| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2006 |
20-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1,467.58 |
1,497.14 |
29.56 |
2.0% |
1,538.78 |
| High |
1,498.32 |
1,497.14 |
-1.18 |
-0.1% |
1,543.12 |
| Low |
1,467.30 |
1,466.27 |
-1.03 |
-0.1% |
1,456.38 |
| Close |
1,490.60 |
1,466.89 |
-23.71 |
-1.6% |
1,462.17 |
| Range |
31.02 |
30.87 |
-0.15 |
-0.5% |
86.74 |
| ATR |
26.27 |
26.59 |
0.33 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,569.38 |
1,549.00 |
1,483.87 |
|
| R3 |
1,538.51 |
1,518.13 |
1,475.38 |
|
| R2 |
1,507.64 |
1,507.64 |
1,472.55 |
|
| R1 |
1,487.26 |
1,487.26 |
1,469.72 |
1,482.02 |
| PP |
1,476.77 |
1,476.77 |
1,476.77 |
1,474.14 |
| S1 |
1,456.39 |
1,456.39 |
1,464.06 |
1,451.15 |
| S2 |
1,445.90 |
1,445.90 |
1,461.23 |
|
| S3 |
1,415.03 |
1,425.52 |
1,458.40 |
|
| S4 |
1,384.16 |
1,394.65 |
1,449.91 |
|
|
| 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 |
1,498.32 |
1,446.77 |
51.55 |
3.5% |
26.43 |
1.8% |
39% |
False |
False |
|
| 10 |
1,553.09 |
1,446.77 |
106.32 |
7.2% |
27.33 |
1.9% |
19% |
False |
False |
|
| 20 |
1,590.83 |
1,446.77 |
144.06 |
9.8% |
25.76 |
1.8% |
14% |
False |
False |
|
| 40 |
1,626.29 |
1,446.77 |
179.52 |
12.2% |
26.46 |
1.8% |
11% |
False |
False |
|
| 60 |
1,727.79 |
1,446.77 |
281.02 |
19.2% |
24.63 |
1.7% |
7% |
False |
False |
|
| 80 |
1,750.23 |
1,446.77 |
303.46 |
20.7% |
23.86 |
1.6% |
7% |
False |
False |
|
| 100 |
1,750.23 |
1,446.77 |
303.46 |
20.7% |
23.22 |
1.6% |
7% |
False |
False |
|
| 120 |
1,750.23 |
1,446.77 |
303.46 |
20.7% |
22.67 |
1.5% |
7% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,628.34 |
|
2.618 |
1,577.96 |
|
1.618 |
1,547.09 |
|
1.000 |
1,528.01 |
|
0.618 |
1,516.22 |
|
HIGH |
1,497.14 |
|
0.618 |
1,485.35 |
|
0.500 |
1,481.71 |
|
0.382 |
1,478.06 |
|
LOW |
1,466.27 |
|
0.618 |
1,447.19 |
|
1.000 |
1,435.40 |
|
1.618 |
1,416.32 |
|
2.618 |
1,385.45 |
|
4.250 |
1,335.07 |
|
|