| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2005 |
02-Aug-2005 |
Change |
Change % |
Previous Week |
| Open |
1,609.74 |
1,611.86 |
2.12 |
0.1% |
1,600.62 |
| High |
1,616.40 |
1,628.57 |
12.17 |
0.8% |
1,619.95 |
| Low |
1,604.58 |
1,611.86 |
7.28 |
0.5% |
1,591.40 |
| Close |
1,610.11 |
1,627.01 |
16.90 |
1.0% |
1,605.14 |
| Range |
11.82 |
16.71 |
4.89 |
41.4% |
28.55 |
| ATR |
16.56 |
16.69 |
0.14 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,672.61 |
1,666.52 |
1,636.20 |
|
| R3 |
1,655.90 |
1,649.81 |
1,631.61 |
|
| R2 |
1,639.19 |
1,639.19 |
1,630.07 |
|
| R1 |
1,633.10 |
1,633.10 |
1,628.54 |
1,636.15 |
| PP |
1,622.48 |
1,622.48 |
1,622.48 |
1,624.00 |
| S1 |
1,616.39 |
1,616.39 |
1,625.48 |
1,619.44 |
| S2 |
1,605.77 |
1,605.77 |
1,623.95 |
|
| S3 |
1,589.06 |
1,599.68 |
1,622.41 |
|
| S4 |
1,572.35 |
1,582.97 |
1,617.82 |
|
|
| 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 |
1,628.57 |
1,592.76 |
35.81 |
2.2% |
14.83 |
0.9% |
96% |
True |
False |
|
| 10 |
1,628.57 |
1,578.87 |
49.70 |
3.1% |
16.31 |
1.0% |
97% |
True |
False |
|
| 20 |
1,628.57 |
1,484.18 |
144.39 |
8.9% |
16.03 |
1.0% |
99% |
True |
False |
|
| 40 |
1,628.57 |
1,484.18 |
144.39 |
8.9% |
17.16 |
1.1% |
99% |
True |
False |
|
| 60 |
1,628.57 |
1,432.83 |
195.74 |
12.0% |
17.02 |
1.0% |
99% |
True |
False |
|
| 80 |
1,628.57 |
1,394.36 |
234.21 |
14.4% |
17.91 |
1.1% |
99% |
True |
False |
|
| 100 |
1,628.57 |
1,394.36 |
234.21 |
14.4% |
18.16 |
1.1% |
99% |
True |
False |
|
| 120 |
1,628.57 |
1,394.36 |
234.21 |
14.4% |
18.68 |
1.1% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,699.59 |
|
2.618 |
1,672.32 |
|
1.618 |
1,655.61 |
|
1.000 |
1,645.28 |
|
0.618 |
1,638.90 |
|
HIGH |
1,628.57 |
|
0.618 |
1,622.19 |
|
0.500 |
1,620.22 |
|
0.382 |
1,618.24 |
|
LOW |
1,611.86 |
|
0.618 |
1,601.53 |
|
1.000 |
1,595.15 |
|
1.618 |
1,584.82 |
|
2.618 |
1,568.11 |
|
4.250 |
1,540.84 |
|
|