| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2006 |
15-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
11,089.07 |
11,098.03 |
8.96 |
0.1% |
11,239.47 |
| High |
11,202.73 |
11,234.27 |
31.54 |
0.3% |
11,276.29 |
| Low |
11,079.78 |
11,098.03 |
18.25 |
0.2% |
11,042.64 |
| Close |
11,097.87 |
11,230.26 |
132.39 |
1.2% |
11,088.03 |
| Range |
122.95 |
136.24 |
13.29 |
10.8% |
233.65 |
| ATR |
120.91 |
122.02 |
1.11 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,596.24 |
11,549.49 |
11,305.19 |
|
| R3 |
11,460.00 |
11,413.25 |
11,267.73 |
|
| R2 |
11,323.76 |
11,323.76 |
11,255.24 |
|
| R1 |
11,277.01 |
11,277.01 |
11,242.75 |
11,300.39 |
| PP |
11,187.52 |
11,187.52 |
11,187.52 |
11,199.21 |
| S1 |
11,140.77 |
11,140.77 |
11,217.77 |
11,164.15 |
| S2 |
11,051.28 |
11,051.28 |
11,205.28 |
|
| S3 |
10,915.04 |
11,004.53 |
11,192.79 |
|
| S4 |
10,778.80 |
10,868.29 |
11,155.33 |
|
|
| 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 |
11,250.84 |
11,042.64 |
208.20 |
1.9% |
123.85 |
1.1% |
90% |
False |
False |
|
| 10 |
11,344.17 |
11,042.64 |
301.53 |
2.7% |
119.52 |
1.1% |
62% |
False |
False |
|
| 20 |
11,344.17 |
10,797.39 |
546.78 |
4.9% |
124.30 |
1.1% |
79% |
False |
False |
|
| 40 |
11,344.17 |
10,683.32 |
660.85 |
5.9% |
122.31 |
1.1% |
83% |
False |
False |
|
| 60 |
11,344.17 |
10,683.32 |
660.85 |
5.9% |
127.04 |
1.1% |
83% |
False |
False |
|
| 80 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
120.41 |
1.1% |
55% |
False |
False |
|
| 100 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
116.93 |
1.0% |
55% |
False |
False |
|
| 120 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
111.86 |
1.0% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,813.29 |
|
2.618 |
11,590.95 |
|
1.618 |
11,454.71 |
|
1.000 |
11,370.51 |
|
0.618 |
11,318.47 |
|
HIGH |
11,234.27 |
|
0.618 |
11,182.23 |
|
0.500 |
11,166.15 |
|
0.382 |
11,150.07 |
|
LOW |
11,098.03 |
|
0.618 |
11,013.83 |
|
1.000 |
10,961.79 |
|
1.618 |
10,877.59 |
|
2.618 |
10,741.35 |
|
4.250 |
10,519.01 |
|
|