| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2005 |
29-Aug-2005 |
Change |
Change % |
Previous Week |
| Open |
1,563.85 |
1,551.36 |
-12.49 |
-0.8% |
1,577.15 |
| High |
1,565.55 |
1,575.45 |
9.90 |
0.6% |
1,588.92 |
| Low |
1,552.99 |
1,551.31 |
-1.68 |
-0.1% |
1,552.99 |
| Close |
1,558.84 |
1,571.52 |
12.68 |
0.8% |
1,558.84 |
| Range |
12.56 |
24.14 |
11.58 |
92.2% |
35.93 |
| ATR |
16.87 |
17.39 |
0.52 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,638.51 |
1,629.16 |
1,584.80 |
|
| R3 |
1,614.37 |
1,605.02 |
1,578.16 |
|
| R2 |
1,590.23 |
1,590.23 |
1,575.95 |
|
| R1 |
1,580.88 |
1,580.88 |
1,573.73 |
1,585.56 |
| PP |
1,566.09 |
1,566.09 |
1,566.09 |
1,568.43 |
| S1 |
1,556.74 |
1,556.74 |
1,569.31 |
1,561.42 |
| S2 |
1,541.95 |
1,541.95 |
1,567.09 |
|
| S3 |
1,517.81 |
1,532.60 |
1,564.88 |
|
| S4 |
1,493.67 |
1,508.46 |
1,558.24 |
|
|
| Weekly Pivots for week ending 26-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,674.71 |
1,652.70 |
1,578.60 |
|
| R3 |
1,638.78 |
1,616.77 |
1,568.72 |
|
| R2 |
1,602.85 |
1,602.85 |
1,565.43 |
|
| R1 |
1,580.84 |
1,580.84 |
1,562.13 |
1,573.88 |
| PP |
1,566.92 |
1,566.92 |
1,566.92 |
1,563.44 |
| S1 |
1,544.91 |
1,544.91 |
1,555.55 |
1,537.95 |
| S2 |
1,530.99 |
1,530.99 |
1,552.25 |
|
| S3 |
1,495.06 |
1,508.98 |
1,548.96 |
|
| S4 |
1,459.13 |
1,473.05 |
1,539.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,588.90 |
1,551.31 |
37.59 |
2.4% |
16.75 |
1.1% |
54% |
False |
True |
|
| 10 |
1,596.54 |
1,551.31 |
45.23 |
2.9% |
16.60 |
1.1% |
45% |
False |
True |
|
| 20 |
1,628.57 |
1,551.31 |
77.26 |
4.9% |
16.50 |
1.1% |
26% |
False |
True |
|
| 40 |
1,628.57 |
1,484.18 |
144.39 |
9.2% |
16.43 |
1.0% |
60% |
False |
False |
|
| 60 |
1,628.57 |
1,484.18 |
144.39 |
9.2% |
16.81 |
1.1% |
60% |
False |
False |
|
| 80 |
1,628.57 |
1,432.83 |
195.74 |
12.5% |
16.82 |
1.1% |
71% |
False |
False |
|
| 100 |
1,628.57 |
1,394.36 |
234.21 |
14.9% |
17.64 |
1.1% |
76% |
False |
False |
|
| 120 |
1,628.57 |
1,394.36 |
234.21 |
14.9% |
17.94 |
1.1% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,678.05 |
|
2.618 |
1,638.65 |
|
1.618 |
1,614.51 |
|
1.000 |
1,599.59 |
|
0.618 |
1,590.37 |
|
HIGH |
1,575.45 |
|
0.618 |
1,566.23 |
|
0.500 |
1,563.38 |
|
0.382 |
1,560.53 |
|
LOW |
1,551.31 |
|
0.618 |
1,536.39 |
|
1.000 |
1,527.17 |
|
1.618 |
1,512.25 |
|
2.618 |
1,488.11 |
|
4.250 |
1,448.72 |
|
|