| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2005 |
16-Aug-2005 |
Change |
Change % |
Previous Week |
| Open |
10,599.20 |
10,631.60 |
32.40 |
0.3% |
10,557.20 |
| High |
10,655.10 |
10,640.30 |
-14.80 |
-0.1% |
10,719.40 |
| Low |
10,557.90 |
10,510.30 |
-47.60 |
-0.5% |
10,524.90 |
| Close |
10,634.40 |
10,513.50 |
-120.90 |
-1.1% |
10,600.30 |
| Range |
97.20 |
130.00 |
32.80 |
33.7% |
194.50 |
| ATR |
90.42 |
93.25 |
2.83 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,944.70 |
10,859.10 |
10,585.00 |
|
| R3 |
10,814.70 |
10,729.10 |
10,549.25 |
|
| R2 |
10,684.70 |
10,684.70 |
10,537.33 |
|
| R1 |
10,599.10 |
10,599.10 |
10,525.42 |
10,576.90 |
| PP |
10,554.70 |
10,554.70 |
10,554.70 |
10,543.60 |
| S1 |
10,469.10 |
10,469.10 |
10,501.58 |
10,446.90 |
| S2 |
10,424.70 |
10,424.70 |
10,489.67 |
|
| S3 |
10,294.70 |
10,339.10 |
10,477.75 |
|
| S4 |
10,164.70 |
10,209.10 |
10,442.00 |
|
|
| 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 |
10,510.30 |
209.10 |
2.0% |
117.70 |
1.1% |
2% |
False |
True |
|
| 10 |
10,719.40 |
10,510.30 |
209.10 |
2.0% |
97.71 |
0.9% |
2% |
False |
True |
|
| 20 |
10,719.40 |
10,510.30 |
209.10 |
2.0% |
88.05 |
0.8% |
2% |
False |
True |
|
| 40 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
91.97 |
0.9% |
62% |
False |
False |
|
| 60 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
87.83 |
0.8% |
62% |
False |
False |
|
| 80 |
10,719.40 |
10,048.10 |
671.30 |
6.4% |
94.08 |
0.9% |
69% |
False |
False |
|
| 100 |
10,719.40 |
10,000.50 |
718.90 |
6.8% |
99.28 |
0.9% |
71% |
False |
False |
|
| 120 |
10,984.50 |
10,000.50 |
984.00 |
9.4% |
98.33 |
0.9% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,192.80 |
|
2.618 |
10,980.64 |
|
1.618 |
10,850.64 |
|
1.000 |
10,770.30 |
|
0.618 |
10,720.64 |
|
HIGH |
10,640.30 |
|
0.618 |
10,590.64 |
|
0.500 |
10,575.30 |
|
0.382 |
10,559.96 |
|
LOW |
10,510.30 |
|
0.618 |
10,429.96 |
|
1.000 |
10,380.30 |
|
1.618 |
10,299.96 |
|
2.618 |
10,169.96 |
|
4.250 |
9,957.80 |
|
|