| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2006 |
01-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
11,381 |
11,315 |
-66 |
-0.6% |
11,253 |
| High |
11,381 |
11,315 |
-66 |
-0.6% |
11,405 |
| Low |
11,381 |
11,315 |
-66 |
-0.6% |
11,253 |
| Close |
11,381 |
11,315 |
-66 |
-0.6% |
11,405 |
| Range |
|
|
|
|
|
| ATR |
76 |
75 |
-1 |
-0.9% |
0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,315 |
11,315 |
11,315 |
|
| R3 |
11,315 |
11,315 |
11,315 |
|
| R2 |
11,315 |
11,315 |
11,315 |
|
| R1 |
11,315 |
11,315 |
11,315 |
11,315 |
| PP |
11,315 |
11,315 |
11,315 |
11,315 |
| S1 |
11,315 |
11,315 |
11,315 |
11,315 |
| S2 |
11,315 |
11,315 |
11,315 |
|
| S3 |
11,315 |
11,315 |
11,315 |
|
| S4 |
11,315 |
11,315 |
11,315 |
|
|
| Weekly Pivots for week ending 28-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,810 |
11,760 |
11,489 |
|
| R3 |
11,658 |
11,608 |
11,447 |
|
| R2 |
11,506 |
11,506 |
11,433 |
|
| R1 |
11,456 |
11,456 |
11,419 |
11,481 |
| PP |
11,354 |
11,354 |
11,354 |
11,367 |
| S1 |
11,304 |
11,304 |
11,391 |
11,329 |
| S2 |
11,202 |
11,202 |
11,377 |
|
| S3 |
11,050 |
11,152 |
11,363 |
|
| S4 |
10,898 |
11,000 |
11,322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,405 |
11,289 |
116 |
1.0% |
0 |
0.0% |
22% |
False |
False |
|
| 10 |
11,405 |
11,057 |
348 |
3.1% |
0 |
0.0% |
74% |
False |
False |
|
| 20 |
11,440 |
10,934 |
506 |
4.5% |
0 |
0.0% |
75% |
False |
False |
|
| 40 |
11,440 |
10,928 |
512 |
4.5% |
0 |
0.0% |
76% |
False |
False |
|
| 60 |
11,944 |
10,928 |
1,016 |
9.0% |
0 |
0.0% |
38% |
False |
False |
|
| 80 |
11,944 |
10,928 |
1,016 |
9.0% |
0 |
0.0% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,315 |
|
2.618 |
11,315 |
|
1.618 |
11,315 |
|
1.000 |
11,315 |
|
0.618 |
11,315 |
|
HIGH |
11,315 |
|
0.618 |
11,315 |
|
0.500 |
11,315 |
|
0.382 |
11,315 |
|
LOW |
11,315 |
|
0.618 |
11,315 |
|
1.000 |
11,315 |
|
1.618 |
11,315 |
|
2.618 |
11,315 |
|
4.250 |
11,315 |
|
|