| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2006 |
26-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
11,051.05 |
11,102.91 |
51.86 |
0.5% |
10,739.35 |
| High |
11,133.81 |
11,157.82 |
24.01 |
0.2% |
11,038.48 |
| Low |
10,999.90 |
11,048.16 |
48.26 |
0.4% |
10,683.32 |
| Close |
11,103.71 |
11,102.51 |
-1.20 |
0.0% |
10,868.38 |
| Range |
133.91 |
109.66 |
-24.25 |
-18.1% |
355.16 |
| ATR |
135.75 |
133.89 |
-1.86 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,431.81 |
11,376.82 |
11,162.82 |
|
| R3 |
11,322.15 |
11,267.16 |
11,132.67 |
|
| R2 |
11,212.49 |
11,212.49 |
11,122.61 |
|
| R1 |
11,157.50 |
11,157.50 |
11,112.56 |
11,130.17 |
| PP |
11,102.83 |
11,102.83 |
11,102.83 |
11,089.16 |
| S1 |
11,047.84 |
11,047.84 |
11,092.46 |
11,020.51 |
| S2 |
10,993.17 |
10,993.17 |
11,082.41 |
|
| S3 |
10,883.51 |
10,938.18 |
11,072.35 |
|
| S4 |
10,773.85 |
10,828.52 |
11,042.20 |
|
|
| 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 |
11,157.82 |
10,838.85 |
318.97 |
2.9% |
133.22 |
1.2% |
83% |
True |
False |
|
| 10 |
11,157.82 |
10,683.32 |
474.50 |
4.3% |
145.24 |
1.3% |
88% |
True |
False |
|
| 20 |
11,257.08 |
10,683.32 |
573.76 |
5.2% |
132.57 |
1.2% |
73% |
False |
False |
|
| 40 |
11,285.82 |
10,683.32 |
602.50 |
5.4% |
132.74 |
1.2% |
70% |
False |
False |
|
| 60 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
124.96 |
1.1% |
42% |
False |
False |
|
| 80 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
119.23 |
1.1% |
42% |
False |
False |
|
| 100 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
113.11 |
1.0% |
42% |
False |
False |
|
| 120 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
109.42 |
1.0% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,623.88 |
|
2.618 |
11,444.91 |
|
1.618 |
11,335.25 |
|
1.000 |
11,267.48 |
|
0.618 |
11,225.59 |
|
HIGH |
11,157.82 |
|
0.618 |
11,115.93 |
|
0.500 |
11,102.99 |
|
0.382 |
11,090.05 |
|
LOW |
11,048.16 |
|
0.618 |
10,980.39 |
|
1.000 |
10,938.50 |
|
1.618 |
10,870.73 |
|
2.618 |
10,761.07 |
|
4.250 |
10,582.11 |
|
|