Day Change Summary |
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Previous |
Current |
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31-Jul-2006 |
01-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
1,506.81 |
1,498.17 |
-8.64 |
-0.6% |
1,459.39 |
High |
1,517.86 |
1,498.17 |
-19.69 |
-1.3% |
1,511.00 |
Low |
1,501.78 |
1,476.06 |
-25.72 |
-1.7% |
1,457.11 |
Close |
1,509.43 |
1,484.94 |
-24.49 |
-1.6% |
1,510.30 |
Range |
16.08 |
22.11 |
6.03 |
37.5% |
53.89 |
ATR |
25.72 |
26.27 |
0.55 |
2.1% |
0.00 |
Volume |
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Daily Pivots for day following 01-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,552.72 |
1,540.94 |
1,497.10 |
|
R3 |
1,530.61 |
1,518.83 |
1,491.02 |
|
R2 |
1,508.50 |
1,508.50 |
1,488.99 |
|
R1 |
1,496.72 |
1,496.72 |
1,486.97 |
1,491.56 |
PP |
1,486.39 |
1,486.39 |
1,486.39 |
1,483.81 |
S1 |
1,474.61 |
1,474.61 |
1,482.91 |
1,469.45 |
S2 |
1,464.28 |
1,464.28 |
1,480.89 |
|
S3 |
1,442.17 |
1,452.50 |
1,478.86 |
|
S4 |
1,420.06 |
1,430.39 |
1,472.78 |
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Weekly Pivots for week ending 28-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,654.47 |
1,636.28 |
1,539.94 |
|
R3 |
1,600.58 |
1,582.39 |
1,525.12 |
|
R2 |
1,546.69 |
1,546.69 |
1,520.18 |
|
R1 |
1,528.50 |
1,528.50 |
1,515.24 |
1,537.60 |
PP |
1,492.80 |
1,492.80 |
1,492.80 |
1,497.35 |
S1 |
1,474.61 |
1,474.61 |
1,505.36 |
1,483.71 |
S2 |
1,438.91 |
1,438.91 |
1,500.42 |
|
S3 |
1,385.02 |
1,420.72 |
1,495.48 |
|
S4 |
1,331.13 |
1,366.83 |
1,480.66 |
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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 |
1,517.86 |
1,474.67 |
43.19 |
2.9% |
23.77 |
1.6% |
24% |
False |
False |
|
10 |
1,517.86 |
1,450.24 |
67.62 |
4.6% |
23.82 |
1.6% |
51% |
False |
False |
|
20 |
1,586.25 |
1,446.77 |
139.48 |
9.4% |
25.14 |
1.7% |
27% |
False |
False |
|
40 |
1,592.37 |
1,446.77 |
145.60 |
9.8% |
25.70 |
1.7% |
26% |
False |
False |
|
60 |
1,721.13 |
1,446.77 |
274.36 |
18.5% |
25.01 |
1.7% |
14% |
False |
False |
|
80 |
1,750.23 |
1,446.77 |
303.46 |
20.4% |
23.98 |
1.6% |
13% |
False |
False |
|
100 |
1,750.23 |
1,446.77 |
303.46 |
20.4% |
23.13 |
1.6% |
13% |
False |
False |
|
120 |
1,750.23 |
1,446.77 |
303.46 |
20.4% |
22.94 |
1.5% |
13% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,592.14 |
2.618 |
1,556.05 |
1.618 |
1,533.94 |
1.000 |
1,520.28 |
0.618 |
1,511.83 |
HIGH |
1,498.17 |
0.618 |
1,489.72 |
0.500 |
1,487.12 |
0.382 |
1,484.51 |
LOW |
1,476.06 |
0.618 |
1,462.40 |
1.000 |
1,453.95 |
1.618 |
1,440.29 |
2.618 |
1,418.18 |
4.250 |
1,382.09 |
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