| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2005 |
18-Jul-2005 |
Change |
Change % |
Previous Week |
| Open |
1,577.27 |
1,573.62 |
-3.65 |
-0.2% |
1,536.45 |
| High |
1,582.40 |
1,578.12 |
-4.28 |
-0.3% |
1,582.40 |
| Low |
1,568.82 |
1,570.02 |
1.20 |
0.1% |
1,535.07 |
| Close |
1,577.82 |
1,570.09 |
-7.73 |
-0.5% |
1,577.82 |
| Range |
13.58 |
8.10 |
-5.48 |
-40.4% |
47.33 |
| ATR |
17.85 |
17.16 |
-0.70 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,597.04 |
1,591.67 |
1,574.55 |
|
| R3 |
1,588.94 |
1,583.57 |
1,572.32 |
|
| R2 |
1,580.84 |
1,580.84 |
1,571.58 |
|
| R1 |
1,575.47 |
1,575.47 |
1,570.83 |
1,574.11 |
| PP |
1,572.74 |
1,572.74 |
1,572.74 |
1,572.06 |
| S1 |
1,567.37 |
1,567.37 |
1,569.35 |
1,566.01 |
| S2 |
1,564.64 |
1,564.64 |
1,568.61 |
|
| S3 |
1,556.54 |
1,559.27 |
1,567.86 |
|
| S4 |
1,548.44 |
1,551.17 |
1,565.64 |
|
|
| Weekly Pivots for week ending 15-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,707.09 |
1,689.78 |
1,603.85 |
|
| R3 |
1,659.76 |
1,642.45 |
1,590.84 |
|
| R2 |
1,612.43 |
1,612.43 |
1,586.50 |
|
| R1 |
1,595.12 |
1,595.12 |
1,582.16 |
1,603.78 |
| PP |
1,565.10 |
1,565.10 |
1,565.10 |
1,569.42 |
| S1 |
1,547.79 |
1,547.79 |
1,573.48 |
1,556.45 |
| S2 |
1,517.77 |
1,517.77 |
1,569.14 |
|
| S3 |
1,470.44 |
1,500.46 |
1,564.80 |
|
| S4 |
1,423.11 |
1,453.13 |
1,551.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,582.40 |
1,543.14 |
39.26 |
2.5% |
12.36 |
0.8% |
69% |
False |
False |
|
| 10 |
1,582.40 |
1,484.18 |
98.22 |
6.3% |
16.70 |
1.1% |
87% |
False |
False |
|
| 20 |
1,582.40 |
1,484.18 |
98.22 |
6.3% |
16.77 |
1.1% |
87% |
False |
False |
|
| 40 |
1,582.40 |
1,484.18 |
98.22 |
6.3% |
16.69 |
1.1% |
87% |
False |
False |
|
| 60 |
1,582.40 |
1,394.36 |
188.04 |
12.0% |
17.57 |
1.1% |
93% |
False |
False |
|
| 80 |
1,582.40 |
1,394.36 |
188.04 |
12.0% |
18.23 |
1.2% |
93% |
False |
False |
|
| 100 |
1,582.40 |
1,394.36 |
188.04 |
12.0% |
18.80 |
1.2% |
93% |
False |
False |
|
| 120 |
1,582.40 |
1,394.36 |
188.04 |
12.0% |
18.87 |
1.2% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,612.55 |
|
2.618 |
1,599.33 |
|
1.618 |
1,591.23 |
|
1.000 |
1,586.22 |
|
0.618 |
1,583.13 |
|
HIGH |
1,578.12 |
|
0.618 |
1,575.03 |
|
0.500 |
1,574.07 |
|
0.382 |
1,573.11 |
|
LOW |
1,570.02 |
|
0.618 |
1,565.01 |
|
1.000 |
1,561.92 |
|
1.618 |
1,556.91 |
|
2.618 |
1,548.81 |
|
4.250 |
1,535.60 |
|
|