| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2006 |
11-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
11,073.14 |
11,121.16 |
48.02 |
0.4% |
11,239.47 |
| High |
11,143.98 |
11,121.16 |
-22.82 |
-0.2% |
11,276.29 |
| Low |
11,044.72 |
11,042.64 |
-2.08 |
0.0% |
11,042.64 |
| Close |
11,124.37 |
11,088.03 |
-36.34 |
-0.3% |
11,088.03 |
| Range |
99.26 |
78.52 |
-20.74 |
-20.9% |
233.65 |
| ATR |
123.76 |
120.76 |
-3.00 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,319.50 |
11,282.29 |
11,131.22 |
|
| R3 |
11,240.98 |
11,203.77 |
11,109.62 |
|
| R2 |
11,162.46 |
11,162.46 |
11,102.43 |
|
| R1 |
11,125.25 |
11,125.25 |
11,095.23 |
11,104.60 |
| PP |
11,083.94 |
11,083.94 |
11,083.94 |
11,073.62 |
| S1 |
11,046.73 |
11,046.73 |
11,080.83 |
11,026.08 |
| S2 |
11,005.42 |
11,005.42 |
11,073.63 |
|
| S3 |
10,926.90 |
10,968.21 |
11,066.44 |
|
| S4 |
10,848.38 |
10,889.69 |
11,044.84 |
|
|
| Weekly Pivots for week ending 11-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,836.60 |
11,695.97 |
11,216.54 |
|
| R3 |
11,602.95 |
11,462.32 |
11,152.28 |
|
| R2 |
11,369.30 |
11,369.30 |
11,130.87 |
|
| R1 |
11,228.67 |
11,228.67 |
11,109.45 |
11,182.16 |
| PP |
11,135.65 |
11,135.65 |
11,135.65 |
11,112.40 |
| S1 |
10,995.02 |
10,995.02 |
11,066.61 |
10,948.51 |
| S2 |
10,902.00 |
10,902.00 |
11,045.19 |
|
| S3 |
10,668.35 |
10,761.37 |
11,023.78 |
|
| S4 |
10,434.70 |
10,527.72 |
10,959.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,276.29 |
11,042.64 |
233.65 |
2.1% |
109.98 |
1.0% |
19% |
False |
True |
|
| 10 |
11,344.17 |
11,042.64 |
301.53 |
2.7% |
107.81 |
1.0% |
15% |
False |
True |
|
| 20 |
11,344.17 |
10,683.32 |
660.85 |
6.0% |
122.26 |
1.1% |
61% |
False |
False |
|
| 40 |
11,344.17 |
10,683.32 |
660.85 |
6.0% |
121.12 |
1.1% |
61% |
False |
False |
|
| 60 |
11,344.17 |
10,683.32 |
660.85 |
6.0% |
126.48 |
1.1% |
61% |
False |
False |
|
| 80 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
119.65 |
1.1% |
41% |
False |
False |
|
| 100 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
116.26 |
1.0% |
41% |
False |
False |
|
| 120 |
11,670.19 |
10,683.32 |
986.87 |
8.9% |
111.22 |
1.0% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,454.87 |
|
2.618 |
11,326.73 |
|
1.618 |
11,248.21 |
|
1.000 |
11,199.68 |
|
0.618 |
11,169.69 |
|
HIGH |
11,121.16 |
|
0.618 |
11,091.17 |
|
0.500 |
11,081.90 |
|
0.382 |
11,072.63 |
|
LOW |
11,042.64 |
|
0.618 |
10,994.11 |
|
1.000 |
10,964.12 |
|
1.618 |
10,915.59 |
|
2.618 |
10,837.07 |
|
4.250 |
10,708.93 |
|
|