Day Change Summary |
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Previous |
Current |
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27-Jul-2006 |
28-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
11,104.19 |
11,102.11 |
-2.08 |
0.0% |
10,868.70 |
High |
11,187.76 |
11,243.31 |
55.55 |
0.5% |
11,243.31 |
Low |
11,087.55 |
11,102.03 |
14.48 |
0.1% |
10,868.62 |
Close |
11,100.43 |
11,219.70 |
119.27 |
1.1% |
11,219.70 |
Range |
100.21 |
141.28 |
41.07 |
41.0% |
374.69 |
ATR |
131.49 |
132.30 |
0.81 |
0.6% |
0.00 |
Volume |
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Daily Pivots for day following 28-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,612.19 |
11,557.22 |
11,297.40 |
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R3 |
11,470.91 |
11,415.94 |
11,258.55 |
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R2 |
11,329.63 |
11,329.63 |
11,245.60 |
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R1 |
11,274.66 |
11,274.66 |
11,232.65 |
11,302.15 |
PP |
11,188.35 |
11,188.35 |
11,188.35 |
11,202.09 |
S1 |
11,133.38 |
11,133.38 |
11,206.75 |
11,160.87 |
S2 |
11,047.07 |
11,047.07 |
11,193.80 |
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S3 |
10,905.79 |
10,992.10 |
11,180.85 |
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S4 |
10,764.51 |
10,850.82 |
11,142.00 |
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Weekly Pivots for week ending 28-Jul-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,234.61 |
12,101.85 |
11,425.78 |
|
R3 |
11,859.92 |
11,727.16 |
11,322.74 |
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R2 |
11,485.23 |
11,485.23 |
11,288.39 |
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R1 |
11,352.47 |
11,352.47 |
11,254.05 |
11,418.85 |
PP |
11,110.54 |
11,110.54 |
11,110.54 |
11,143.74 |
S1 |
10,977.78 |
10,977.78 |
11,185.35 |
11,044.16 |
S2 |
10,735.85 |
10,735.85 |
11,151.01 |
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S3 |
10,361.16 |
10,603.09 |
11,116.66 |
|
S4 |
9,986.47 |
10,228.40 |
11,013.62 |
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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 |
11,243.31 |
10,868.62 |
374.69 |
3.3% |
136.48 |
1.2% |
94% |
True |
False |
|
10 |
11,243.31 |
10,683.32 |
559.99 |
5.0% |
136.71 |
1.2% |
96% |
True |
False |
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20 |
11,257.08 |
10,683.32 |
573.76 |
5.1% |
129.64 |
1.2% |
93% |
False |
False |
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40 |
11,285.82 |
10,683.32 |
602.50 |
5.4% |
133.33 |
1.2% |
89% |
False |
False |
|
60 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
126.57 |
1.1% |
54% |
False |
False |
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80 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
119.27 |
1.1% |
54% |
False |
False |
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100 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
113.84 |
1.0% |
54% |
False |
False |
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120 |
11,670.19 |
10,683.32 |
986.87 |
8.8% |
110.37 |
1.0% |
54% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,843.75 |
2.618 |
11,613.18 |
1.618 |
11,471.90 |
1.000 |
11,384.59 |
0.618 |
11,330.62 |
HIGH |
11,243.31 |
0.618 |
11,189.34 |
0.500 |
11,172.67 |
0.382 |
11,156.00 |
LOW |
11,102.03 |
0.618 |
11,014.72 |
1.000 |
10,960.75 |
1.618 |
10,873.44 |
2.618 |
10,732.16 |
4.250 |
10,501.59 |
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