| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2006 |
15-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1,500.65 |
1,514.84 |
14.19 |
0.9% |
1,501.43 |
| High |
1,515.68 |
1,534.78 |
19.10 |
1.3% |
1,517.90 |
| Low |
1,493.74 |
1,508.94 |
15.20 |
1.0% |
1,476.48 |
| Close |
1,494.33 |
1,534.43 |
40.10 |
2.7% |
1,486.74 |
| Range |
21.94 |
25.84 |
3.90 |
17.8% |
41.42 |
| ATR |
26.40 |
27.40 |
1.00 |
3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,603.57 |
1,594.84 |
1,548.64 |
|
| R3 |
1,577.73 |
1,569.00 |
1,541.54 |
|
| R2 |
1,551.89 |
1,551.89 |
1,539.17 |
|
| R1 |
1,543.16 |
1,543.16 |
1,536.80 |
1,547.53 |
| PP |
1,526.05 |
1,526.05 |
1,526.05 |
1,528.23 |
| S1 |
1,517.32 |
1,517.32 |
1,532.06 |
1,521.69 |
| S2 |
1,500.21 |
1,500.21 |
1,529.69 |
|
| S3 |
1,474.37 |
1,491.48 |
1,527.32 |
|
| S4 |
1,448.53 |
1,465.64 |
1,520.22 |
|
|
| 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 |
1,534.78 |
1,478.20 |
56.58 |
3.7% |
23.44 |
1.5% |
99% |
True |
False |
|
| 10 |
1,534.78 |
1,476.48 |
58.30 |
3.8% |
24.95 |
1.6% |
99% |
True |
False |
|
| 20 |
1,534.78 |
1,450.24 |
84.54 |
5.5% |
24.38 |
1.6% |
100% |
True |
False |
|
| 40 |
1,590.83 |
1,446.77 |
144.06 |
9.4% |
24.99 |
1.6% |
61% |
False |
False |
|
| 60 |
1,626.29 |
1,446.77 |
179.52 |
11.7% |
25.68 |
1.7% |
49% |
False |
False |
|
| 80 |
1,727.79 |
1,446.77 |
281.02 |
18.3% |
24.18 |
1.6% |
31% |
False |
False |
|
| 100 |
1,750.23 |
1,446.77 |
303.46 |
19.8% |
23.63 |
1.5% |
29% |
False |
False |
|
| 120 |
1,750.23 |
1,446.77 |
303.46 |
19.8% |
23.17 |
1.5% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,644.60 |
|
2.618 |
1,602.43 |
|
1.618 |
1,576.59 |
|
1.000 |
1,560.62 |
|
0.618 |
1,550.75 |
|
HIGH |
1,534.78 |
|
0.618 |
1,524.91 |
|
0.500 |
1,521.86 |
|
0.382 |
1,518.81 |
|
LOW |
1,508.94 |
|
0.618 |
1,492.97 |
|
1.000 |
1,483.10 |
|
1.618 |
1,467.13 |
|
2.618 |
1,441.29 |
|
4.250 |
1,399.12 |
|
|