Day Change Summary |
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Previous |
Current |
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02-Aug-2006 |
03-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
1,490.64 |
1,487.02 |
-3.62 |
-0.2% |
1,459.39 |
High |
1,510.51 |
1,518.41 |
7.90 |
0.5% |
1,511.00 |
Low |
1,490.41 |
1,484.60 |
-5.81 |
-0.4% |
1,457.11 |
Close |
1,500.48 |
1,510.60 |
10.12 |
0.7% |
1,510.30 |
Range |
20.10 |
33.81 |
13.71 |
68.2% |
53.89 |
ATR |
26.22 |
26.76 |
0.54 |
2.1% |
0.00 |
Volume |
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Daily Pivots for day following 03-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,605.97 |
1,592.09 |
1,529.20 |
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R3 |
1,572.16 |
1,558.28 |
1,519.90 |
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R2 |
1,538.35 |
1,538.35 |
1,516.80 |
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R1 |
1,524.47 |
1,524.47 |
1,513.70 |
1,531.41 |
PP |
1,504.54 |
1,504.54 |
1,504.54 |
1,508.01 |
S1 |
1,490.66 |
1,490.66 |
1,507.50 |
1,497.60 |
S2 |
1,470.73 |
1,470.73 |
1,504.40 |
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S3 |
1,436.92 |
1,456.85 |
1,501.30 |
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S4 |
1,403.11 |
1,423.04 |
1,492.00 |
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Weekly Pivots for week ending 28-Jul-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,654.47 |
1,636.28 |
1,539.94 |
|
R3 |
1,600.58 |
1,582.39 |
1,525.12 |
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R2 |
1,546.69 |
1,546.69 |
1,520.18 |
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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 |
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S3 |
1,385.02 |
1,420.72 |
1,495.48 |
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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 |
1,518.41 |
1,476.06 |
42.35 |
2.8% |
23.43 |
1.6% |
82% |
True |
False |
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10 |
1,518.41 |
1,450.24 |
68.17 |
4.5% |
23.02 |
1.5% |
89% |
True |
False |
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20 |
1,553.09 |
1,446.77 |
106.32 |
7.0% |
25.17 |
1.7% |
60% |
False |
False |
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40 |
1,590.83 |
1,446.77 |
144.06 |
9.5% |
25.75 |
1.7% |
44% |
False |
False |
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60 |
1,707.38 |
1,446.77 |
260.61 |
17.3% |
25.63 |
1.7% |
24% |
False |
False |
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80 |
1,741.35 |
1,446.77 |
294.58 |
19.5% |
24.10 |
1.6% |
22% |
False |
False |
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100 |
1,750.23 |
1,446.77 |
303.46 |
20.1% |
23.31 |
1.5% |
21% |
False |
False |
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120 |
1,750.23 |
1,446.77 |
303.46 |
20.1% |
22.88 |
1.5% |
21% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,662.10 |
2.618 |
1,606.92 |
1.618 |
1,573.11 |
1.000 |
1,552.22 |
0.618 |
1,539.30 |
HIGH |
1,518.41 |
0.618 |
1,505.49 |
0.500 |
1,501.51 |
0.382 |
1,497.52 |
LOW |
1,484.60 |
0.618 |
1,463.71 |
1.000 |
1,450.79 |
1.618 |
1,429.90 |
2.618 |
1,396.09 |
4.250 |
1,340.91 |
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