| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2006 |
03-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1,490.64 |
1,487.02 |
-3.62 |
-0.2% |
1,459.39 |
| High |
1,510.51 |
1,518.41 |
7.90 |
0.5% |
1,511.00 |
| Low |
1,490.41 |
1,484.60 |
-5.81 |
-0.4% |
1,457.11 |
| Close |
1,500.48 |
1,510.60 |
10.12 |
0.7% |
1,510.30 |
| Range |
20.10 |
33.81 |
13.71 |
68.2% |
53.89 |
| ATR |
26.22 |
26.76 |
0.54 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,605.97 |
1,592.09 |
1,529.20 |
|
| R3 |
1,572.16 |
1,558.28 |
1,519.90 |
|
| R2 |
1,538.35 |
1,538.35 |
1,516.80 |
|
| R1 |
1,524.47 |
1,524.47 |
1,513.70 |
1,531.41 |
| PP |
1,504.54 |
1,504.54 |
1,504.54 |
1,508.01 |
| S1 |
1,490.66 |
1,490.66 |
1,507.50 |
1,497.60 |
| S2 |
1,470.73 |
1,470.73 |
1,504.40 |
|
| S3 |
1,436.92 |
1,456.85 |
1,501.30 |
|
| S4 |
1,403.11 |
1,423.04 |
1,492.00 |
|
|
| 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 |
1,518.41 |
1,476.06 |
42.35 |
2.8% |
23.43 |
1.6% |
82% |
True |
False |
|
| 10 |
1,518.41 |
1,450.24 |
68.17 |
4.5% |
23.02 |
1.5% |
89% |
True |
False |
|
| 20 |
1,553.09 |
1,446.77 |
106.32 |
7.0% |
25.17 |
1.7% |
60% |
False |
False |
|
| 40 |
1,590.83 |
1,446.77 |
144.06 |
9.5% |
25.75 |
1.7% |
44% |
False |
False |
|
| 60 |
1,707.38 |
1,446.77 |
260.61 |
17.3% |
25.63 |
1.7% |
24% |
False |
False |
|
| 80 |
1,741.35 |
1,446.77 |
294.58 |
19.5% |
24.10 |
1.6% |
22% |
False |
False |
|
| 100 |
1,750.23 |
1,446.77 |
303.46 |
20.1% |
23.31 |
1.5% |
21% |
False |
False |
|
| 120 |
1,750.23 |
1,446.77 |
303.46 |
20.1% |
22.88 |
1.5% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,662.10 |
|
2.618 |
1,606.92 |
|
1.618 |
1,573.11 |
|
1.000 |
1,552.22 |
|
0.618 |
1,539.30 |
|
HIGH |
1,518.41 |
|
0.618 |
1,505.49 |
|
0.500 |
1,501.51 |
|
0.382 |
1,497.52 |
|
LOW |
1,484.60 |
|
0.618 |
1,463.71 |
|
1.000 |
1,450.79 |
|
1.618 |
1,429.90 |
|
2.618 |
1,396.09 |
|
4.250 |
1,340.91 |
|
|