Day Change Summary |
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Previous |
Current |
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27-Jun-2006 |
28-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
1,556.14 |
1,531.30 |
-24.84 |
-1.6% |
1,568.38 |
High |
1,559.19 |
1,538.65 |
-20.54 |
-1.3% |
1,585.88 |
Low |
1,525.89 |
1,520.93 |
-4.96 |
-0.3% |
1,543.85 |
Close |
1,527.00 |
1,538.25 |
11.25 |
0.7% |
1,551.05 |
Range |
33.30 |
17.72 |
-15.58 |
-46.8% |
42.03 |
ATR |
26.45 |
25.83 |
-0.62 |
-2.4% |
0.00 |
Volume |
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Daily Pivots for day following 28-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,585.77 |
1,579.73 |
1,548.00 |
|
R3 |
1,568.05 |
1,562.01 |
1,543.12 |
|
R2 |
1,550.33 |
1,550.33 |
1,541.50 |
|
R1 |
1,544.29 |
1,544.29 |
1,539.87 |
1,547.31 |
PP |
1,532.61 |
1,532.61 |
1,532.61 |
1,534.12 |
S1 |
1,526.57 |
1,526.57 |
1,536.63 |
1,529.59 |
S2 |
1,514.89 |
1,514.89 |
1,535.00 |
|
S3 |
1,497.17 |
1,508.85 |
1,533.38 |
|
S4 |
1,479.45 |
1,491.13 |
1,528.50 |
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Weekly Pivots for week ending 23-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,686.35 |
1,660.73 |
1,574.17 |
|
R3 |
1,644.32 |
1,618.70 |
1,562.61 |
|
R2 |
1,602.29 |
1,602.29 |
1,558.76 |
|
R1 |
1,576.67 |
1,576.67 |
1,554.90 |
1,568.47 |
PP |
1,560.26 |
1,560.26 |
1,560.26 |
1,556.16 |
S1 |
1,534.64 |
1,534.64 |
1,547.20 |
1,526.44 |
S2 |
1,518.23 |
1,518.23 |
1,543.34 |
|
S3 |
1,476.20 |
1,492.61 |
1,539.49 |
|
S4 |
1,434.17 |
1,450.58 |
1,527.93 |
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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 |
1,573.67 |
1,520.93 |
52.74 |
3.4% |
22.74 |
1.5% |
33% |
False |
True |
|
10 |
1,585.88 |
1,520.93 |
64.95 |
4.2% |
25.41 |
1.7% |
27% |
False |
True |
|
20 |
1,626.29 |
1,511.53 |
114.76 |
7.5% |
27.27 |
1.8% |
23% |
False |
False |
|
40 |
1,721.13 |
1,511.53 |
209.60 |
13.6% |
24.15 |
1.6% |
13% |
False |
False |
|
60 |
1,750.23 |
1,511.53 |
238.70 |
15.5% |
23.21 |
1.5% |
11% |
False |
False |
|
80 |
1,750.23 |
1,511.53 |
238.70 |
15.5% |
22.51 |
1.5% |
11% |
False |
False |
|
100 |
1,750.23 |
1,511.53 |
238.70 |
15.5% |
22.29 |
1.4% |
11% |
False |
False |
|
120 |
1,761.46 |
1,511.53 |
249.93 |
16.2% |
21.82 |
1.4% |
11% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,613.96 |
2.618 |
1,585.04 |
1.618 |
1,567.32 |
1.000 |
1,556.37 |
0.618 |
1,549.60 |
HIGH |
1,538.65 |
0.618 |
1,531.88 |
0.500 |
1,529.79 |
0.382 |
1,527.70 |
LOW |
1,520.93 |
0.618 |
1,509.98 |
1.000 |
1,503.21 |
1.618 |
1,492.26 |
2.618 |
1,474.54 |
4.250 |
1,445.62 |
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