Day Change Summary |
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Previous |
Current |
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26-Jul-2005 |
27-Jul-2005 |
Change |
Change % |
Previous Week |
Open |
1,596.81 |
1,601.39 |
4.58 |
0.3% |
1,573.62 |
High |
1,603.89 |
1,613.39 |
9.50 |
0.6% |
1,610.84 |
Low |
1,591.58 |
1,592.76 |
1.18 |
0.1% |
1,570.02 |
Close |
1,598.93 |
1,611.95 |
13.02 |
0.8% |
1,600.76 |
Range |
12.31 |
20.63 |
8.32 |
67.6% |
40.82 |
ATR |
17.39 |
17.62 |
0.23 |
1.3% |
0.00 |
Volume |
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Daily Pivots for day following 27-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,667.92 |
1,660.57 |
1,623.30 |
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R3 |
1,647.29 |
1,639.94 |
1,617.62 |
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R2 |
1,626.66 |
1,626.66 |
1,615.73 |
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R1 |
1,619.31 |
1,619.31 |
1,613.84 |
1,622.99 |
PP |
1,606.03 |
1,606.03 |
1,606.03 |
1,607.87 |
S1 |
1,598.68 |
1,598.68 |
1,610.06 |
1,602.36 |
S2 |
1,585.40 |
1,585.40 |
1,608.17 |
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S3 |
1,564.77 |
1,578.05 |
1,606.28 |
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S4 |
1,544.14 |
1,557.42 |
1,600.60 |
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Weekly Pivots for week ending 22-Jul-2005 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,716.33 |
1,699.37 |
1,623.21 |
|
R3 |
1,675.51 |
1,658.55 |
1,611.99 |
|
R2 |
1,634.69 |
1,634.69 |
1,608.24 |
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R1 |
1,617.73 |
1,617.73 |
1,604.50 |
1,626.21 |
PP |
1,593.87 |
1,593.87 |
1,593.87 |
1,598.12 |
S1 |
1,576.91 |
1,576.91 |
1,597.02 |
1,585.39 |
S2 |
1,553.05 |
1,553.05 |
1,593.28 |
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S3 |
1,512.23 |
1,536.09 |
1,589.53 |
|
S4 |
1,471.41 |
1,495.27 |
1,578.31 |
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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 |
1,613.39 |
1,591.40 |
21.99 |
1.4% |
16.60 |
1.0% |
93% |
True |
False |
|
10 |
1,613.39 |
1,563.93 |
49.46 |
3.1% |
15.86 |
1.0% |
97% |
True |
False |
|
20 |
1,613.39 |
1,484.18 |
129.21 |
8.0% |
16.54 |
1.0% |
99% |
True |
False |
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40 |
1,613.39 |
1,484.18 |
129.21 |
8.0% |
17.70 |
1.1% |
99% |
True |
False |
|
60 |
1,613.39 |
1,421.28 |
192.11 |
11.9% |
17.22 |
1.1% |
99% |
True |
False |
|
80 |
1,613.39 |
1,394.36 |
219.03 |
13.6% |
18.06 |
1.1% |
99% |
True |
False |
|
100 |
1,613.39 |
1,394.36 |
219.03 |
13.6% |
18.54 |
1.2% |
99% |
True |
False |
|
120 |
1,613.39 |
1,394.36 |
219.03 |
13.6% |
18.96 |
1.2% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,701.07 |
2.618 |
1,667.40 |
1.618 |
1,646.77 |
1.000 |
1,634.02 |
0.618 |
1,626.14 |
HIGH |
1,613.39 |
0.618 |
1,605.51 |
0.500 |
1,603.08 |
0.382 |
1,600.64 |
LOW |
1,592.76 |
0.618 |
1,580.01 |
1.000 |
1,572.13 |
1.618 |
1,559.38 |
2.618 |
1,538.75 |
4.250 |
1,505.08 |
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