| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2006 |
19-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
10,745.84 |
10,797.39 |
51.55 |
0.5% |
11,091.71 |
| High |
10,813.79 |
11,038.48 |
224.69 |
2.1% |
11,174.47 |
| Low |
10,683.32 |
10,797.39 |
114.07 |
1.1% |
10,701.34 |
| Close |
10,799.23 |
11,011.42 |
212.19 |
2.0% |
10,739.35 |
| Range |
130.47 |
241.09 |
110.62 |
84.8% |
473.13 |
| ATR |
125.88 |
134.11 |
8.23 |
6.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,672.37 |
11,582.98 |
11,144.02 |
|
| R3 |
11,431.28 |
11,341.89 |
11,077.72 |
|
| R2 |
11,190.19 |
11,190.19 |
11,055.62 |
|
| R1 |
11,100.80 |
11,100.80 |
11,033.52 |
11,145.50 |
| PP |
10,949.10 |
10,949.10 |
10,949.10 |
10,971.44 |
| S1 |
10,859.71 |
10,859.71 |
10,989.32 |
10,904.41 |
| S2 |
10,708.01 |
10,708.01 |
10,967.22 |
|
| S3 |
10,466.92 |
10,618.62 |
10,945.12 |
|
| S4 |
10,225.83 |
10,377.53 |
10,878.82 |
|
|
| Weekly Pivots for week ending 14-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,291.11 |
11,988.36 |
10,999.57 |
|
| R3 |
11,817.98 |
11,515.23 |
10,869.46 |
|
| R2 |
11,344.85 |
11,344.85 |
10,826.09 |
|
| R1 |
11,042.10 |
11,042.10 |
10,782.72 |
10,956.91 |
| PP |
10,871.72 |
10,871.72 |
10,871.72 |
10,829.13 |
| S1 |
10,568.97 |
10,568.97 |
10,695.98 |
10,483.78 |
| S2 |
10,398.59 |
10,398.59 |
10,652.61 |
|
| S3 |
9,925.46 |
10,095.84 |
10,609.24 |
|
| S4 |
9,452.33 |
9,622.71 |
10,479.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,038.48 |
10,683.32 |
355.16 |
3.2% |
157.25 |
1.4% |
92% |
True |
False |
|
| 10 |
11,257.08 |
10,683.32 |
573.76 |
5.2% |
141.60 |
1.3% |
57% |
False |
False |
|
| 20 |
11,257.08 |
10,683.32 |
573.76 |
5.2% |
127.80 |
1.2% |
57% |
False |
False |
|
| 40 |
11,285.82 |
10,683.32 |
602.50 |
5.5% |
131.06 |
1.2% |
54% |
False |
False |
|
| 60 |
11,670.19 |
10,683.32 |
986.87 |
9.0% |
122.24 |
1.1% |
33% |
False |
False |
|
| 80 |
11,670.19 |
10,683.32 |
986.87 |
9.0% |
117.20 |
1.1% |
33% |
False |
False |
|
| 100 |
11,670.19 |
10,683.32 |
986.87 |
9.0% |
111.03 |
1.0% |
33% |
False |
False |
|
| 120 |
11,670.19 |
10,683.32 |
986.87 |
9.0% |
107.78 |
1.0% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,063.11 |
|
2.618 |
11,669.65 |
|
1.618 |
11,428.56 |
|
1.000 |
11,279.57 |
|
0.618 |
11,187.47 |
|
HIGH |
11,038.48 |
|
0.618 |
10,946.38 |
|
0.500 |
10,917.94 |
|
0.382 |
10,889.49 |
|
LOW |
10,797.39 |
|
0.618 |
10,648.40 |
|
1.000 |
10,556.30 |
|
1.618 |
10,407.31 |
|
2.618 |
10,166.22 |
|
4.250 |
9,772.76 |
|
|