Day Change Summary |
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Previous |
Current |
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26-Jul-2005 |
27-Jul-2005 |
Change |
Change % |
Previous Week |
Open |
10,597.60 |
10,579.50 |
-18.10 |
-0.2% |
10,640.20 |
High |
10,626.00 |
10,645.90 |
19.90 |
0.2% |
10,700.10 |
Low |
10,572.90 |
10,577.40 |
4.50 |
0.0% |
10,575.00 |
Close |
10,579.80 |
10,637.10 |
57.30 |
0.5% |
10,651.20 |
Range |
53.10 |
68.50 |
15.40 |
29.0% |
125.10 |
ATR |
88.53 |
87.10 |
-1.43 |
-1.6% |
0.00 |
Volume |
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Daily Pivots for day following 27-Jul-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,825.63 |
10,799.87 |
10,674.78 |
|
R3 |
10,757.13 |
10,731.37 |
10,655.94 |
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R2 |
10,688.63 |
10,688.63 |
10,649.66 |
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R1 |
10,662.87 |
10,662.87 |
10,643.38 |
10,675.75 |
PP |
10,620.13 |
10,620.13 |
10,620.13 |
10,626.58 |
S1 |
10,594.37 |
10,594.37 |
10,630.82 |
10,607.25 |
S2 |
10,551.63 |
10,551.63 |
10,624.54 |
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S3 |
10,483.13 |
10,525.87 |
10,618.26 |
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S4 |
10,414.63 |
10,457.37 |
10,599.43 |
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Weekly Pivots for week ending 22-Jul-2005 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,017.40 |
10,959.40 |
10,720.01 |
|
R3 |
10,892.30 |
10,834.30 |
10,685.60 |
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R2 |
10,767.20 |
10,767.20 |
10,674.14 |
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R1 |
10,709.20 |
10,709.20 |
10,662.67 |
10,738.20 |
PP |
10,642.10 |
10,642.10 |
10,642.10 |
10,656.60 |
S1 |
10,584.10 |
10,584.10 |
10,639.73 |
10,613.10 |
S2 |
10,517.00 |
10,517.00 |
10,628.27 |
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S3 |
10,391.90 |
10,459.00 |
10,616.80 |
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S4 |
10,266.80 |
10,333.90 |
10,582.40 |
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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 |
10,700.10 |
10,572.90 |
127.20 |
1.2% |
75.78 |
0.7% |
50% |
False |
False |
|
10 |
10,700.10 |
10,559.90 |
140.20 |
1.3% |
79.73 |
0.7% |
55% |
False |
False |
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20 |
10,700.10 |
10,175.40 |
524.70 |
4.9% |
89.87 |
0.8% |
88% |
False |
False |
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40 |
10,700.10 |
10,175.40 |
524.70 |
4.9% |
89.53 |
0.8% |
88% |
False |
False |
|
60 |
10,700.10 |
10,075.50 |
624.60 |
5.9% |
92.62 |
0.9% |
90% |
False |
False |
|
80 |
10,700.10 |
10,000.50 |
699.60 |
6.6% |
99.64 |
0.9% |
91% |
False |
False |
|
100 |
10,984.50 |
10,000.50 |
984.00 |
9.3% |
99.01 |
0.9% |
65% |
False |
False |
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120 |
10,984.50 |
10,000.50 |
984.00 |
9.3% |
97.82 |
0.9% |
65% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
10,937.03 |
2.618 |
10,825.23 |
1.618 |
10,756.73 |
1.000 |
10,714.40 |
0.618 |
10,688.23 |
HIGH |
10,645.90 |
0.618 |
10,619.73 |
0.500 |
10,611.65 |
0.382 |
10,603.57 |
LOW |
10,577.40 |
0.618 |
10,535.07 |
1.000 |
10,508.90 |
1.618 |
10,466.57 |
2.618 |
10,398.07 |
4.250 |
10,286.28 |
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