Day Change Summary |
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Previous |
Current |
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10-Jul-2006 |
11-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
1,538.78 |
1,516.19 |
-22.59 |
-1.5% |
1,580.63 |
High |
1,543.12 |
1,534.97 |
-8.15 |
-0.5% |
1,586.44 |
Low |
1,513.47 |
1,508.91 |
-4.56 |
-0.3% |
1,529.40 |
Close |
1,520.90 |
1,533.06 |
12.16 |
0.8% |
1,533.71 |
Range |
29.65 |
26.06 |
-3.59 |
-12.1% |
57.04 |
ATR |
25.77 |
25.79 |
0.02 |
0.1% |
0.00 |
Volume |
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Daily Pivots for day following 11-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,603.83 |
1,594.50 |
1,547.39 |
|
R3 |
1,577.77 |
1,568.44 |
1,540.23 |
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R2 |
1,551.71 |
1,551.71 |
1,537.84 |
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R1 |
1,542.38 |
1,542.38 |
1,535.45 |
1,547.05 |
PP |
1,525.65 |
1,525.65 |
1,525.65 |
1,527.98 |
S1 |
1,516.32 |
1,516.32 |
1,530.67 |
1,520.99 |
S2 |
1,499.59 |
1,499.59 |
1,528.28 |
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S3 |
1,473.53 |
1,490.26 |
1,525.89 |
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S4 |
1,447.47 |
1,464.20 |
1,518.73 |
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Weekly Pivots for week ending 07-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,720.97 |
1,684.38 |
1,565.08 |
|
R3 |
1,663.93 |
1,627.34 |
1,549.40 |
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R2 |
1,606.89 |
1,606.89 |
1,544.17 |
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R1 |
1,570.30 |
1,570.30 |
1,538.94 |
1,560.08 |
PP |
1,549.85 |
1,549.85 |
1,549.85 |
1,544.74 |
S1 |
1,513.26 |
1,513.26 |
1,528.48 |
1,503.04 |
S2 |
1,492.81 |
1,492.81 |
1,523.25 |
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S3 |
1,435.77 |
1,456.22 |
1,518.02 |
|
S4 |
1,378.73 |
1,399.18 |
1,502.34 |
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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 |
1,586.25 |
1,508.91 |
77.34 |
5.0% |
26.55 |
1.7% |
31% |
False |
True |
|
10 |
1,590.83 |
1,508.91 |
81.92 |
5.3% |
25.87 |
1.7% |
29% |
False |
True |
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20 |
1,590.83 |
1,508.91 |
81.92 |
5.3% |
25.27 |
1.6% |
29% |
False |
True |
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40 |
1,640.10 |
1,508.91 |
131.19 |
8.6% |
25.98 |
1.7% |
18% |
False |
True |
|
60 |
1,741.35 |
1,508.91 |
232.44 |
15.2% |
24.07 |
1.6% |
10% |
False |
True |
|
80 |
1,750.23 |
1,508.91 |
241.32 |
15.7% |
22.95 |
1.5% |
10% |
False |
True |
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100 |
1,750.23 |
1,508.91 |
241.32 |
15.7% |
22.60 |
1.5% |
10% |
False |
True |
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120 |
1,750.23 |
1,508.91 |
241.32 |
15.7% |
22.47 |
1.5% |
10% |
False |
True |
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Fibonacci Retracements and Extensions |
4.250 |
1,645.73 |
2.618 |
1,603.20 |
1.618 |
1,577.14 |
1.000 |
1,561.03 |
0.618 |
1,551.08 |
HIGH |
1,534.97 |
0.618 |
1,525.02 |
0.500 |
1,521.94 |
0.382 |
1,518.86 |
LOW |
1,508.91 |
0.618 |
1,492.80 |
1.000 |
1,482.85 |
1.618 |
1,466.74 |
2.618 |
1,440.68 |
4.250 |
1,398.16 |
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