1,187.41 |
|
|