| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2005 |
11-Aug-2005 |
Change |
Change % |
Previous Week |
| Open |
1,604.80 |
1,587.77 |
-17.03 |
-1.1% |
1,609.74 |
| High |
1,610.21 |
1,603.66 |
-6.55 |
-0.4% |
1,628.57 |
| Low |
1,582.31 |
1,586.67 |
4.36 |
0.3% |
1,600.25 |
| Close |
1,585.71 |
1,600.65 |
14.94 |
0.9% |
1,601.59 |
| Range |
27.90 |
16.99 |
-10.91 |
-39.1% |
28.32 |
| ATR |
17.31 |
17.35 |
0.05 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,647.96 |
1,641.30 |
1,609.99 |
|
| R3 |
1,630.97 |
1,624.31 |
1,605.32 |
|
| R2 |
1,613.98 |
1,613.98 |
1,603.76 |
|
| R1 |
1,607.32 |
1,607.32 |
1,602.21 |
1,610.65 |
| PP |
1,596.99 |
1,596.99 |
1,596.99 |
1,598.66 |
| S1 |
1,590.33 |
1,590.33 |
1,599.09 |
1,593.66 |
| S2 |
1,580.00 |
1,580.00 |
1,597.54 |
|
| S3 |
1,563.01 |
1,573.34 |
1,595.98 |
|
| S4 |
1,546.02 |
1,556.35 |
1,591.31 |
|
|
| 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 |
1,614.22 |
1,582.31 |
31.91 |
2.0% |
17.59 |
1.1% |
57% |
False |
False |
|
| 10 |
1,628.57 |
1,582.31 |
46.26 |
2.9% |
15.58 |
1.0% |
40% |
False |
False |
|
| 20 |
1,628.57 |
1,568.82 |
59.75 |
3.7% |
15.55 |
1.0% |
53% |
False |
False |
|
| 40 |
1,628.57 |
1,484.18 |
144.39 |
9.0% |
16.39 |
1.0% |
81% |
False |
False |
|
| 60 |
1,628.57 |
1,484.18 |
144.39 |
9.0% |
16.58 |
1.0% |
81% |
False |
False |
|
| 80 |
1,628.57 |
1,394.36 |
234.21 |
14.6% |
17.50 |
1.1% |
88% |
False |
False |
|
| 100 |
1,628.57 |
1,394.36 |
234.21 |
14.6% |
17.90 |
1.1% |
88% |
False |
False |
|
| 120 |
1,628.57 |
1,394.36 |
234.21 |
14.6% |
18.44 |
1.2% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,675.87 |
|
2.618 |
1,648.14 |
|
1.618 |
1,631.15 |
|
1.000 |
1,620.65 |
|
0.618 |
1,614.16 |
|
HIGH |
1,603.66 |
|
0.618 |
1,597.17 |
|
0.500 |
1,595.17 |
|
0.382 |
1,593.16 |
|
LOW |
1,586.67 |
|
0.618 |
1,576.17 |
|
1.000 |
1,569.68 |
|
1.618 |
1,559.18 |
|
2.618 |
1,542.19 |
|
4.250 |
1,514.46 |
|
|