| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2006 |
31-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1,306.5 |
1,303.9 |
-2.6 |
-0.2% |
1,289.6 |
| High |
1,306.5 |
1,303.9 |
-2.6 |
-0.2% |
1,306.5 |
| Low |
1,306.5 |
1,303.9 |
-2.6 |
-0.2% |
1,289.6 |
| Close |
1,306.5 |
1,303.9 |
-2.6 |
-0.2% |
1,306.5 |
| Range |
|
|
|
|
|
| ATR |
9.3 |
8.8 |
-0.5 |
-5.1% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,303.9 |
1,303.9 |
1,303.9 |
|
| R3 |
1,303.9 |
1,303.9 |
1,303.9 |
|
| R2 |
1,303.9 |
1,303.9 |
1,303.9 |
|
| R1 |
1,303.9 |
1,303.9 |
1,303.9 |
1,303.9 |
| PP |
1,303.9 |
1,303.9 |
1,303.9 |
1,303.9 |
| S1 |
1,303.9 |
1,303.9 |
1,303.9 |
1,303.9 |
| S2 |
1,303.9 |
1,303.9 |
1,303.9 |
|
| S3 |
1,303.9 |
1,303.9 |
1,303.9 |
|
| S4 |
1,303.9 |
1,303.9 |
1,303.9 |
|
|
| Weekly Pivots for week ending 28-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,351.6 |
1,345.9 |
1,315.8 |
|
| R3 |
1,334.7 |
1,329.0 |
1,311.1 |
|
| R2 |
1,317.8 |
1,317.8 |
1,309.6 |
|
| R1 |
1,312.1 |
1,312.1 |
1,308.0 |
1,315.0 |
| PP |
1,300.9 |
1,300.9 |
1,300.9 |
1,302.3 |
| S1 |
1,295.2 |
1,295.2 |
1,305.0 |
1,298.1 |
| S2 |
1,284.0 |
1,284.0 |
1,303.4 |
|
| S3 |
1,267.1 |
1,278.3 |
1,301.9 |
|
| S4 |
1,250.2 |
1,261.4 |
1,297.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,306.5 |
1,293.8 |
12.7 |
1.0% |
0.0 |
0.0% |
80% |
False |
False |
19 |
| 10 |
1,306.5 |
1,266.7 |
39.8 |
3.1% |
0.0 |
0.0% |
93% |
False |
False |
17 |
| 20 |
1,311.2 |
1,262.2 |
49.0 |
3.8% |
1.1 |
0.1% |
85% |
False |
False |
11 |
| 40 |
1,311.2 |
1,253.3 |
57.9 |
4.4% |
1.1 |
0.1% |
87% |
False |
False |
14 |
| 60 |
1,363.8 |
1,253.3 |
110.5 |
8.5% |
1.0 |
0.1% |
46% |
False |
False |
11 |
| 80 |
1,363.8 |
1,253.3 |
110.5 |
8.5% |
0.7 |
0.1% |
46% |
False |
False |
8 |
| 100 |
1,363.8 |
1,253.3 |
110.5 |
8.5% |
1.0 |
0.1% |
46% |
False |
False |
7 |
| 120 |
1,363.8 |
1,253.3 |
110.5 |
8.5% |
0.8 |
0.1% |
46% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,303.9 |
|
2.618 |
1,303.9 |
|
1.618 |
1,303.9 |
|
1.000 |
1,303.9 |
|
0.618 |
1,303.9 |
|
HIGH |
1,303.9 |
|
0.618 |
1,303.9 |
|
0.500 |
1,303.9 |
|
0.382 |
1,303.9 |
|
LOW |
1,303.9 |
|
0.618 |
1,303.9 |
|
1.000 |
1,303.9 |
|
1.618 |
1,303.9 |
|
2.618 |
1,303.9 |
|
4.250 |
1,303.9 |
|
|