Day Change Summary |
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Previous |
Current |
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20-Jul-2006 |
21-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
11,007.26 |
10,937.94 |
-69.32 |
-0.6% |
10,739.35 |
High |
11,037.28 |
10,951.77 |
-85.51 |
-0.8% |
11,038.48 |
Low |
10,924.98 |
10,838.85 |
-86.13 |
-0.8% |
10,683.32 |
Close |
10,928.10 |
10,868.38 |
-59.72 |
-0.5% |
10,868.38 |
Range |
112.30 |
112.92 |
0.62 |
0.6% |
355.16 |
ATR |
132.55 |
131.15 |
-1.40 |
-1.1% |
0.00 |
Volume |
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Daily Pivots for day following 21-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,225.09 |
11,159.66 |
10,930.49 |
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R3 |
11,112.17 |
11,046.74 |
10,899.43 |
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R2 |
10,999.25 |
10,999.25 |
10,889.08 |
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R1 |
10,933.82 |
10,933.82 |
10,878.73 |
10,910.08 |
PP |
10,886.33 |
10,886.33 |
10,886.33 |
10,874.46 |
S1 |
10,820.90 |
10,820.90 |
10,858.03 |
10,797.16 |
S2 |
10,773.41 |
10,773.41 |
10,847.68 |
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S3 |
10,660.49 |
10,707.98 |
10,837.33 |
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S4 |
10,547.57 |
10,595.06 |
10,806.27 |
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Weekly Pivots for week ending 21-Jul-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,928.87 |
11,753.79 |
11,063.72 |
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R3 |
11,573.71 |
11,398.63 |
10,966.05 |
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R2 |
11,218.55 |
11,218.55 |
10,933.49 |
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R1 |
11,043.47 |
11,043.47 |
10,900.94 |
11,131.01 |
PP |
10,863.39 |
10,863.39 |
10,863.39 |
10,907.17 |
S1 |
10,688.31 |
10,688.31 |
10,835.82 |
10,775.85 |
S2 |
10,508.23 |
10,508.23 |
10,803.27 |
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S3 |
10,153.07 |
10,333.15 |
10,770.71 |
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S4 |
9,797.91 |
9,977.99 |
10,673.04 |
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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 |
3.3% |
136.95 |
1.3% |
52% |
False |
False |
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10 |
11,174.47 |
10,683.32 |
491.15 |
4.5% |
137.31 |
1.3% |
38% |
False |
False |
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20 |
11,257.08 |
10,683.32 |
573.76 |
5.3% |
126.48 |
1.2% |
32% |
False |
False |
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40 |
11,285.82 |
10,683.32 |
602.50 |
5.5% |
130.61 |
1.2% |
31% |
False |
False |
|
60 |
11,670.19 |
10,683.32 |
986.87 |
9.1% |
122.80 |
1.1% |
19% |
False |
False |
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80 |
11,670.19 |
10,683.32 |
986.87 |
9.1% |
117.67 |
1.1% |
19% |
False |
False |
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100 |
11,670.19 |
10,683.32 |
986.87 |
9.1% |
111.36 |
1.0% |
19% |
False |
False |
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120 |
11,670.19 |
10,683.32 |
986.87 |
9.1% |
108.24 |
1.0% |
19% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,431.68 |
2.618 |
11,247.39 |
1.618 |
11,134.47 |
1.000 |
11,064.69 |
0.618 |
11,021.55 |
HIGH |
10,951.77 |
0.618 |
10,908.63 |
0.500 |
10,895.31 |
0.382 |
10,881.99 |
LOW |
10,838.85 |
0.618 |
10,769.07 |
1.000 |
10,725.93 |
1.618 |
10,656.15 |
2.618 |
10,543.23 |
4.250 |
10,358.94 |
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