| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2006 |
15-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1,295.4 |
1,310.1 |
14.7 |
1.1% |
1,304.5 |
| High |
1,295.4 |
1,310.1 |
14.7 |
1.1% |
1,304.5 |
| Low |
1,295.4 |
1,310.1 |
14.7 |
1.1% |
1,287.7 |
| Close |
1,295.4 |
1,310.1 |
14.7 |
1.1% |
1,294.1 |
| Range |
|
|
|
|
|
| ATR |
6.7 |
7.3 |
0.6 |
8.5% |
0.0 |
| Volume |
0 |
25 |
25 |
|
51 |
|
| Daily Pivots for day following 15-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.1 |
1,310.1 |
1,310.1 |
|
| R3 |
1,310.1 |
1,310.1 |
1,310.1 |
|
| R2 |
1,310.1 |
1,310.1 |
1,310.1 |
|
| R1 |
1,310.1 |
1,310.1 |
1,310.1 |
1,310.1 |
| PP |
1,310.1 |
1,310.1 |
1,310.1 |
1,310.1 |
| S1 |
1,310.1 |
1,310.1 |
1,310.1 |
1,310.1 |
| S2 |
1,310.1 |
1,310.1 |
1,310.1 |
|
| S3 |
1,310.1 |
1,310.1 |
1,310.1 |
|
| S4 |
1,310.1 |
1,310.1 |
1,310.1 |
|
|
| Weekly Pivots for week ending 11-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,345.8 |
1,336.8 |
1,303.3 |
|
| R3 |
1,329.0 |
1,320.0 |
1,298.7 |
|
| R2 |
1,312.2 |
1,312.2 |
1,297.2 |
|
| R1 |
1,303.2 |
1,303.2 |
1,295.6 |
1,299.3 |
| PP |
1,295.4 |
1,295.4 |
1,295.4 |
1,293.5 |
| S1 |
1,286.4 |
1,286.4 |
1,292.6 |
1,282.5 |
| S2 |
1,278.6 |
1,278.6 |
1,291.0 |
|
| S3 |
1,261.8 |
1,269.6 |
1,289.5 |
|
| S4 |
1,245.0 |
1,252.8 |
1,284.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,310.1 |
1,287.7 |
22.4 |
1.7% |
1.3 |
0.1% |
100% |
True |
False |
15 |
| 10 |
1,310.1 |
1,287.7 |
22.4 |
1.7% |
0.6 |
0.0% |
100% |
True |
False |
106 |
| 20 |
1,310.1 |
1,266.7 |
43.4 |
3.3% |
0.3 |
0.0% |
100% |
True |
False |
61 |
| 40 |
1,311.2 |
1,262.2 |
49.0 |
3.7% |
0.7 |
0.1% |
98% |
False |
False |
33 |
| 60 |
1,320.1 |
1,253.3 |
66.8 |
5.1% |
0.8 |
0.1% |
85% |
False |
False |
28 |
| 80 |
1,363.8 |
1,253.3 |
110.5 |
8.4% |
0.8 |
0.1% |
51% |
False |
False |
21 |
| 100 |
1,363.8 |
1,253.3 |
110.5 |
8.4% |
0.9 |
0.1% |
51% |
False |
False |
17 |
| 120 |
1,363.8 |
1,253.3 |
110.5 |
8.4% |
0.8 |
0.1% |
51% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,310.1 |
|
2.618 |
1,310.1 |
|
1.618 |
1,310.1 |
|
1.000 |
1,310.1 |
|
0.618 |
1,310.1 |
|
HIGH |
1,310.1 |
|
0.618 |
1,310.1 |
|
0.500 |
1,310.1 |
|
0.382 |
1,310.1 |
|
LOW |
1,310.1 |
|
0.618 |
1,310.1 |
|
1.000 |
1,310.1 |
|
1.618 |
1,310.1 |
|
2.618 |
1,310.1 |
|
4.250 |
1,310.1 |
|
|