Day Change Summary |
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Previous |
Current |
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18-Aug-2006 |
21-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
1,571.70 |
1,566.16 |
-5.54 |
-0.4% |
1,500.65 |
High |
1,578.35 |
1,567.50 |
-10.85 |
-0.7% |
1,584.72 |
Low |
1,557.89 |
1,556.28 |
-1.61 |
-0.1% |
1,493.74 |
Close |
1,576.46 |
1,561.12 |
-15.34 |
-1.0% |
1,576.46 |
Range |
20.46 |
11.22 |
-9.24 |
-45.2% |
90.98 |
ATR |
27.06 |
26.57 |
-0.49 |
-1.8% |
0.00 |
Volume |
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Daily Pivots for day following 21-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,595.29 |
1,589.43 |
1,567.29 |
|
R3 |
1,584.07 |
1,578.21 |
1,564.21 |
|
R2 |
1,572.85 |
1,572.85 |
1,563.18 |
|
R1 |
1,566.99 |
1,566.99 |
1,562.15 |
1,564.31 |
PP |
1,561.63 |
1,561.63 |
1,561.63 |
1,560.30 |
S1 |
1,555.77 |
1,555.77 |
1,560.09 |
1,553.09 |
S2 |
1,550.41 |
1,550.41 |
1,559.06 |
|
S3 |
1,539.19 |
1,544.55 |
1,558.03 |
|
S4 |
1,527.97 |
1,533.33 |
1,554.95 |
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Weekly Pivots for week ending 18-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,824.58 |
1,791.50 |
1,626.50 |
|
R3 |
1,733.60 |
1,700.52 |
1,601.48 |
|
R2 |
1,642.62 |
1,642.62 |
1,593.14 |
|
R1 |
1,609.54 |
1,609.54 |
1,584.80 |
1,626.08 |
PP |
1,551.64 |
1,551.64 |
1,551.64 |
1,559.91 |
S1 |
1,518.56 |
1,518.56 |
1,568.12 |
1,535.10 |
S2 |
1,460.66 |
1,460.66 |
1,559.78 |
|
S3 |
1,369.68 |
1,427.58 |
1,551.44 |
|
S4 |
1,278.70 |
1,336.60 |
1,526.42 |
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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 |
1,584.72 |
1,508.94 |
75.78 |
4.9% |
22.02 |
1.4% |
69% |
False |
False |
|
10 |
1,584.72 |
1,476.48 |
108.24 |
6.9% |
22.57 |
1.4% |
78% |
False |
False |
|
20 |
1,584.72 |
1,474.67 |
110.05 |
7.0% |
23.58 |
1.5% |
79% |
False |
False |
|
40 |
1,590.83 |
1,446.77 |
144.06 |
9.2% |
24.37 |
1.6% |
79% |
False |
False |
|
60 |
1,626.29 |
1,446.77 |
179.52 |
11.5% |
25.26 |
1.6% |
64% |
False |
False |
|
80 |
1,721.13 |
1,446.77 |
274.36 |
17.6% |
24.19 |
1.5% |
42% |
False |
False |
|
100 |
1,750.23 |
1,446.77 |
303.46 |
19.4% |
23.56 |
1.5% |
38% |
False |
False |
|
120 |
1,750.23 |
1,446.77 |
303.46 |
19.4% |
23.15 |
1.5% |
38% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,615.19 |
2.618 |
1,596.87 |
1.618 |
1,585.65 |
1.000 |
1,578.72 |
0.618 |
1,574.43 |
HIGH |
1,567.50 |
0.618 |
1,563.21 |
0.500 |
1,561.89 |
0.382 |
1,560.57 |
LOW |
1,556.28 |
0.618 |
1,549.35 |
1.000 |
1,545.06 |
1.618 |
1,538.13 |
2.618 |
1,526.91 |
4.250 |
1,508.60 |
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