| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2005 |
10-Aug-2005 |
Change |
Change % |
Previous Week |
| Open |
10,537.70 |
10,606.50 |
68.80 |
0.7% |
10,641.80 |
| High |
10,639.10 |
10,719.40 |
80.30 |
0.8% |
10,699.20 |
| Low |
10,537.70 |
10,570.00 |
32.30 |
0.3% |
10,554.50 |
| Close |
10,615.70 |
10,594.40 |
-21.30 |
-0.2% |
10,558.00 |
| Range |
101.40 |
149.40 |
48.00 |
47.3% |
144.70 |
| ATR |
82.23 |
87.03 |
4.80 |
5.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,076.13 |
10,984.67 |
10,676.57 |
|
| R3 |
10,926.73 |
10,835.27 |
10,635.49 |
|
| R2 |
10,777.33 |
10,777.33 |
10,621.79 |
|
| R1 |
10,685.87 |
10,685.87 |
10,608.10 |
10,656.90 |
| PP |
10,627.93 |
10,627.93 |
10,627.93 |
10,613.45 |
| S1 |
10,536.47 |
10,536.47 |
10,580.71 |
10,507.50 |
| S2 |
10,478.53 |
10,478.53 |
10,567.01 |
|
| S3 |
10,329.13 |
10,387.07 |
10,553.32 |
|
| S4 |
10,179.73 |
10,237.67 |
10,512.23 |
|
|
| Weekly Pivots for week ending 05-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,038.00 |
10,942.70 |
10,637.59 |
|
| R3 |
10,893.30 |
10,798.00 |
10,597.79 |
|
| R2 |
10,748.60 |
10,748.60 |
10,584.53 |
|
| R1 |
10,653.30 |
10,653.30 |
10,571.26 |
10,628.60 |
| PP |
10,603.90 |
10,603.90 |
10,603.90 |
10,591.55 |
| S1 |
10,508.60 |
10,508.60 |
10,544.74 |
10,483.90 |
| S2 |
10,459.20 |
10,459.20 |
10,531.47 |
|
| S3 |
10,314.50 |
10,363.90 |
10,518.21 |
|
| S4 |
10,169.80 |
10,219.20 |
10,478.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,719.40 |
10,524.90 |
194.50 |
1.8% |
95.68 |
0.9% |
36% |
True |
False |
|
| 10 |
10,719.40 |
10,524.90 |
194.50 |
1.8% |
83.28 |
0.8% |
36% |
True |
False |
|
| 20 |
10,719.40 |
10,524.90 |
194.50 |
1.8% |
81.51 |
0.8% |
36% |
True |
False |
|
| 40 |
10,719.40 |
10,175.40 |
544.00 |
5.1% |
88.54 |
0.8% |
77% |
True |
False |
|
| 60 |
10,719.40 |
10,175.40 |
544.00 |
5.1% |
87.46 |
0.8% |
77% |
True |
False |
|
| 80 |
10,719.40 |
10,000.50 |
718.90 |
6.8% |
96.45 |
0.9% |
83% |
True |
False |
|
| 100 |
10,719.40 |
10,000.50 |
718.90 |
6.8% |
98.67 |
0.9% |
83% |
True |
False |
|
| 120 |
10,984.50 |
10,000.50 |
984.00 |
9.3% |
98.30 |
0.9% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,354.35 |
|
2.618 |
11,110.53 |
|
1.618 |
10,961.13 |
|
1.000 |
10,868.80 |
|
0.618 |
10,811.73 |
|
HIGH |
10,719.40 |
|
0.618 |
10,662.33 |
|
0.500 |
10,644.70 |
|
0.382 |
10,627.07 |
|
LOW |
10,570.00 |
|
0.618 |
10,477.67 |
|
1.000 |
10,420.60 |
|
1.618 |
10,328.27 |
|
2.618 |
10,178.87 |
|
4.250 |
9,935.05 |
|
|