| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2006 |
14-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1,491.10 |
1,500.65 |
9.55 |
0.6% |
1,501.43 |
| High |
1,491.97 |
1,515.68 |
23.71 |
1.6% |
1,517.90 |
| Low |
1,479.69 |
1,493.74 |
14.05 |
0.9% |
1,476.48 |
| Close |
1,486.74 |
1,494.33 |
7.59 |
0.5% |
1,486.74 |
| Range |
12.28 |
21.94 |
9.66 |
78.7% |
41.42 |
| ATR |
26.20 |
26.40 |
0.20 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,567.07 |
1,552.64 |
1,506.40 |
|
| R3 |
1,545.13 |
1,530.70 |
1,500.36 |
|
| R2 |
1,523.19 |
1,523.19 |
1,498.35 |
|
| R1 |
1,508.76 |
1,508.76 |
1,496.34 |
1,505.01 |
| PP |
1,501.25 |
1,501.25 |
1,501.25 |
1,499.37 |
| S1 |
1,486.82 |
1,486.82 |
1,492.32 |
1,483.07 |
| S2 |
1,479.31 |
1,479.31 |
1,490.31 |
|
| S3 |
1,457.37 |
1,464.88 |
1,488.30 |
|
| S4 |
1,435.43 |
1,442.94 |
1,482.26 |
|
|
| Weekly Pivots for week ending 11-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,617.97 |
1,593.77 |
1,509.52 |
|
| R3 |
1,576.55 |
1,552.35 |
1,498.13 |
|
| R2 |
1,535.13 |
1,535.13 |
1,494.33 |
|
| R1 |
1,510.93 |
1,510.93 |
1,490.54 |
1,502.32 |
| PP |
1,493.71 |
1,493.71 |
1,493.71 |
1,489.40 |
| S1 |
1,469.51 |
1,469.51 |
1,482.94 |
1,460.90 |
| S2 |
1,452.29 |
1,452.29 |
1,479.15 |
|
| S3 |
1,410.87 |
1,428.09 |
1,475.35 |
|
| S4 |
1,369.45 |
1,386.67 |
1,463.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,517.90 |
1,476.48 |
41.42 |
2.8% |
23.13 |
1.5% |
43% |
False |
False |
|
| 10 |
1,530.04 |
1,476.06 |
53.98 |
3.6% |
24.58 |
1.6% |
34% |
False |
False |
|
| 20 |
1,530.04 |
1,446.77 |
83.27 |
5.6% |
24.64 |
1.6% |
57% |
False |
False |
|
| 40 |
1,590.83 |
1,446.77 |
144.06 |
9.6% |
24.97 |
1.7% |
33% |
False |
False |
|
| 60 |
1,626.29 |
1,446.77 |
179.52 |
12.0% |
25.73 |
1.7% |
26% |
False |
False |
|
| 80 |
1,737.20 |
1,446.77 |
290.43 |
19.4% |
24.31 |
1.6% |
16% |
False |
False |
|
| 100 |
1,750.23 |
1,446.77 |
303.46 |
20.3% |
23.52 |
1.6% |
16% |
False |
False |
|
| 120 |
1,750.23 |
1,446.77 |
303.46 |
20.3% |
23.10 |
1.5% |
16% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,608.93 |
|
2.618 |
1,573.12 |
|
1.618 |
1,551.18 |
|
1.000 |
1,537.62 |
|
0.618 |
1,529.24 |
|
HIGH |
1,515.68 |
|
0.618 |
1,507.30 |
|
0.500 |
1,504.71 |
|
0.382 |
1,502.12 |
|
LOW |
1,493.74 |
|
0.618 |
1,480.18 |
|
1.000 |
1,471.80 |
|
1.618 |
1,458.24 |
|
2.618 |
1,436.30 |
|
4.250 |
1,400.50 |
|
|