Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2006 |
24-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
10,937.94 |
10,868.70 |
-69.24 |
-0.6% |
10,739.35 |
High |
10,951.77 |
11,065.95 |
114.18 |
1.0% |
11,038.48 |
Low |
10,838.85 |
10,868.62 |
29.77 |
0.3% |
10,683.32 |
Close |
10,868.38 |
11,051.05 |
182.67 |
1.7% |
10,868.38 |
Range |
112.92 |
197.33 |
84.41 |
74.8% |
355.16 |
ATR |
131.15 |
135.90 |
4.74 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,587.20 |
11,516.45 |
11,159.58 |
|
R3 |
11,389.87 |
11,319.12 |
11,105.32 |
|
R2 |
11,192.54 |
11,192.54 |
11,087.23 |
|
R1 |
11,121.79 |
11,121.79 |
11,069.14 |
11,157.17 |
PP |
10,995.21 |
10,995.21 |
10,995.21 |
11,012.89 |
S1 |
10,924.46 |
10,924.46 |
11,032.96 |
10,959.84 |
S2 |
10,797.88 |
10,797.88 |
11,014.87 |
|
S3 |
10,600.55 |
10,727.13 |
10,996.78 |
|
S4 |
10,403.22 |
10,529.80 |
10,942.52 |
|
|
Weekly Pivots for week ending 21-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,928.87 |
11,753.79 |
11,063.72 |
|
R3 |
11,573.71 |
11,398.63 |
10,966.05 |
|
R2 |
11,218.55 |
11,218.55 |
10,933.49 |
|
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 |
|
S3 |
10,153.07 |
10,333.15 |
10,770.71 |
|
S4 |
9,797.91 |
9,977.99 |
10,673.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,065.95 |
10,683.32 |
382.63 |
3.5% |
158.82 |
1.4% |
96% |
True |
False |
|
10 |
11,151.18 |
10,683.32 |
467.86 |
4.2% |
148.60 |
1.3% |
79% |
False |
False |
|
20 |
11,257.08 |
10,683.32 |
573.76 |
5.2% |
131.31 |
1.2% |
64% |
False |
False |
|
40 |
11,285.82 |
10,683.32 |
602.50 |
5.5% |
133.04 |
1.2% |
61% |
False |
False |
|
60 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
123.73 |
1.1% |
37% |
False |
False |
|
80 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
119.02 |
1.1% |
37% |
False |
False |
|
100 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
112.56 |
1.0% |
37% |
False |
False |
|
120 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
109.37 |
1.0% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,904.60 |
2.618 |
11,582.56 |
1.618 |
11,385.23 |
1.000 |
11,263.28 |
0.618 |
11,187.90 |
HIGH |
11,065.95 |
0.618 |
10,990.57 |
0.500 |
10,967.29 |
0.382 |
10,944.00 |
LOW |
10,868.62 |
0.618 |
10,746.67 |
1.000 |
10,671.29 |
1.618 |
10,549.34 |
2.618 |
10,352.01 |
4.250 |
10,029.97 |
|
|