Day Change Summary |
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Previous |
Current |
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10-Aug-2006 |
11-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
1,265.72 |
1,271.64 |
5.92 |
0.5% |
1,279.31 |
High |
1,272.55 |
1,271.64 |
-0.91 |
-0.1% |
1,283.74 |
Low |
1,261.30 |
1,262.08 |
0.78 |
0.1% |
1,261.30 |
Close |
1,271.81 |
1,266.74 |
-5.07 |
-0.4% |
1,266.74 |
Range |
11.25 |
9.56 |
-1.69 |
-15.0% |
22.44 |
ATR |
13.75 |
13.46 |
-0.29 |
-2.1% |
0.00 |
Volume |
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Daily Pivots for day following 11-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.50 |
1,290.68 |
1,272.00 |
|
R3 |
1,285.94 |
1,281.12 |
1,269.37 |
|
R2 |
1,276.38 |
1,276.38 |
1,268.49 |
|
R1 |
1,271.56 |
1,271.56 |
1,267.62 |
1,269.19 |
PP |
1,266.82 |
1,266.82 |
1,266.82 |
1,265.64 |
S1 |
1,262.00 |
1,262.00 |
1,265.86 |
1,259.63 |
S2 |
1,257.26 |
1,257.26 |
1,264.99 |
|
S3 |
1,247.70 |
1,252.44 |
1,264.11 |
|
S4 |
1,238.14 |
1,242.88 |
1,261.48 |
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Weekly Pivots for week ending 11-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.91 |
1,324.77 |
1,279.08 |
|
R3 |
1,315.47 |
1,302.33 |
1,272.91 |
|
R2 |
1,293.03 |
1,293.03 |
1,270.85 |
|
R1 |
1,279.89 |
1,279.89 |
1,268.80 |
1,275.24 |
PP |
1,270.59 |
1,270.59 |
1,270.59 |
1,268.27 |
S1 |
1,257.45 |
1,257.45 |
1,264.68 |
1,252.80 |
S2 |
1,248.15 |
1,248.15 |
1,262.63 |
|
S3 |
1,225.71 |
1,235.01 |
1,260.57 |
|
S4 |
1,203.27 |
1,212.57 |
1,254.40 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,283.74 |
1,261.30 |
22.44 |
1.8% |
12.10 |
1.0% |
24% |
False |
False |
|
10 |
1,292.92 |
1,261.30 |
31.62 |
2.5% |
11.94 |
0.9% |
17% |
False |
False |
|
20 |
1,292.92 |
1,224.54 |
68.38 |
5.4% |
13.73 |
1.1% |
62% |
False |
False |
|
40 |
1,292.92 |
1,224.54 |
68.38 |
5.4% |
13.33 |
1.1% |
62% |
False |
False |
|
60 |
1,292.92 |
1,219.29 |
73.63 |
5.8% |
14.48 |
1.1% |
64% |
False |
False |
|
80 |
1,326.70 |
1,219.29 |
107.41 |
8.5% |
13.65 |
1.1% |
44% |
False |
False |
|
100 |
1,326.70 |
1,219.29 |
107.41 |
8.5% |
13.13 |
1.0% |
44% |
False |
False |
|
120 |
1,326.70 |
1,219.29 |
107.41 |
8.5% |
12.59 |
1.0% |
44% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,312.27 |
2.618 |
1,296.67 |
1.618 |
1,287.11 |
1.000 |
1,281.20 |
0.618 |
1,277.55 |
HIGH |
1,271.64 |
0.618 |
1,267.99 |
0.500 |
1,266.86 |
0.382 |
1,265.73 |
LOW |
1,262.08 |
0.618 |
1,256.17 |
1.000 |
1,252.52 |
1.618 |
1,246.61 |
2.618 |
1,237.05 |
4.250 |
1,221.45 |
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