| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2006 |
07-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1,308.3 |
1,304.5 |
-3.8 |
-0.3% |
1,303.9 |
| High |
1,308.3 |
1,304.5 |
-3.8 |
-0.3% |
1,309.7 |
| Low |
1,308.3 |
1,304.5 |
-3.8 |
-0.3% |
1,298.8 |
| Close |
1,308.3 |
1,304.5 |
-3.8 |
-0.3% |
1,308.3 |
| Range |
|
|
|
|
|
| ATR |
7.6 |
7.4 |
-0.3 |
-3.6% |
0.0 |
| Volume |
5 |
0 |
-5 |
-100.0% |
991 |
|
| Daily Pivots for day following 07-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,304.5 |
1,304.5 |
1,304.5 |
|
| R3 |
1,304.5 |
1,304.5 |
1,304.5 |
|
| R2 |
1,304.5 |
1,304.5 |
1,304.5 |
|
| R1 |
1,304.5 |
1,304.5 |
1,304.5 |
1,304.5 |
| PP |
1,304.5 |
1,304.5 |
1,304.5 |
1,304.5 |
| S1 |
1,304.5 |
1,304.5 |
1,304.5 |
1,304.5 |
| S2 |
1,304.5 |
1,304.5 |
1,304.5 |
|
| S3 |
1,304.5 |
1,304.5 |
1,304.5 |
|
| S4 |
1,304.5 |
1,304.5 |
1,304.5 |
|
|
| Weekly Pivots for week ending 04-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,338.3 |
1,334.2 |
1,314.3 |
|
| R3 |
1,327.4 |
1,323.3 |
1,311.3 |
|
| R2 |
1,316.5 |
1,316.5 |
1,310.3 |
|
| R1 |
1,312.4 |
1,312.4 |
1,309.3 |
1,314.5 |
| PP |
1,305.6 |
1,305.6 |
1,305.6 |
1,306.6 |
| S1 |
1,301.5 |
1,301.5 |
1,307.3 |
1,303.6 |
| S2 |
1,294.7 |
1,294.7 |
1,306.3 |
|
| S3 |
1,283.8 |
1,290.6 |
1,305.3 |
|
| S4 |
1,272.9 |
1,279.7 |
1,302.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,309.7 |
1,298.8 |
10.9 |
0.8% |
0.0 |
0.0% |
52% |
False |
False |
198 |
| 10 |
1,309.7 |
1,293.8 |
15.9 |
1.2% |
0.0 |
0.0% |
67% |
False |
False |
109 |
| 20 |
1,309.7 |
1,262.2 |
47.5 |
3.6% |
0.7 |
0.0% |
89% |
False |
False |
61 |
| 40 |
1,311.2 |
1,253.3 |
57.9 |
4.4% |
0.5 |
0.0% |
88% |
False |
False |
34 |
| 60 |
1,339.5 |
1,253.3 |
86.2 |
6.6% |
0.9 |
0.1% |
59% |
False |
False |
26 |
| 80 |
1,363.8 |
1,253.3 |
110.5 |
8.5% |
0.7 |
0.1% |
46% |
False |
False |
20 |
| 100 |
1,363.8 |
1,253.3 |
110.5 |
8.5% |
1.0 |
0.1% |
46% |
False |
False |
16 |
| 120 |
1,363.8 |
1,253.3 |
110.5 |
8.5% |
0.8 |
0.1% |
46% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,304.5 |
|
2.618 |
1,304.5 |
|
1.618 |
1,304.5 |
|
1.000 |
1,304.5 |
|
0.618 |
1,304.5 |
|
HIGH |
1,304.5 |
|
0.618 |
1,304.5 |
|
0.500 |
1,304.5 |
|
0.382 |
1,304.5 |
|
LOW |
1,304.5 |
|
0.618 |
1,304.5 |
|
1.000 |
1,304.5 |
|
1.618 |
1,304.5 |
|
2.618 |
1,304.5 |
|
4.250 |
1,304.5 |
|
|