| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2005 |
20-Jul-2005 |
Change |
Change % |
Previous Week |
| Open |
1,580.25 |
1,580.06 |
-0.19 |
0.0% |
1,536.45 |
| High |
1,590.76 |
1,605.45 |
14.69 |
0.9% |
1,582.40 |
| Low |
1,577.00 |
1,578.87 |
1.87 |
0.1% |
1,535.07 |
| Close |
1,590.49 |
1,602.75 |
12.26 |
0.8% |
1,577.82 |
| Range |
13.76 |
26.58 |
12.82 |
93.2% |
47.33 |
| ATR |
17.41 |
18.06 |
0.66 |
3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,675.43 |
1,665.67 |
1,617.37 |
|
| R3 |
1,648.85 |
1,639.09 |
1,610.06 |
|
| R2 |
1,622.27 |
1,622.27 |
1,607.62 |
|
| R1 |
1,612.51 |
1,612.51 |
1,605.19 |
1,617.39 |
| PP |
1,595.69 |
1,595.69 |
1,595.69 |
1,598.13 |
| S1 |
1,585.93 |
1,585.93 |
1,600.31 |
1,590.81 |
| S2 |
1,569.11 |
1,569.11 |
1,597.88 |
|
| S3 |
1,542.53 |
1,559.35 |
1,595.44 |
|
| S4 |
1,515.95 |
1,532.77 |
1,588.13 |
|
|
| 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 |
1,605.45 |
1,563.93 |
41.52 |
2.6% |
15.11 |
0.9% |
93% |
True |
False |
|
| 10 |
1,605.45 |
1,484.18 |
121.27 |
7.6% |
16.83 |
1.0% |
98% |
True |
False |
|
| 20 |
1,605.45 |
1,484.18 |
121.27 |
7.6% |
17.22 |
1.1% |
98% |
True |
False |
|
| 40 |
1,605.45 |
1,484.18 |
121.27 |
7.6% |
16.99 |
1.1% |
98% |
True |
False |
|
| 60 |
1,605.45 |
1,394.36 |
211.09 |
13.2% |
17.59 |
1.1% |
99% |
True |
False |
|
| 80 |
1,605.45 |
1,394.36 |
211.09 |
13.2% |
18.38 |
1.1% |
99% |
True |
False |
|
| 100 |
1,605.45 |
1,394.36 |
211.09 |
13.2% |
18.80 |
1.2% |
99% |
True |
False |
|
| 120 |
1,605.45 |
1,394.36 |
211.09 |
13.2% |
18.93 |
1.2% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,718.42 |
|
2.618 |
1,675.04 |
|
1.618 |
1,648.46 |
|
1.000 |
1,632.03 |
|
0.618 |
1,621.88 |
|
HIGH |
1,605.45 |
|
0.618 |
1,595.30 |
|
0.500 |
1,592.16 |
|
0.382 |
1,589.02 |
|
LOW |
1,578.87 |
|
0.618 |
1,562.44 |
|
1.000 |
1,552.29 |
|
1.618 |
1,535.86 |
|
2.618 |
1,509.28 |
|
4.250 |
1,465.91 |
|
|