| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2005 |
12-Aug-2005 |
Change |
Change % |
Previous Week |
| Open |
10,591.80 |
10,682.70 |
90.90 |
0.9% |
10,557.20 |
| High |
10,685.90 |
10,682.80 |
-3.10 |
0.0% |
10,719.40 |
| Low |
10,588.50 |
10,568.30 |
-20.20 |
-0.2% |
10,524.90 |
| Close |
10,685.90 |
10,600.30 |
-85.60 |
-0.8% |
10,600.30 |
| Range |
97.40 |
114.50 |
17.10 |
17.6% |
194.50 |
| ATR |
87.77 |
89.90 |
2.13 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,960.63 |
10,894.97 |
10,663.28 |
|
| R3 |
10,846.13 |
10,780.47 |
10,631.79 |
|
| R2 |
10,731.63 |
10,731.63 |
10,621.29 |
|
| R1 |
10,665.97 |
10,665.97 |
10,610.80 |
10,641.55 |
| PP |
10,617.13 |
10,617.13 |
10,617.13 |
10,604.93 |
| S1 |
10,551.47 |
10,551.47 |
10,589.80 |
10,527.05 |
| S2 |
10,502.63 |
10,502.63 |
10,579.31 |
|
| S3 |
10,388.13 |
10,436.97 |
10,568.81 |
|
| S4 |
10,273.63 |
10,322.47 |
10,537.33 |
|
|
| Weekly Pivots for week ending 12-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,198.37 |
11,093.83 |
10,707.28 |
|
| R3 |
11,003.87 |
10,899.33 |
10,653.79 |
|
| R2 |
10,809.37 |
10,809.37 |
10,635.96 |
|
| R1 |
10,704.83 |
10,704.83 |
10,618.13 |
10,757.10 |
| PP |
10,614.87 |
10,614.87 |
10,614.87 |
10,641.00 |
| S1 |
10,510.33 |
10,510.33 |
10,582.47 |
10,562.60 |
| S2 |
10,420.37 |
10,420.37 |
10,564.64 |
|
| S3 |
10,225.87 |
10,315.83 |
10,546.81 |
|
| S4 |
10,031.37 |
10,121.33 |
10,493.33 |
|
|
| 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% |
108.76 |
1.0% |
39% |
False |
False |
|
| 10 |
10,719.40 |
10,524.90 |
194.50 |
1.8% |
88.71 |
0.8% |
39% |
False |
False |
|
| 20 |
10,719.40 |
10,524.90 |
194.50 |
1.8% |
84.53 |
0.8% |
39% |
False |
False |
|
| 40 |
10,719.40 |
10,175.40 |
544.00 |
5.1% |
90.09 |
0.8% |
78% |
False |
False |
|
| 60 |
10,719.40 |
10,175.40 |
544.00 |
5.1% |
86.29 |
0.8% |
78% |
False |
False |
|
| 80 |
10,719.40 |
10,010.50 |
708.90 |
6.7% |
95.71 |
0.9% |
83% |
False |
False |
|
| 100 |
10,719.40 |
10,000.50 |
718.90 |
6.8% |
98.43 |
0.9% |
83% |
False |
False |
|
| 120 |
10,984.50 |
10,000.50 |
984.00 |
9.3% |
98.11 |
0.9% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,169.43 |
|
2.618 |
10,982.56 |
|
1.618 |
10,868.06 |
|
1.000 |
10,797.30 |
|
0.618 |
10,753.56 |
|
HIGH |
10,682.80 |
|
0.618 |
10,639.06 |
|
0.500 |
10,625.55 |
|
0.382 |
10,612.04 |
|
LOW |
10,568.30 |
|
0.618 |
10,497.54 |
|
1.000 |
10,453.80 |
|
1.618 |
10,383.04 |
|
2.618 |
10,268.54 |
|
4.250 |
10,081.68 |
|
|