| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2006 |
02-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
11,184.80 |
11,125.57 |
-59.23 |
-0.5% |
10,868.70 |
| High |
11,185.28 |
11,229.46 |
44.18 |
0.4% |
11,243.31 |
| Low |
11,083.86 |
11,125.25 |
41.39 |
0.4% |
10,868.62 |
| Close |
11,125.73 |
11,199.93 |
74.20 |
0.7% |
11,219.70 |
| Range |
101.42 |
104.21 |
2.79 |
2.8% |
374.69 |
| ATR |
124.09 |
122.67 |
-1.42 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,497.51 |
11,452.93 |
11,257.25 |
|
| R3 |
11,393.30 |
11,348.72 |
11,228.59 |
|
| R2 |
11,289.09 |
11,289.09 |
11,219.04 |
|
| R1 |
11,244.51 |
11,244.51 |
11,209.48 |
11,266.80 |
| PP |
11,184.88 |
11,184.88 |
11,184.88 |
11,196.03 |
| S1 |
11,140.30 |
11,140.30 |
11,190.38 |
11,162.59 |
| S2 |
11,080.67 |
11,080.67 |
11,180.82 |
|
| S3 |
10,976.46 |
11,036.09 |
11,171.27 |
|
| S4 |
10,872.25 |
10,931.88 |
11,142.61 |
|
|
| 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 |
11,083.86 |
159.45 |
1.4% |
97.57 |
0.9% |
73% |
False |
False |
|
| 10 |
11,243.31 |
10,838.85 |
404.46 |
3.6% |
115.40 |
1.0% |
89% |
False |
False |
|
| 20 |
11,257.08 |
10,683.32 |
573.76 |
5.1% |
128.50 |
1.1% |
90% |
False |
False |
|
| 40 |
11,257.08 |
10,683.32 |
573.76 |
5.1% |
127.73 |
1.1% |
90% |
False |
False |
|
| 60 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
126.53 |
1.1% |
52% |
False |
False |
|
| 80 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
118.31 |
1.1% |
52% |
False |
False |
|
| 100 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
113.15 |
1.0% |
52% |
False |
False |
|
| 120 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
109.86 |
1.0% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,672.35 |
|
2.618 |
11,502.28 |
|
1.618 |
11,398.07 |
|
1.000 |
11,333.67 |
|
0.618 |
11,293.86 |
|
HIGH |
11,229.46 |
|
0.618 |
11,189.65 |
|
0.500 |
11,177.36 |
|
0.382 |
11,165.06 |
|
LOW |
11,125.25 |
|
0.618 |
11,060.85 |
|
1.000 |
11,021.04 |
|
1.618 |
10,956.64 |
|
2.618 |
10,852.43 |
|
4.250 |
10,682.36 |
|
|