Day Change Summary |
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Previous |
Current |
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15-Aug-2006 |
16-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
1,514.84 |
1,546.48 |
31.64 |
2.1% |
1,501.43 |
High |
1,534.78 |
1,570.06 |
35.28 |
2.3% |
1,517.90 |
Low |
1,508.94 |
1,539.59 |
30.65 |
2.0% |
1,476.48 |
Close |
1,534.43 |
1,570.06 |
35.63 |
2.3% |
1,486.74 |
Range |
25.84 |
30.47 |
4.63 |
17.9% |
41.42 |
ATR |
27.40 |
27.99 |
0.59 |
2.1% |
0.00 |
Volume |
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Daily Pivots for day following 16-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,651.31 |
1,641.16 |
1,586.82 |
|
R3 |
1,620.84 |
1,610.69 |
1,578.44 |
|
R2 |
1,590.37 |
1,590.37 |
1,575.65 |
|
R1 |
1,580.22 |
1,580.22 |
1,572.85 |
1,585.30 |
PP |
1,559.90 |
1,559.90 |
1,559.90 |
1,562.44 |
S1 |
1,549.75 |
1,549.75 |
1,567.27 |
1,554.83 |
S2 |
1,529.43 |
1,529.43 |
1,564.47 |
|
S3 |
1,498.96 |
1,519.28 |
1,561.68 |
|
S4 |
1,468.49 |
1,488.81 |
1,553.30 |
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Weekly Pivots for week ending 11-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,617.97 |
1,593.77 |
1,509.52 |
|
R3 |
1,576.55 |
1,552.35 |
1,498.13 |
|
R2 |
1,535.13 |
1,535.13 |
1,494.33 |
|
R1 |
1,510.93 |
1,510.93 |
1,490.54 |
1,502.32 |
PP |
1,493.71 |
1,493.71 |
1,493.71 |
1,489.40 |
S1 |
1,469.51 |
1,469.51 |
1,482.94 |
1,460.90 |
S2 |
1,452.29 |
1,452.29 |
1,479.15 |
|
S3 |
1,410.87 |
1,428.09 |
1,475.35 |
|
S4 |
1,369.45 |
1,386.67 |
1,463.96 |
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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 |
1,570.06 |
1,478.20 |
91.86 |
5.9% |
22.45 |
1.4% |
100% |
True |
False |
|
10 |
1,570.06 |
1,476.48 |
93.58 |
6.0% |
25.99 |
1.7% |
100% |
True |
False |
|
20 |
1,570.06 |
1,450.24 |
119.82 |
7.6% |
24.36 |
1.6% |
100% |
True |
False |
|
40 |
1,590.83 |
1,446.77 |
144.06 |
9.2% |
25.23 |
1.6% |
86% |
False |
False |
|
60 |
1,626.29 |
1,446.77 |
179.52 |
11.4% |
25.79 |
1.6% |
69% |
False |
False |
|
80 |
1,727.79 |
1,446.77 |
281.02 |
17.9% |
24.39 |
1.6% |
44% |
False |
False |
|
100 |
1,750.23 |
1,446.77 |
303.46 |
19.3% |
23.75 |
1.5% |
41% |
False |
False |
|
120 |
1,750.23 |
1,446.77 |
303.46 |
19.3% |
23.33 |
1.5% |
41% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,699.56 |
2.618 |
1,649.83 |
1.618 |
1,619.36 |
1.000 |
1,600.53 |
0.618 |
1,588.89 |
HIGH |
1,570.06 |
0.618 |
1,558.42 |
0.500 |
1,554.83 |
0.382 |
1,551.23 |
LOW |
1,539.59 |
0.618 |
1,520.76 |
1.000 |
1,509.12 |
1.618 |
1,490.29 |
2.618 |
1,459.82 |
4.250 |
1,410.09 |
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