Day Change Summary |
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Previous |
Current |
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03-Jul-2006 |
05-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
1,580.63 |
1,573.35 |
-7.28 |
-0.5% |
1,553.48 |
High |
1,586.44 |
1,586.25 |
-0.19 |
0.0% |
1,590.83 |
Low |
1,575.23 |
1,550.58 |
-24.65 |
-1.6% |
1,520.93 |
Close |
1,586.25 |
1,553.95 |
-32.30 |
-2.0% |
1,575.23 |
Range |
11.21 |
35.67 |
24.46 |
218.2% |
69.90 |
ATR |
25.49 |
26.21 |
0.73 |
2.9% |
0.00 |
Volume |
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Daily Pivots for day following 05-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,670.60 |
1,647.95 |
1,573.57 |
|
R3 |
1,634.93 |
1,612.28 |
1,563.76 |
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R2 |
1,599.26 |
1,599.26 |
1,560.49 |
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R1 |
1,576.61 |
1,576.61 |
1,557.22 |
1,570.10 |
PP |
1,563.59 |
1,563.59 |
1,563.59 |
1,560.34 |
S1 |
1,540.94 |
1,540.94 |
1,550.68 |
1,534.43 |
S2 |
1,527.92 |
1,527.92 |
1,547.41 |
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S3 |
1,492.25 |
1,505.27 |
1,544.14 |
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S4 |
1,456.58 |
1,469.60 |
1,534.33 |
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Weekly Pivots for week ending 30-Jun-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,772.03 |
1,743.53 |
1,613.68 |
|
R3 |
1,702.13 |
1,673.63 |
1,594.45 |
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R2 |
1,632.23 |
1,632.23 |
1,588.05 |
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R1 |
1,603.73 |
1,603.73 |
1,581.64 |
1,617.98 |
PP |
1,562.33 |
1,562.33 |
1,562.33 |
1,569.46 |
S1 |
1,533.83 |
1,533.83 |
1,568.82 |
1,548.08 |
S2 |
1,492.43 |
1,492.43 |
1,562.42 |
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S3 |
1,422.53 |
1,463.93 |
1,556.01 |
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S4 |
1,352.63 |
1,394.03 |
1,536.79 |
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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 |
1,590.83 |
1,520.93 |
69.90 |
4.5% |
25.67 |
1.7% |
47% |
False |
False |
|
10 |
1,590.83 |
1,520.93 |
69.90 |
4.5% |
26.19 |
1.7% |
47% |
False |
False |
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20 |
1,592.37 |
1,511.53 |
80.84 |
5.2% |
26.87 |
1.7% |
52% |
False |
False |
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40 |
1,715.73 |
1,511.53 |
204.20 |
13.1% |
25.61 |
1.6% |
21% |
False |
False |
|
60 |
1,741.35 |
1,511.53 |
229.82 |
14.8% |
23.70 |
1.5% |
18% |
False |
False |
|
80 |
1,750.23 |
1,511.53 |
238.70 |
15.4% |
22.79 |
1.5% |
18% |
False |
False |
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100 |
1,750.23 |
1,511.53 |
238.70 |
15.4% |
22.56 |
1.5% |
18% |
False |
False |
|
120 |
1,760.12 |
1,511.53 |
248.59 |
16.0% |
22.15 |
1.4% |
17% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,737.85 |
2.618 |
1,679.63 |
1.618 |
1,643.96 |
1.000 |
1,621.92 |
0.618 |
1,608.29 |
HIGH |
1,586.25 |
0.618 |
1,572.62 |
0.500 |
1,568.42 |
0.382 |
1,564.21 |
LOW |
1,550.58 |
0.618 |
1,528.54 |
1.000 |
1,514.91 |
1.618 |
1,492.87 |
2.618 |
1,457.20 |
4.250 |
1,398.98 |
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