| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2006 |
01-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
11,218.90 |
11,184.80 |
-34.10 |
-0.3% |
10,868.70 |
| High |
11,219.06 |
11,185.28 |
-33.78 |
-0.3% |
11,243.31 |
| Low |
11,178.32 |
11,083.86 |
-94.46 |
-0.8% |
10,868.62 |
| Close |
11,185.68 |
11,125.73 |
-59.95 |
-0.5% |
11,219.70 |
| Range |
40.74 |
101.42 |
60.68 |
148.9% |
374.69 |
| ATR |
125.80 |
124.09 |
-1.71 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,435.88 |
11,382.23 |
11,181.51 |
|
| R3 |
11,334.46 |
11,280.81 |
11,153.62 |
|
| R2 |
11,233.04 |
11,233.04 |
11,144.32 |
|
| R1 |
11,179.39 |
11,179.39 |
11,135.03 |
11,155.51 |
| PP |
11,131.62 |
11,131.62 |
11,131.62 |
11,119.68 |
| S1 |
11,077.97 |
11,077.97 |
11,116.43 |
11,054.09 |
| S2 |
11,030.20 |
11,030.20 |
11,107.14 |
|
| S3 |
10,928.78 |
10,976.55 |
11,097.84 |
|
| S4 |
10,827.36 |
10,875.13 |
11,069.95 |
|
|
| Weekly Pivots for week ending 28-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,234.61 |
12,101.85 |
11,425.78 |
|
| R3 |
11,859.92 |
11,727.16 |
11,322.74 |
|
| R2 |
11,485.23 |
11,485.23 |
11,288.39 |
|
| R1 |
11,352.47 |
11,352.47 |
11,254.05 |
11,418.85 |
| PP |
11,110.54 |
11,110.54 |
11,110.54 |
11,143.74 |
| S1 |
10,977.78 |
10,977.78 |
11,185.35 |
11,044.16 |
| S2 |
10,735.85 |
10,735.85 |
11,151.01 |
|
| S3 |
10,361.16 |
10,603.09 |
11,116.66 |
|
| S4 |
9,986.47 |
10,228.40 |
11,013.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,243.31 |
11,048.16 |
195.15 |
1.8% |
98.66 |
0.9% |
40% |
False |
False |
|
| 10 |
11,243.31 |
10,797.39 |
445.92 |
4.0% |
129.09 |
1.2% |
74% |
False |
False |
|
| 20 |
11,257.08 |
10,683.32 |
573.76 |
5.2% |
128.37 |
1.2% |
77% |
False |
False |
|
| 40 |
11,257.08 |
10,683.32 |
573.76 |
5.2% |
129.32 |
1.2% |
77% |
False |
False |
|
| 60 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
125.49 |
1.1% |
45% |
False |
False |
|
| 80 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
119.03 |
1.1% |
45% |
False |
False |
|
| 100 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
113.37 |
1.0% |
45% |
False |
False |
|
| 120 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
109.80 |
1.0% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,616.32 |
|
2.618 |
11,450.80 |
|
1.618 |
11,349.38 |
|
1.000 |
11,286.70 |
|
0.618 |
11,247.96 |
|
HIGH |
11,185.28 |
|
0.618 |
11,146.54 |
|
0.500 |
11,134.57 |
|
0.382 |
11,122.60 |
|
LOW |
11,083.86 |
|
0.618 |
11,021.18 |
|
1.000 |
10,982.44 |
|
1.618 |
10,919.76 |
|
2.618 |
10,818.34 |
|
4.250 |
10,652.83 |
|
|