| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2005 |
11-Aug-2005 |
Change |
Change % |
Previous Week |
| Open |
10,606.50 |
10,591.80 |
-14.70 |
-0.1% |
10,641.80 |
| High |
10,719.40 |
10,685.90 |
-33.50 |
-0.3% |
10,699.20 |
| Low |
10,570.00 |
10,588.50 |
18.50 |
0.2% |
10,554.50 |
| Close |
10,594.40 |
10,685.90 |
91.50 |
0.9% |
10,558.00 |
| Range |
149.40 |
97.40 |
-52.00 |
-34.8% |
144.70 |
| ATR |
87.03 |
87.77 |
0.74 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,945.63 |
10,913.17 |
10,739.47 |
|
| R3 |
10,848.23 |
10,815.77 |
10,712.69 |
|
| R2 |
10,750.83 |
10,750.83 |
10,703.76 |
|
| R1 |
10,718.37 |
10,718.37 |
10,694.83 |
10,734.60 |
| PP |
10,653.43 |
10,653.43 |
10,653.43 |
10,661.55 |
| S1 |
10,620.97 |
10,620.97 |
10,676.97 |
10,637.20 |
| S2 |
10,556.03 |
10,556.03 |
10,668.04 |
|
| S3 |
10,458.63 |
10,523.57 |
10,659.12 |
|
| S4 |
10,361.23 |
10,426.17 |
10,632.33 |
|
|
| 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% |
97.12 |
0.9% |
83% |
False |
False |
|
| 10 |
10,719.40 |
10,524.90 |
194.50 |
1.8% |
84.94 |
0.8% |
83% |
False |
False |
|
| 20 |
10,719.40 |
10,524.90 |
194.50 |
1.8% |
81.49 |
0.8% |
83% |
False |
False |
|
| 40 |
10,719.40 |
10,175.40 |
544.00 |
5.1% |
88.61 |
0.8% |
94% |
False |
False |
|
| 60 |
10,719.40 |
10,175.40 |
544.00 |
5.1% |
87.02 |
0.8% |
94% |
False |
False |
|
| 80 |
10,719.40 |
10,000.50 |
718.90 |
6.7% |
96.60 |
0.9% |
95% |
False |
False |
|
| 100 |
10,719.40 |
10,000.50 |
718.90 |
6.7% |
98.68 |
0.9% |
95% |
False |
False |
|
| 120 |
10,984.50 |
10,000.50 |
984.00 |
9.2% |
98.59 |
0.9% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,099.85 |
|
2.618 |
10,940.89 |
|
1.618 |
10,843.49 |
|
1.000 |
10,783.30 |
|
0.618 |
10,746.09 |
|
HIGH |
10,685.90 |
|
0.618 |
10,648.69 |
|
0.500 |
10,637.20 |
|
0.382 |
10,625.71 |
|
LOW |
10,588.50 |
|
0.618 |
10,528.31 |
|
1.000 |
10,491.10 |
|
1.618 |
10,430.91 |
|
2.618 |
10,333.51 |
|
4.250 |
10,174.55 |
|
|