| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2005 |
24-Aug-2005 |
Change |
Change % |
Previous Week |
| Open |
10,571.00 |
10,519.30 |
-51.70 |
-0.5% |
10,599.20 |
| High |
10,577.50 |
10,559.00 |
-18.50 |
-0.2% |
10,655.10 |
| Low |
10,496.70 |
10,432.10 |
-64.60 |
-0.6% |
10,503.40 |
| Close |
10,519.60 |
10,434.90 |
-84.70 |
-0.8% |
10,559.20 |
| Range |
80.80 |
126.90 |
46.10 |
57.1% |
151.70 |
| ATR |
91.31 |
93.85 |
2.54 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,856.03 |
10,772.37 |
10,504.70 |
|
| R3 |
10,729.13 |
10,645.47 |
10,469.80 |
|
| R2 |
10,602.23 |
10,602.23 |
10,458.17 |
|
| R1 |
10,518.57 |
10,518.57 |
10,446.53 |
10,496.95 |
| PP |
10,475.33 |
10,475.33 |
10,475.33 |
10,464.53 |
| S1 |
10,391.67 |
10,391.67 |
10,423.27 |
10,370.05 |
| S2 |
10,348.43 |
10,348.43 |
10,411.64 |
|
| S3 |
10,221.53 |
10,264.77 |
10,400.00 |
|
| S4 |
10,094.63 |
10,137.87 |
10,365.11 |
|
|
| Weekly Pivots for week ending 19-Aug-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,027.67 |
10,945.13 |
10,642.64 |
|
| R3 |
10,875.97 |
10,793.43 |
10,600.92 |
|
| R2 |
10,724.27 |
10,724.27 |
10,587.01 |
|
| R1 |
10,641.73 |
10,641.73 |
10,573.11 |
10,607.15 |
| PP |
10,572.57 |
10,572.57 |
10,572.57 |
10,555.28 |
| S1 |
10,490.03 |
10,490.03 |
10,545.29 |
10,455.45 |
| S2 |
10,420.87 |
10,420.87 |
10,531.39 |
|
| S3 |
10,269.17 |
10,338.33 |
10,517.48 |
|
| S4 |
10,117.47 |
10,186.63 |
10,475.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,641.20 |
10,432.10 |
209.10 |
2.0% |
94.80 |
0.9% |
1% |
False |
True |
|
| 10 |
10,685.90 |
10,432.10 |
253.80 |
2.4% |
99.86 |
1.0% |
1% |
False |
True |
|
| 20 |
10,719.40 |
10,432.10 |
287.30 |
2.8% |
91.57 |
0.9% |
1% |
False |
True |
|
| 40 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
90.72 |
0.9% |
48% |
False |
False |
|
| 60 |
10,719.40 |
10,175.40 |
544.00 |
5.2% |
90.21 |
0.9% |
48% |
False |
False |
|
| 80 |
10,719.40 |
10,075.50 |
643.90 |
6.2% |
92.36 |
0.9% |
56% |
False |
False |
|
| 100 |
10,719.40 |
10,000.50 |
718.90 |
6.9% |
98.03 |
0.9% |
60% |
False |
False |
|
| 120 |
10,984.50 |
10,000.50 |
984.00 |
9.4% |
97.77 |
0.9% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,098.33 |
|
2.618 |
10,891.22 |
|
1.618 |
10,764.32 |
|
1.000 |
10,685.90 |
|
0.618 |
10,637.42 |
|
HIGH |
10,559.00 |
|
0.618 |
10,510.52 |
|
0.500 |
10,495.55 |
|
0.382 |
10,480.58 |
|
LOW |
10,432.10 |
|
0.618 |
10,353.68 |
|
1.000 |
10,305.20 |
|
1.618 |
10,226.78 |
|
2.618 |
10,099.88 |
|
4.250 |
9,892.78 |
|
|