| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2006 |
17-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1,546.48 |
1,564.97 |
18.49 |
1.2% |
1,501.43 |
| High |
1,570.06 |
1,584.72 |
14.66 |
0.9% |
1,517.90 |
| Low |
1,539.59 |
1,562.62 |
23.03 |
1.5% |
1,476.48 |
| Close |
1,570.06 |
1,573.59 |
3.53 |
0.2% |
1,486.74 |
| Range |
30.47 |
22.10 |
-8.37 |
-27.5% |
41.42 |
| ATR |
27.99 |
27.57 |
-0.42 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,639.94 |
1,628.87 |
1,585.75 |
|
| R3 |
1,617.84 |
1,606.77 |
1,579.67 |
|
| R2 |
1,595.74 |
1,595.74 |
1,577.64 |
|
| R1 |
1,584.67 |
1,584.67 |
1,575.62 |
1,590.21 |
| PP |
1,573.64 |
1,573.64 |
1,573.64 |
1,576.41 |
| S1 |
1,562.57 |
1,562.57 |
1,571.56 |
1,568.11 |
| S2 |
1,551.54 |
1,551.54 |
1,569.54 |
|
| S3 |
1,529.44 |
1,540.47 |
1,567.51 |
|
| S4 |
1,507.34 |
1,518.37 |
1,561.44 |
|
|
| 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 |
1,584.72 |
1,479.69 |
105.03 |
6.7% |
22.53 |
1.4% |
89% |
True |
False |
|
| 10 |
1,584.72 |
1,476.48 |
108.24 |
6.9% |
24.82 |
1.6% |
90% |
True |
False |
|
| 20 |
1,584.72 |
1,450.24 |
134.48 |
8.5% |
23.92 |
1.5% |
92% |
True |
False |
|
| 40 |
1,590.83 |
1,446.77 |
144.06 |
9.2% |
24.84 |
1.6% |
88% |
False |
False |
|
| 60 |
1,626.29 |
1,446.77 |
179.52 |
11.4% |
25.61 |
1.6% |
71% |
False |
False |
|
| 80 |
1,727.79 |
1,446.77 |
281.02 |
17.9% |
24.45 |
1.6% |
45% |
False |
False |
|
| 100 |
1,750.23 |
1,446.77 |
303.46 |
19.3% |
23.87 |
1.5% |
42% |
False |
False |
|
| 120 |
1,750.23 |
1,446.77 |
303.46 |
19.3% |
23.34 |
1.5% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,678.65 |
|
2.618 |
1,642.58 |
|
1.618 |
1,620.48 |
|
1.000 |
1,606.82 |
|
0.618 |
1,598.38 |
|
HIGH |
1,584.72 |
|
0.618 |
1,576.28 |
|
0.500 |
1,573.67 |
|
0.382 |
1,571.06 |
|
LOW |
1,562.62 |
|
0.618 |
1,548.96 |
|
1.000 |
1,540.52 |
|
1.618 |
1,526.86 |
|
2.618 |
1,504.76 |
|
4.250 |
1,468.70 |
|
|