| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2005 |
08-Aug-2005 |
Change |
Change % |
Previous Week |
| Open |
1,606.63 |
1,604.23 |
-2.40 |
-0.1% |
1,609.74 |
| High |
1,614.22 |
1,607.01 |
-7.21 |
-0.4% |
1,628.57 |
| Low |
1,600.25 |
1,588.74 |
-11.51 |
-0.7% |
1,600.25 |
| Close |
1,601.59 |
1,589.97 |
-11.62 |
-0.7% |
1,601.59 |
| Range |
13.97 |
18.27 |
4.30 |
30.8% |
28.32 |
| ATR |
16.35 |
16.49 |
0.14 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,650.05 |
1,638.28 |
1,600.02 |
|
| R3 |
1,631.78 |
1,620.01 |
1,594.99 |
|
| R2 |
1,613.51 |
1,613.51 |
1,593.32 |
|
| R1 |
1,601.74 |
1,601.74 |
1,591.64 |
1,598.49 |
| PP |
1,595.24 |
1,595.24 |
1,595.24 |
1,593.62 |
| S1 |
1,583.47 |
1,583.47 |
1,588.30 |
1,580.22 |
| S2 |
1,576.97 |
1,576.97 |
1,586.62 |
|
| S3 |
1,558.70 |
1,565.20 |
1,584.95 |
|
| S4 |
1,540.43 |
1,546.93 |
1,579.92 |
|
|
| Weekly Pivots for week ending 05-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,695.10 |
1,676.66 |
1,617.17 |
|
| R3 |
1,666.78 |
1,648.34 |
1,609.38 |
|
| R2 |
1,638.46 |
1,638.46 |
1,606.78 |
|
| R1 |
1,620.02 |
1,620.02 |
1,604.19 |
1,615.08 |
| PP |
1,610.14 |
1,610.14 |
1,610.14 |
1,607.67 |
| S1 |
1,591.70 |
1,591.70 |
1,598.99 |
1,586.76 |
| S2 |
1,581.82 |
1,581.82 |
1,596.40 |
|
| S3 |
1,553.50 |
1,563.38 |
1,593.80 |
|
| S4 |
1,525.18 |
1,535.06 |
1,586.01 |
|
|
| 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 |
1,588.74 |
39.83 |
2.5% |
14.70 |
0.9% |
3% |
False |
True |
|
| 10 |
1,628.57 |
1,588.74 |
39.83 |
2.5% |
14.32 |
0.9% |
3% |
False |
True |
|
| 20 |
1,628.57 |
1,543.14 |
85.43 |
5.4% |
14.77 |
0.9% |
55% |
False |
False |
|
| 40 |
1,628.57 |
1,484.18 |
144.39 |
9.1% |
16.42 |
1.0% |
73% |
False |
False |
|
| 60 |
1,628.57 |
1,455.88 |
172.69 |
10.9% |
16.64 |
1.0% |
78% |
False |
False |
|
| 80 |
1,628.57 |
1,394.36 |
234.21 |
14.7% |
17.47 |
1.1% |
84% |
False |
False |
|
| 100 |
1,628.57 |
1,394.36 |
234.21 |
14.7% |
17.83 |
1.1% |
84% |
False |
False |
|
| 120 |
1,628.57 |
1,394.36 |
234.21 |
14.7% |
18.40 |
1.2% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,684.66 |
|
2.618 |
1,654.84 |
|
1.618 |
1,636.57 |
|
1.000 |
1,625.28 |
|
0.618 |
1,618.30 |
|
HIGH |
1,607.01 |
|
0.618 |
1,600.03 |
|
0.500 |
1,597.88 |
|
0.382 |
1,595.72 |
|
LOW |
1,588.74 |
|
0.618 |
1,577.45 |
|
1.000 |
1,570.47 |
|
1.618 |
1,559.18 |
|
2.618 |
1,540.91 |
|
4.250 |
1,511.09 |
|
|