| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2006 |
04-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
11,195.28 |
11,244.59 |
49.31 |
0.4% |
11,218.90 |
| High |
11,269.49 |
11,344.17 |
74.68 |
0.7% |
11,344.17 |
| Low |
11,144.46 |
11,187.36 |
42.90 |
0.4% |
11,083.86 |
| Close |
11,242.59 |
11,240.35 |
-2.24 |
0.0% |
11,240.35 |
| Range |
125.03 |
156.81 |
31.78 |
25.4% |
260.31 |
| ATR |
122.84 |
125.27 |
2.43 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,727.72 |
11,640.85 |
11,326.60 |
|
| R3 |
11,570.91 |
11,484.04 |
11,283.47 |
|
| R2 |
11,414.10 |
11,414.10 |
11,269.10 |
|
| R1 |
11,327.23 |
11,327.23 |
11,254.72 |
11,292.26 |
| PP |
11,257.29 |
11,257.29 |
11,257.29 |
11,239.81 |
| S1 |
11,170.42 |
11,170.42 |
11,225.98 |
11,135.45 |
| S2 |
11,100.48 |
11,100.48 |
11,211.60 |
|
| S3 |
10,943.67 |
11,013.61 |
11,197.23 |
|
| S4 |
10,786.86 |
10,856.80 |
11,154.10 |
|
|
| Weekly Pivots for week ending 04-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,003.72 |
11,882.35 |
11,383.52 |
|
| R3 |
11,743.41 |
11,622.04 |
11,311.94 |
|
| R2 |
11,483.10 |
11,483.10 |
11,288.07 |
|
| R1 |
11,361.73 |
11,361.73 |
11,264.21 |
11,422.42 |
| PP |
11,222.79 |
11,222.79 |
11,222.79 |
11,253.14 |
| S1 |
11,101.42 |
11,101.42 |
11,216.49 |
11,162.11 |
| S2 |
10,962.48 |
10,962.48 |
11,192.63 |
|
| S3 |
10,702.17 |
10,841.11 |
11,168.76 |
|
| S4 |
10,441.86 |
10,580.80 |
11,097.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,344.17 |
11,083.86 |
260.31 |
2.3% |
105.64 |
0.9% |
60% |
True |
False |
|
| 10 |
11,344.17 |
10,868.62 |
475.55 |
4.2% |
121.06 |
1.1% |
78% |
True |
False |
|
| 20 |
11,344.17 |
10,683.32 |
660.85 |
5.9% |
129.18 |
1.1% |
84% |
True |
False |
|
| 40 |
11,344.17 |
10,683.32 |
660.85 |
5.9% |
125.87 |
1.1% |
84% |
True |
False |
|
| 60 |
11,639.45 |
10,683.32 |
956.13 |
8.5% |
128.83 |
1.1% |
58% |
False |
False |
|
| 80 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
119.31 |
1.1% |
56% |
False |
False |
|
| 100 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
114.34 |
1.0% |
56% |
False |
False |
|
| 120 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
110.42 |
1.0% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,010.61 |
|
2.618 |
11,754.70 |
|
1.618 |
11,597.89 |
|
1.000 |
11,500.98 |
|
0.618 |
11,441.08 |
|
HIGH |
11,344.17 |
|
0.618 |
11,284.27 |
|
0.500 |
11,265.77 |
|
0.382 |
11,247.26 |
|
LOW |
11,187.36 |
|
0.618 |
11,090.45 |
|
1.000 |
11,030.55 |
|
1.618 |
10,933.64 |
|
2.618 |
10,776.83 |
|
4.250 |
10,520.92 |
|
|