| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2006 |
29-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1,326.2 |
1,327.5 |
1.3 |
0.1% |
1,324.8 |
| High |
1,326.2 |
1,327.5 |
1.3 |
0.1% |
1,324.8 |
| Low |
1,326.2 |
1,327.5 |
1.3 |
0.1% |
1,318.3 |
| Close |
1,326.2 |
1,327.5 |
1.3 |
0.1% |
1,319.8 |
| Range |
|
|
|
|
|
| ATR |
5.7 |
5.4 |
-0.3 |
-5.5% |
0.0 |
| Volume |
0 |
3 |
3 |
|
920 |
|
| Daily Pivots for day following 29-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,327.5 |
1,327.5 |
1,327.5 |
|
| R3 |
1,327.5 |
1,327.5 |
1,327.5 |
|
| R2 |
1,327.5 |
1,327.5 |
1,327.5 |
|
| R1 |
1,327.5 |
1,327.5 |
1,327.5 |
1,327.5 |
| PP |
1,327.5 |
1,327.5 |
1,327.5 |
1,327.5 |
| S1 |
1,327.5 |
1,327.5 |
1,327.5 |
1,327.5 |
| S2 |
1,327.5 |
1,327.5 |
1,327.5 |
|
| S3 |
1,327.5 |
1,327.5 |
1,327.5 |
|
| S4 |
1,327.5 |
1,327.5 |
1,327.5 |
|
|
| Weekly Pivots for week ending 25-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.5 |
1,336.6 |
1,323.4 |
|
| R3 |
1,334.0 |
1,330.1 |
1,321.6 |
|
| R2 |
1,327.5 |
1,327.5 |
1,321.0 |
|
| R1 |
1,323.6 |
1,323.6 |
1,320.4 |
1,322.3 |
| PP |
1,321.0 |
1,321.0 |
1,321.0 |
1,320.3 |
| S1 |
1,317.1 |
1,317.1 |
1,319.2 |
1,315.8 |
| S2 |
1,314.5 |
1,314.5 |
1,318.6 |
|
| S3 |
1,308.0 |
1,310.6 |
1,318.0 |
|
| S4 |
1,301.5 |
1,304.1 |
1,316.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,327.5 |
1,318.3 |
9.2 |
0.7% |
0.0 |
0.0% |
100% |
True |
False |
184 |
| 10 |
1,329.7 |
1,318.3 |
11.4 |
0.9% |
0.0 |
0.0% |
81% |
False |
False |
96 |
| 20 |
1,329.7 |
1,287.7 |
42.0 |
3.2% |
0.3 |
0.0% |
95% |
False |
False |
101 |
| 40 |
1,329.7 |
1,262.2 |
67.5 |
5.1% |
0.7 |
0.1% |
97% |
False |
False |
56 |
| 60 |
1,329.7 |
1,253.3 |
76.4 |
5.8% |
0.8 |
0.1% |
97% |
False |
False |
41 |
| 80 |
1,363.8 |
1,253.3 |
110.5 |
8.3% |
0.8 |
0.1% |
67% |
False |
False |
33 |
| 100 |
1,363.8 |
1,253.3 |
110.5 |
8.3% |
0.6 |
0.0% |
67% |
False |
False |
27 |
| 120 |
1,363.8 |
1,253.3 |
110.5 |
8.3% |
0.8 |
0.1% |
67% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,327.5 |
|
2.618 |
1,327.5 |
|
1.618 |
1,327.5 |
|
1.000 |
1,327.5 |
|
0.618 |
1,327.5 |
|
HIGH |
1,327.5 |
|
0.618 |
1,327.5 |
|
0.500 |
1,327.5 |
|
0.382 |
1,327.5 |
|
LOW |
1,327.5 |
|
0.618 |
1,327.5 |
|
1.000 |
1,327.5 |
|
1.618 |
1,327.5 |
|
2.618 |
1,327.5 |
|
4.250 |
1,327.5 |
|
|