Day Change Summary |
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Previous |
Current |
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21-Jul-2006 |
24-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
1,249.12 |
1,240.25 |
-8.87 |
-0.7% |
1,236.23 |
High |
1,250.96 |
1,262.50 |
11.54 |
0.9% |
1,262.56 |
Low |
1,238.72 |
1,240.25 |
1.53 |
0.1% |
1,224.54 |
Close |
1,240.29 |
1,260.91 |
20.62 |
1.7% |
1,240.29 |
Range |
12.24 |
22.25 |
10.01 |
81.8% |
38.02 |
ATR |
14.21 |
14.79 |
0.57 |
4.0% |
0.00 |
Volume |
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Daily Pivots for day following 24-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.30 |
1,313.36 |
1,273.15 |
|
R3 |
1,299.05 |
1,291.11 |
1,267.03 |
|
R2 |
1,276.80 |
1,276.80 |
1,264.99 |
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R1 |
1,268.86 |
1,268.86 |
1,262.95 |
1,272.83 |
PP |
1,254.55 |
1,254.55 |
1,254.55 |
1,256.54 |
S1 |
1,246.61 |
1,246.61 |
1,258.87 |
1,250.58 |
S2 |
1,232.30 |
1,232.30 |
1,256.83 |
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S3 |
1,210.05 |
1,224.36 |
1,254.79 |
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S4 |
1,187.80 |
1,202.11 |
1,248.67 |
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Weekly Pivots for week ending 21-Jul-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.52 |
1,336.43 |
1,261.20 |
|
R3 |
1,318.50 |
1,298.41 |
1,250.75 |
|
R2 |
1,280.48 |
1,280.48 |
1,247.26 |
|
R1 |
1,260.39 |
1,260.39 |
1,243.78 |
1,270.44 |
PP |
1,242.46 |
1,242.46 |
1,242.46 |
1,247.49 |
S1 |
1,222.37 |
1,222.37 |
1,236.80 |
1,232.42 |
S2 |
1,204.44 |
1,204.44 |
1,233.32 |
|
S3 |
1,166.42 |
1,184.35 |
1,229.83 |
|
S4 |
1,128.40 |
1,146.33 |
1,219.38 |
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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 |
1,262.56 |
1,224.54 |
38.02 |
3.0% |
17.66 |
1.4% |
96% |
False |
False |
|
10 |
1,273.64 |
1,224.54 |
49.10 |
3.9% |
15.83 |
1.3% |
74% |
False |
False |
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20 |
1,280.38 |
1,224.54 |
55.84 |
4.4% |
13.83 |
1.1% |
65% |
False |
False |
|
40 |
1,290.68 |
1,219.29 |
71.39 |
5.7% |
14.87 |
1.2% |
58% |
False |
False |
|
60 |
1,326.70 |
1,219.29 |
107.41 |
8.5% |
14.10 |
1.1% |
39% |
False |
False |
|
80 |
1,326.70 |
1,219.29 |
107.41 |
8.5% |
13.50 |
1.1% |
39% |
False |
False |
|
100 |
1,326.70 |
1,219.29 |
107.41 |
8.5% |
12.74 |
1.0% |
39% |
False |
False |
|
120 |
1,326.70 |
1,219.29 |
107.41 |
8.5% |
12.32 |
1.0% |
39% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,357.06 |
2.618 |
1,320.75 |
1.618 |
1,298.50 |
1.000 |
1,284.75 |
0.618 |
1,276.25 |
HIGH |
1,262.50 |
0.618 |
1,254.00 |
0.500 |
1,251.38 |
0.382 |
1,248.75 |
LOW |
1,240.25 |
0.618 |
1,226.50 |
1.000 |
1,218.00 |
1.618 |
1,204.25 |
2.618 |
1,182.00 |
4.250 |
1,145.69 |
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