| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2006 |
25-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
11,297.82 |
11,301.22 |
3.40 |
0.0% |
11,380.67 |
| High |
11,334.72 |
11,317.43 |
-17.29 |
-0.2% |
11,383.71 |
| Low |
11,273.89 |
11,260.28 |
-13.61 |
-0.1% |
11,260.28 |
| Close |
11,304.46 |
11,284.05 |
-20.41 |
-0.2% |
11,284.05 |
| Range |
60.83 |
57.15 |
-3.68 |
-6.0% |
123.43 |
| ATR |
104.76 |
101.36 |
-3.40 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,458.70 |
11,428.53 |
11,315.48 |
|
| R3 |
11,401.55 |
11,371.38 |
11,299.77 |
|
| R2 |
11,344.40 |
11,344.40 |
11,294.53 |
|
| R1 |
11,314.23 |
11,314.23 |
11,289.29 |
11,300.74 |
| PP |
11,287.25 |
11,287.25 |
11,287.25 |
11,280.51 |
| S1 |
11,257.08 |
11,257.08 |
11,278.81 |
11,243.59 |
| S2 |
11,230.10 |
11,230.10 |
11,273.57 |
|
| S3 |
11,172.95 |
11,199.93 |
11,268.33 |
|
| S4 |
11,115.80 |
11,142.78 |
11,252.62 |
|
|
| Weekly Pivots for week ending 25-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,679.64 |
11,605.27 |
11,351.94 |
|
| R3 |
11,556.21 |
11,481.84 |
11,317.99 |
|
| R2 |
11,432.78 |
11,432.78 |
11,306.68 |
|
| R1 |
11,358.41 |
11,358.41 |
11,295.36 |
11,333.88 |
| PP |
11,309.35 |
11,309.35 |
11,309.35 |
11,297.08 |
| S1 |
11,234.98 |
11,234.98 |
11,272.74 |
11,210.45 |
| S2 |
11,185.92 |
11,185.92 |
11,261.42 |
|
| S3 |
11,062.49 |
11,111.55 |
11,250.11 |
|
| S4 |
10,939.06 |
10,988.12 |
11,216.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,383.71 |
11,260.28 |
123.43 |
1.1% |
72.83 |
0.6% |
19% |
False |
True |
|
| 10 |
11,383.71 |
11,079.78 |
303.93 |
2.7% |
87.71 |
0.8% |
67% |
False |
False |
|
| 20 |
11,383.71 |
11,042.64 |
341.07 |
3.0% |
97.76 |
0.9% |
71% |
False |
False |
|
| 40 |
11,383.71 |
10,683.32 |
700.39 |
6.2% |
113.70 |
1.0% |
86% |
False |
False |
|
| 60 |
11,383.71 |
10,683.32 |
700.39 |
6.2% |
121.47 |
1.1% |
86% |
False |
False |
|
| 80 |
11,670.19 |
10,683.32 |
986.87 |
8.7% |
119.37 |
1.1% |
61% |
False |
False |
|
| 100 |
11,670.19 |
10,683.32 |
986.87 |
8.7% |
114.97 |
1.0% |
61% |
False |
False |
|
| 120 |
11,670.19 |
10,683.32 |
986.87 |
8.7% |
111.16 |
1.0% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,560.32 |
|
2.618 |
11,467.05 |
|
1.618 |
11,409.90 |
|
1.000 |
11,374.58 |
|
0.618 |
11,352.75 |
|
HIGH |
11,317.43 |
|
0.618 |
11,295.60 |
|
0.500 |
11,288.86 |
|
0.382 |
11,282.11 |
|
LOW |
11,260.28 |
|
0.618 |
11,224.96 |
|
1.000 |
11,203.13 |
|
1.618 |
11,167.81 |
|
2.618 |
11,110.66 |
|
4.250 |
11,017.39 |
|
|