Day Change Summary |
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Previous |
Current |
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26-Jul-2006 |
27-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
11,102.91 |
11,104.19 |
1.28 |
0.0% |
10,739.35 |
High |
11,157.82 |
11,187.76 |
29.94 |
0.3% |
11,038.48 |
Low |
11,048.16 |
11,087.55 |
39.39 |
0.4% |
10,683.32 |
Close |
11,102.51 |
11,100.43 |
-2.08 |
0.0% |
10,868.38 |
Range |
109.66 |
100.21 |
-9.45 |
-8.6% |
355.16 |
ATR |
133.89 |
131.49 |
-2.41 |
-1.8% |
0.00 |
Volume |
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Daily Pivots for day following 27-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,425.88 |
11,363.36 |
11,155.55 |
|
R3 |
11,325.67 |
11,263.15 |
11,127.99 |
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R2 |
11,225.46 |
11,225.46 |
11,118.80 |
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R1 |
11,162.94 |
11,162.94 |
11,109.62 |
11,144.10 |
PP |
11,125.25 |
11,125.25 |
11,125.25 |
11,115.82 |
S1 |
11,062.73 |
11,062.73 |
11,091.24 |
11,043.89 |
S2 |
11,025.04 |
11,025.04 |
11,082.06 |
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S3 |
10,924.83 |
10,962.52 |
11,072.87 |
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S4 |
10,824.62 |
10,862.31 |
11,045.31 |
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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 |
|
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 |
11,187.76 |
10,838.85 |
348.91 |
3.1% |
130.81 |
1.2% |
75% |
True |
False |
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10 |
11,187.76 |
10,683.32 |
504.44 |
4.5% |
137.29 |
1.2% |
83% |
True |
False |
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20 |
11,257.08 |
10,683.32 |
573.76 |
5.2% |
133.64 |
1.2% |
73% |
False |
False |
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40 |
11,285.82 |
10,683.32 |
602.50 |
5.4% |
132.80 |
1.2% |
69% |
False |
False |
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60 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
125.26 |
1.1% |
42% |
False |
False |
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80 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
118.79 |
1.1% |
42% |
False |
False |
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100 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
113.03 |
1.0% |
42% |
False |
False |
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120 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
109.55 |
1.0% |
42% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,613.65 |
2.618 |
11,450.11 |
1.618 |
11,349.90 |
1.000 |
11,287.97 |
0.618 |
11,249.69 |
HIGH |
11,187.76 |
0.618 |
11,149.48 |
0.500 |
11,137.66 |
0.382 |
11,125.83 |
LOW |
11,087.55 |
0.618 |
11,025.62 |
1.000 |
10,987.34 |
1.618 |
10,925.41 |
2.618 |
10,825.20 |
4.250 |
10,661.66 |
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