| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2006 |
31-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1,488.06 |
1,506.81 |
18.75 |
1.3% |
1,459.39 |
| High |
1,511.00 |
1,517.86 |
6.86 |
0.5% |
1,511.00 |
| Low |
1,485.96 |
1,501.78 |
15.82 |
1.1% |
1,457.11 |
| Close |
1,510.30 |
1,509.43 |
-0.87 |
-0.1% |
1,510.30 |
| Range |
25.04 |
16.08 |
-8.96 |
-35.8% |
53.89 |
| ATR |
26.46 |
25.72 |
-0.74 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,557.93 |
1,549.76 |
1,518.27 |
|
| R3 |
1,541.85 |
1,533.68 |
1,513.85 |
|
| R2 |
1,525.77 |
1,525.77 |
1,512.38 |
|
| R1 |
1,517.60 |
1,517.60 |
1,510.90 |
1,521.69 |
| PP |
1,509.69 |
1,509.69 |
1,509.69 |
1,511.73 |
| S1 |
1,501.52 |
1,501.52 |
1,507.96 |
1,505.61 |
| S2 |
1,493.61 |
1,493.61 |
1,506.48 |
|
| S3 |
1,477.53 |
1,485.44 |
1,505.01 |
|
| S4 |
1,461.45 |
1,469.36 |
1,500.59 |
|
|
| Weekly Pivots for week ending 28-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,654.47 |
1,636.28 |
1,539.94 |
|
| R3 |
1,600.58 |
1,582.39 |
1,525.12 |
|
| R2 |
1,546.69 |
1,546.69 |
1,520.18 |
|
| R1 |
1,528.50 |
1,528.50 |
1,515.24 |
1,537.60 |
| PP |
1,492.80 |
1,492.80 |
1,492.80 |
1,497.35 |
| S1 |
1,474.61 |
1,474.61 |
1,505.36 |
1,483.71 |
| S2 |
1,438.91 |
1,438.91 |
1,500.42 |
|
| S3 |
1,385.02 |
1,420.72 |
1,495.48 |
|
| S4 |
1,331.13 |
1,366.83 |
1,480.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,517.86 |
1,474.67 |
43.19 |
2.9% |
23.15 |
1.5% |
80% |
True |
False |
|
| 10 |
1,517.86 |
1,446.77 |
71.09 |
4.7% |
24.71 |
1.6% |
88% |
True |
False |
|
| 20 |
1,586.44 |
1,446.77 |
139.67 |
9.3% |
24.60 |
1.6% |
45% |
False |
False |
|
| 40 |
1,608.38 |
1,446.77 |
161.61 |
10.7% |
25.92 |
1.7% |
39% |
False |
False |
|
| 60 |
1,721.13 |
1,446.77 |
274.36 |
18.2% |
24.81 |
1.6% |
23% |
False |
False |
|
| 80 |
1,750.23 |
1,446.77 |
303.46 |
20.1% |
23.94 |
1.6% |
21% |
False |
False |
|
| 100 |
1,750.23 |
1,446.77 |
303.46 |
20.1% |
23.18 |
1.5% |
21% |
False |
False |
|
| 120 |
1,750.23 |
1,446.77 |
303.46 |
20.1% |
22.91 |
1.5% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,586.20 |
|
2.618 |
1,559.96 |
|
1.618 |
1,543.88 |
|
1.000 |
1,533.94 |
|
0.618 |
1,527.80 |
|
HIGH |
1,517.86 |
|
0.618 |
1,511.72 |
|
0.500 |
1,509.82 |
|
0.382 |
1,507.92 |
|
LOW |
1,501.78 |
|
0.618 |
1,491.84 |
|
1.000 |
1,485.70 |
|
1.618 |
1,475.76 |
|
2.618 |
1,459.68 |
|
4.250 |
1,433.44 |
|
|