| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2006 |
14-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
11,121.16 |
11,089.07 |
-32.09 |
-0.3% |
11,239.47 |
| High |
11,121.16 |
11,202.73 |
81.57 |
0.7% |
11,276.29 |
| Low |
11,042.64 |
11,079.78 |
37.14 |
0.3% |
11,042.64 |
| Close |
11,088.03 |
11,097.87 |
9.84 |
0.1% |
11,088.03 |
| Range |
78.52 |
122.95 |
44.43 |
56.6% |
233.65 |
| ATR |
120.76 |
120.91 |
0.16 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,495.64 |
11,419.71 |
11,165.49 |
|
| R3 |
11,372.69 |
11,296.76 |
11,131.68 |
|
| R2 |
11,249.74 |
11,249.74 |
11,120.41 |
|
| R1 |
11,173.81 |
11,173.81 |
11,109.14 |
11,211.78 |
| PP |
11,126.79 |
11,126.79 |
11,126.79 |
11,145.78 |
| S1 |
11,050.86 |
11,050.86 |
11,086.60 |
11,088.83 |
| S2 |
11,003.84 |
11,003.84 |
11,075.33 |
|
| S3 |
10,880.89 |
10,927.91 |
11,064.06 |
|
| S4 |
10,757.94 |
10,804.96 |
11,030.25 |
|
|
| Weekly Pivots for week ending 11-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,836.60 |
11,695.97 |
11,216.54 |
|
| R3 |
11,602.95 |
11,462.32 |
11,152.28 |
|
| R2 |
11,369.30 |
11,369.30 |
11,130.87 |
|
| R1 |
11,228.67 |
11,228.67 |
11,109.45 |
11,182.16 |
| PP |
11,135.65 |
11,135.65 |
11,135.65 |
11,112.40 |
| S1 |
10,995.02 |
10,995.02 |
11,066.61 |
10,948.51 |
| S2 |
10,902.00 |
10,902.00 |
11,045.19 |
|
| S3 |
10,668.35 |
10,761.37 |
11,023.78 |
|
| S4 |
10,434.70 |
10,527.72 |
10,959.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,276.29 |
11,042.64 |
233.65 |
2.1% |
123.49 |
1.1% |
24% |
False |
False |
|
| 10 |
11,344.17 |
11,042.64 |
301.53 |
2.7% |
116.03 |
1.0% |
18% |
False |
False |
|
| 20 |
11,344.17 |
10,683.32 |
660.85 |
6.0% |
124.01 |
1.1% |
63% |
False |
False |
|
| 40 |
11,344.17 |
10,683.32 |
660.85 |
6.0% |
122.66 |
1.1% |
63% |
False |
False |
|
| 60 |
11,344.17 |
10,683.32 |
660.85 |
6.0% |
126.52 |
1.1% |
63% |
False |
False |
|
| 80 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
119.82 |
1.1% |
42% |
False |
False |
|
| 100 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
116.47 |
1.0% |
42% |
False |
False |
|
| 120 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
111.42 |
1.0% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,725.27 |
|
2.618 |
11,524.61 |
|
1.618 |
11,401.66 |
|
1.000 |
11,325.68 |
|
0.618 |
11,278.71 |
|
HIGH |
11,202.73 |
|
0.618 |
11,155.76 |
|
0.500 |
11,141.26 |
|
0.382 |
11,126.75 |
|
LOW |
11,079.78 |
|
0.618 |
11,003.80 |
|
1.000 |
10,956.83 |
|
1.618 |
10,880.85 |
|
2.618 |
10,757.90 |
|
4.250 |
10,557.24 |
|
|