| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2006 |
14-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1,490.54 |
1,478.60 |
-11.94 |
-0.8% |
1,538.78 |
| High |
1,506.53 |
1,480.31 |
-26.22 |
-1.7% |
1,543.12 |
| Low |
1,478.13 |
1,456.38 |
-21.75 |
-1.5% |
1,456.38 |
| Close |
1,478.16 |
1,462.17 |
-15.99 |
-1.1% |
1,462.17 |
| Range |
28.40 |
23.93 |
-4.47 |
-15.7% |
86.74 |
| ATR |
26.47 |
26.29 |
-0.18 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,538.08 |
1,524.05 |
1,475.33 |
|
| R3 |
1,514.15 |
1,500.12 |
1,468.75 |
|
| R2 |
1,490.22 |
1,490.22 |
1,466.56 |
|
| R1 |
1,476.19 |
1,476.19 |
1,464.36 |
1,471.24 |
| PP |
1,466.29 |
1,466.29 |
1,466.29 |
1,463.81 |
| S1 |
1,452.26 |
1,452.26 |
1,459.98 |
1,447.31 |
| S2 |
1,442.36 |
1,442.36 |
1,457.78 |
|
| S3 |
1,418.43 |
1,428.33 |
1,455.59 |
|
| S4 |
1,394.50 |
1,404.40 |
1,449.01 |
|
|
| Weekly Pivots for week ending 14-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,747.44 |
1,691.55 |
1,509.88 |
|
| R3 |
1,660.70 |
1,604.81 |
1,486.02 |
|
| R2 |
1,573.96 |
1,573.96 |
1,478.07 |
|
| R1 |
1,518.07 |
1,518.07 |
1,470.12 |
1,502.65 |
| PP |
1,487.22 |
1,487.22 |
1,487.22 |
1,479.51 |
| S1 |
1,431.33 |
1,431.33 |
1,454.22 |
1,415.91 |
| S2 |
1,400.48 |
1,400.48 |
1,446.27 |
|
| S3 |
1,313.74 |
1,344.59 |
1,438.32 |
|
| S4 |
1,227.00 |
1,257.85 |
1,414.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,543.12 |
1,456.38 |
86.74 |
5.9% |
28.27 |
1.9% |
7% |
False |
True |
|
| 10 |
1,590.83 |
1,456.38 |
134.45 |
9.2% |
24.60 |
1.7% |
4% |
False |
True |
|
| 20 |
1,590.83 |
1,456.38 |
134.45 |
9.2% |
25.44 |
1.7% |
4% |
False |
True |
|
| 40 |
1,626.29 |
1,456.38 |
169.91 |
11.6% |
26.52 |
1.8% |
3% |
False |
True |
|
| 60 |
1,741.35 |
1,456.38 |
284.97 |
19.5% |
24.22 |
1.7% |
2% |
False |
True |
|
| 80 |
1,750.23 |
1,456.38 |
293.85 |
20.1% |
23.25 |
1.6% |
2% |
False |
True |
|
| 100 |
1,750.23 |
1,456.38 |
293.85 |
20.1% |
22.94 |
1.6% |
2% |
False |
True |
|
| 120 |
1,750.23 |
1,456.38 |
293.85 |
20.1% |
22.45 |
1.5% |
2% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,582.01 |
|
2.618 |
1,542.96 |
|
1.618 |
1,519.03 |
|
1.000 |
1,504.24 |
|
0.618 |
1,495.10 |
|
HIGH |
1,480.31 |
|
0.618 |
1,471.17 |
|
0.500 |
1,468.35 |
|
0.382 |
1,465.52 |
|
LOW |
1,456.38 |
|
0.618 |
1,441.59 |
|
1.000 |
1,432.45 |
|
1.618 |
1,417.66 |
|
2.618 |
1,393.73 |
|
4.250 |
1,354.68 |
|
|