Day Change Summary |
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Previous |
Current |
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19-Jul-2006 |
20-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
10,797.39 |
11,007.26 |
209.87 |
1.9% |
11,091.71 |
High |
11,038.48 |
11,037.28 |
-1.20 |
0.0% |
11,174.47 |
Low |
10,797.39 |
10,924.98 |
127.59 |
1.2% |
10,701.34 |
Close |
11,011.42 |
10,928.10 |
-83.32 |
-0.8% |
10,739.35 |
Range |
241.09 |
112.30 |
-128.79 |
-53.4% |
473.13 |
ATR |
134.11 |
132.55 |
-1.56 |
-1.2% |
0.00 |
Volume |
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Daily Pivots for day following 20-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,300.35 |
11,226.53 |
10,989.87 |
|
R3 |
11,188.05 |
11,114.23 |
10,958.98 |
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R2 |
11,075.75 |
11,075.75 |
10,948.69 |
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R1 |
11,001.93 |
11,001.93 |
10,938.39 |
10,982.69 |
PP |
10,963.45 |
10,963.45 |
10,963.45 |
10,953.84 |
S1 |
10,889.63 |
10,889.63 |
10,917.81 |
10,870.39 |
S2 |
10,851.15 |
10,851.15 |
10,907.51 |
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S3 |
10,738.85 |
10,777.33 |
10,897.22 |
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S4 |
10,626.55 |
10,665.03 |
10,866.34 |
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Weekly Pivots for week ending 14-Jul-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,291.11 |
11,988.36 |
10,999.57 |
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R3 |
11,817.98 |
11,515.23 |
10,869.46 |
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R2 |
11,344.85 |
11,344.85 |
10,826.09 |
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R1 |
11,042.10 |
11,042.10 |
10,782.72 |
10,956.91 |
PP |
10,871.72 |
10,871.72 |
10,871.72 |
10,829.13 |
S1 |
10,568.97 |
10,568.97 |
10,695.98 |
10,483.78 |
S2 |
10,398.59 |
10,398.59 |
10,652.61 |
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S3 |
9,925.46 |
10,095.84 |
10,609.24 |
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S4 |
9,452.33 |
9,622.71 |
10,479.13 |
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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 |
11,038.48 |
10,683.32 |
355.16 |
3.2% |
143.77 |
1.3% |
69% |
False |
False |
|
10 |
11,224.18 |
10,683.32 |
540.86 |
4.9% |
141.83 |
1.3% |
45% |
False |
False |
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20 |
11,257.08 |
10,683.32 |
573.76 |
5.3% |
125.42 |
1.1% |
43% |
False |
False |
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40 |
11,285.82 |
10,683.32 |
602.50 |
5.5% |
131.23 |
1.2% |
41% |
False |
False |
|
60 |
11,670.19 |
10,683.32 |
986.87 |
9.0% |
122.53 |
1.1% |
25% |
False |
False |
|
80 |
11,670.19 |
10,683.32 |
986.87 |
9.0% |
117.97 |
1.1% |
25% |
False |
False |
|
100 |
11,670.19 |
10,683.32 |
986.87 |
9.0% |
111.45 |
1.0% |
25% |
False |
False |
|
120 |
11,670.19 |
10,683.32 |
986.87 |
9.0% |
107.66 |
1.0% |
25% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,514.56 |
2.618 |
11,331.28 |
1.618 |
11,218.98 |
1.000 |
11,149.58 |
0.618 |
11,106.68 |
HIGH |
11,037.28 |
0.618 |
10,994.38 |
0.500 |
10,981.13 |
0.382 |
10,967.88 |
LOW |
10,924.98 |
0.618 |
10,855.58 |
1.000 |
10,812.68 |
1.618 |
10,743.28 |
2.618 |
10,630.98 |
4.250 |
10,447.71 |
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