Day Change Summary |
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Previous |
Current |
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19-Jun-2006 |
20-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
1,568.38 |
1,549.95 |
-18.43 |
-1.2% |
1,553.65 |
High |
1,568.89 |
1,565.17 |
-3.72 |
-0.2% |
1,576.79 |
Low |
1,543.85 |
1,544.30 |
0.45 |
0.0% |
1,511.53 |
Close |
1,548.94 |
1,548.32 |
-0.62 |
0.0% |
1,562.84 |
Range |
25.04 |
20.87 |
-4.17 |
-16.7% |
65.26 |
ATR |
26.91 |
26.48 |
-0.43 |
-1.6% |
0.00 |
Volume |
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Daily Pivots for day following 20-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,615.21 |
1,602.63 |
1,559.80 |
|
R3 |
1,594.34 |
1,581.76 |
1,554.06 |
|
R2 |
1,573.47 |
1,573.47 |
1,552.15 |
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R1 |
1,560.89 |
1,560.89 |
1,550.23 |
1,556.75 |
PP |
1,552.60 |
1,552.60 |
1,552.60 |
1,550.52 |
S1 |
1,540.02 |
1,540.02 |
1,546.41 |
1,535.88 |
S2 |
1,531.73 |
1,531.73 |
1,544.49 |
|
S3 |
1,510.86 |
1,519.15 |
1,542.58 |
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S4 |
1,489.99 |
1,498.28 |
1,536.84 |
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Weekly Pivots for week ending 16-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,746.17 |
1,719.76 |
1,598.73 |
|
R3 |
1,680.91 |
1,654.50 |
1,580.79 |
|
R2 |
1,615.65 |
1,615.65 |
1,574.80 |
|
R1 |
1,589.24 |
1,589.24 |
1,568.82 |
1,602.45 |
PP |
1,550.39 |
1,550.39 |
1,550.39 |
1,556.99 |
S1 |
1,523.98 |
1,523.98 |
1,556.86 |
1,537.19 |
S2 |
1,485.13 |
1,485.13 |
1,550.88 |
|
S3 |
1,419.87 |
1,458.72 |
1,544.89 |
|
S4 |
1,354.61 |
1,393.46 |
1,526.95 |
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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 |
1,576.79 |
1,512.98 |
63.81 |
4.1% |
24.28 |
1.6% |
55% |
False |
False |
|
10 |
1,592.37 |
1,511.53 |
80.84 |
5.2% |
27.54 |
1.8% |
46% |
False |
False |
|
20 |
1,626.29 |
1,511.53 |
114.76 |
7.4% |
26.91 |
1.7% |
32% |
False |
False |
|
40 |
1,727.79 |
1,511.53 |
216.26 |
14.0% |
23.55 |
1.5% |
17% |
False |
False |
|
60 |
1,750.23 |
1,511.53 |
238.70 |
15.4% |
22.76 |
1.5% |
15% |
False |
False |
|
80 |
1,750.23 |
1,511.53 |
238.70 |
15.4% |
22.38 |
1.4% |
15% |
False |
False |
|
100 |
1,750.23 |
1,511.53 |
238.70 |
15.4% |
21.93 |
1.4% |
15% |
False |
False |
|
120 |
1,761.46 |
1,511.53 |
249.93 |
16.1% |
21.53 |
1.4% |
15% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,653.87 |
2.618 |
1,619.81 |
1.618 |
1,598.94 |
1.000 |
1,586.04 |
0.618 |
1,578.07 |
HIGH |
1,565.17 |
0.618 |
1,557.20 |
0.500 |
1,554.74 |
0.382 |
1,552.27 |
LOW |
1,544.30 |
0.618 |
1,531.40 |
1.000 |
1,523.43 |
1.618 |
1,510.53 |
2.618 |
1,489.66 |
4.250 |
1,455.60 |
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