| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2005 |
29-Jul-2005 |
Change |
Change % |
Previous Week |
| Open |
1,613.29 |
1,616.42 |
3.13 |
0.2% |
1,600.62 |
| High |
1,619.78 |
1,619.95 |
0.17 |
0.0% |
1,619.95 |
| Low |
1,609.62 |
1,605.14 |
-4.48 |
-0.3% |
1,591.40 |
| Close |
1,618.64 |
1,605.14 |
-13.50 |
-0.8% |
1,605.14 |
| Range |
10.16 |
14.81 |
4.65 |
45.8% |
28.55 |
| ATR |
17.09 |
16.92 |
-0.16 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,654.51 |
1,644.63 |
1,613.29 |
|
| R3 |
1,639.70 |
1,629.82 |
1,609.21 |
|
| R2 |
1,624.89 |
1,624.89 |
1,607.86 |
|
| R1 |
1,615.01 |
1,615.01 |
1,606.50 |
1,612.55 |
| PP |
1,610.08 |
1,610.08 |
1,610.08 |
1,608.84 |
| S1 |
1,600.20 |
1,600.20 |
1,603.78 |
1,597.74 |
| S2 |
1,595.27 |
1,595.27 |
1,602.42 |
|
| S3 |
1,580.46 |
1,585.39 |
1,601.07 |
|
| S4 |
1,565.65 |
1,570.58 |
1,596.99 |
|
|
| Weekly Pivots for week ending 29-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,691.15 |
1,676.69 |
1,620.84 |
|
| R3 |
1,662.60 |
1,648.14 |
1,612.99 |
|
| R2 |
1,634.05 |
1,634.05 |
1,610.37 |
|
| R1 |
1,619.59 |
1,619.59 |
1,607.76 |
1,626.82 |
| PP |
1,605.50 |
1,605.50 |
1,605.50 |
1,609.11 |
| S1 |
1,591.04 |
1,591.04 |
1,602.52 |
1,598.27 |
| S2 |
1,576.95 |
1,576.95 |
1,599.91 |
|
| S3 |
1,548.40 |
1,562.49 |
1,597.29 |
|
| S4 |
1,519.85 |
1,533.94 |
1,589.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,619.95 |
1,591.40 |
28.55 |
1.8% |
14.90 |
0.9% |
48% |
True |
False |
|
| 10 |
1,619.95 |
1,570.02 |
49.93 |
3.1% |
15.64 |
1.0% |
70% |
True |
False |
|
| 20 |
1,619.95 |
1,484.18 |
135.77 |
8.5% |
16.37 |
1.0% |
89% |
True |
False |
|
| 40 |
1,619.95 |
1,484.18 |
135.77 |
8.5% |
17.27 |
1.1% |
89% |
True |
False |
|
| 60 |
1,619.95 |
1,432.83 |
187.12 |
11.7% |
16.98 |
1.1% |
92% |
True |
False |
|
| 80 |
1,619.95 |
1,394.36 |
225.59 |
14.1% |
18.01 |
1.1% |
93% |
True |
False |
|
| 100 |
1,619.95 |
1,394.36 |
225.59 |
14.1% |
18.28 |
1.1% |
93% |
True |
False |
|
| 120 |
1,619.95 |
1,394.36 |
225.59 |
14.1% |
18.81 |
1.2% |
93% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,682.89 |
|
2.618 |
1,658.72 |
|
1.618 |
1,643.91 |
|
1.000 |
1,634.76 |
|
0.618 |
1,629.10 |
|
HIGH |
1,619.95 |
|
0.618 |
1,614.29 |
|
0.500 |
1,612.55 |
|
0.382 |
1,610.80 |
|
LOW |
1,605.14 |
|
0.618 |
1,595.99 |
|
1.000 |
1,590.33 |
|
1.618 |
1,581.18 |
|
2.618 |
1,566.37 |
|
4.250 |
1,542.20 |
|
|