| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2006 |
02-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1,298.8 |
1,306.6 |
7.8 |
0.6% |
1,289.6 |
| High |
1,298.8 |
1,306.6 |
7.8 |
0.6% |
1,306.5 |
| Low |
1,298.8 |
1,306.6 |
7.8 |
0.6% |
1,289.6 |
| Close |
1,298.8 |
1,306.6 |
7.8 |
0.6% |
1,306.5 |
| Range |
|
|
|
|
|
| ATR |
8.6 |
8.5 |
-0.1 |
-0.6% |
0.0 |
| Volume |
0 |
984 |
984 |
|
124 |
|
| Daily Pivots for day following 02-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,306.6 |
1,306.6 |
1,306.6 |
|
| R3 |
1,306.6 |
1,306.6 |
1,306.6 |
|
| R2 |
1,306.6 |
1,306.6 |
1,306.6 |
|
| R1 |
1,306.6 |
1,306.6 |
1,306.6 |
1,306.6 |
| PP |
1,306.6 |
1,306.6 |
1,306.6 |
1,306.6 |
| S1 |
1,306.6 |
1,306.6 |
1,306.6 |
1,306.6 |
| S2 |
1,306.6 |
1,306.6 |
1,306.6 |
|
| S3 |
1,306.6 |
1,306.6 |
1,306.6 |
|
| S4 |
1,306.6 |
1,306.6 |
1,306.6 |
|
|
| 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 |
1,306.6 |
1,294.5 |
12.1 |
0.9% |
0.0 |
0.0% |
100% |
True |
False |
200 |
| 10 |
1,306.6 |
1,266.7 |
39.9 |
3.1% |
0.0 |
0.0% |
100% |
True |
False |
115 |
| 20 |
1,306.6 |
1,262.2 |
44.4 |
3.4% |
1.1 |
0.1% |
100% |
True |
False |
60 |
| 40 |
1,311.2 |
1,253.3 |
57.9 |
4.4% |
1.1 |
0.1% |
92% |
False |
False |
36 |
| 60 |
1,363.4 |
1,253.3 |
110.1 |
8.4% |
0.9 |
0.1% |
48% |
False |
False |
27 |
| 80 |
1,363.8 |
1,253.3 |
110.5 |
8.5% |
0.7 |
0.1% |
48% |
False |
False |
20 |
| 100 |
1,363.8 |
1,253.3 |
110.5 |
8.5% |
1.0 |
0.1% |
48% |
False |
False |
16 |
| 120 |
1,363.8 |
1,253.3 |
110.5 |
8.5% |
0.8 |
0.1% |
48% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,306.6 |
|
2.618 |
1,306.6 |
|
1.618 |
1,306.6 |
|
1.000 |
1,306.6 |
|
0.618 |
1,306.6 |
|
HIGH |
1,306.6 |
|
0.618 |
1,306.6 |
|
0.500 |
1,306.6 |
|
0.382 |
1,306.6 |
|
LOW |
1,306.6 |
|
0.618 |
1,306.6 |
|
1.000 |
1,306.6 |
|
1.618 |
1,306.6 |
|
2.618 |
1,306.6 |
|
4.250 |
1,306.6 |
|
|