Day Change Summary |
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Previous |
Current |
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19-Jul-2005 |
20-Jul-2005 |
Change |
Change % |
Previous Week |
Open |
10,576.90 |
10,629.50 |
52.60 |
0.5% |
10,449.60 |
High |
10,668.50 |
10,691.30 |
22.80 |
0.2% |
10,657.70 |
Low |
10,576.90 |
10,581.10 |
4.20 |
0.0% |
10,449.60 |
Close |
10,646.60 |
10,689.20 |
42.60 |
0.4% |
10,640.80 |
Range |
91.60 |
110.20 |
18.60 |
20.3% |
208.10 |
ATR |
91.24 |
92.60 |
1.35 |
1.5% |
0.00 |
Volume |
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Daily Pivots for day following 20-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,984.47 |
10,947.03 |
10,749.81 |
|
R3 |
10,874.27 |
10,836.83 |
10,719.51 |
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R2 |
10,764.07 |
10,764.07 |
10,709.40 |
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R1 |
10,726.63 |
10,726.63 |
10,699.30 |
10,745.35 |
PP |
10,653.87 |
10,653.87 |
10,653.87 |
10,663.23 |
S1 |
10,616.43 |
10,616.43 |
10,679.10 |
10,635.15 |
S2 |
10,543.67 |
10,543.67 |
10,669.00 |
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S3 |
10,433.47 |
10,506.23 |
10,658.90 |
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S4 |
10,323.27 |
10,396.03 |
10,628.59 |
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Weekly Pivots for week ending 15-Jul-2005 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,207.00 |
11,132.00 |
10,755.26 |
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R3 |
10,998.90 |
10,923.90 |
10,698.03 |
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R2 |
10,790.80 |
10,790.80 |
10,678.95 |
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R1 |
10,715.80 |
10,715.80 |
10,659.88 |
10,753.30 |
PP |
10,582.70 |
10,582.70 |
10,582.70 |
10,601.45 |
S1 |
10,507.70 |
10,507.70 |
10,621.72 |
10,545.20 |
S2 |
10,374.60 |
10,374.60 |
10,602.65 |
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S3 |
10,166.50 |
10,299.60 |
10,583.57 |
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S4 |
9,958.40 |
10,091.50 |
10,526.35 |
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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 |
10,691.30 |
10,559.90 |
131.40 |
1.2% |
83.68 |
0.8% |
98% |
True |
False |
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10 |
10,691.30 |
10,175.40 |
515.90 |
4.8% |
91.27 |
0.9% |
100% |
True |
False |
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20 |
10,691.30 |
10,175.40 |
515.90 |
4.8% |
98.92 |
0.9% |
100% |
True |
False |
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40 |
10,691.30 |
10,175.40 |
515.90 |
4.8% |
88.11 |
0.8% |
100% |
True |
False |
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60 |
10,691.30 |
10,048.10 |
643.20 |
6.0% |
96.23 |
0.9% |
100% |
True |
False |
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80 |
10,691.30 |
10,000.50 |
690.80 |
6.5% |
102.29 |
1.0% |
100% |
True |
False |
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100 |
10,984.50 |
10,000.50 |
984.00 |
9.2% |
100.39 |
0.9% |
70% |
False |
False |
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120 |
10,984.50 |
10,000.50 |
984.00 |
9.2% |
97.89 |
0.9% |
70% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,159.65 |
2.618 |
10,979.80 |
1.618 |
10,869.60 |
1.000 |
10,801.50 |
0.618 |
10,759.40 |
HIGH |
10,691.30 |
0.618 |
10,649.20 |
0.500 |
10,636.20 |
0.382 |
10,623.20 |
LOW |
10,581.10 |
0.618 |
10,513.00 |
1.000 |
10,470.90 |
1.618 |
10,402.80 |
2.618 |
10,292.60 |
4.250 |
10,112.75 |
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