Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2006 |
20-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
11,014.87 |
10,942.03 |
-72.84 |
-0.7% |
10,892.00 |
High |
11,057.61 |
11,029.83 |
-27.78 |
-0.3% |
11,045.20 |
Low |
10,907.29 |
10,938.42 |
31.13 |
0.3% |
10,698.85 |
Close |
10,942.11 |
10,974.84 |
32.73 |
0.3% |
11,014.55 |
Range |
150.32 |
91.41 |
-58.91 |
-39.2% |
346.35 |
ATR |
132.28 |
129.36 |
-2.92 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,255.26 |
11,206.46 |
11,025.12 |
|
R3 |
11,163.85 |
11,115.05 |
10,999.98 |
|
R2 |
11,072.44 |
11,072.44 |
10,991.60 |
|
R1 |
11,023.64 |
11,023.64 |
10,983.22 |
11,048.04 |
PP |
10,981.03 |
10,981.03 |
10,981.03 |
10,993.23 |
S1 |
10,932.23 |
10,932.23 |
10,966.46 |
10,956.63 |
S2 |
10,889.62 |
10,889.62 |
10,958.08 |
|
S3 |
10,798.21 |
10,840.82 |
10,949.70 |
|
S4 |
10,706.80 |
10,749.41 |
10,924.56 |
|
|
Weekly Pivots for week ending 16-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,958.58 |
11,832.92 |
11,205.04 |
|
R3 |
11,612.23 |
11,486.57 |
11,109.80 |
|
R2 |
11,265.88 |
11,265.88 |
11,078.05 |
|
R1 |
11,140.22 |
11,140.22 |
11,046.30 |
11,203.05 |
PP |
10,919.53 |
10,919.53 |
10,919.53 |
10,950.95 |
S1 |
10,793.87 |
10,793.87 |
10,982.80 |
10,856.70 |
S2 |
10,573.18 |
10,573.18 |
10,951.05 |
|
S3 |
10,226.83 |
10,447.52 |
10,919.30 |
|
S4 |
9,880.48 |
10,101.17 |
10,824.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,057.61 |
10,698.85 |
358.76 |
3.3% |
127.99 |
1.2% |
77% |
False |
False |
|
10 |
11,077.38 |
10,698.85 |
378.53 |
3.4% |
139.90 |
1.3% |
73% |
False |
False |
|
20 |
11,285.82 |
10,698.85 |
586.97 |
5.3% |
134.32 |
1.2% |
47% |
False |
False |
|
40 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
119.46 |
1.1% |
28% |
False |
False |
|
60 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
113.67 |
1.0% |
28% |
False |
False |
|
80 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
106.84 |
1.0% |
28% |
False |
False |
|
100 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
103.78 |
0.9% |
28% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.2% |
100.67 |
0.9% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,418.32 |
2.618 |
11,269.14 |
1.618 |
11,177.73 |
1.000 |
11,121.24 |
0.618 |
11,086.32 |
HIGH |
11,029.83 |
0.618 |
10,994.91 |
0.500 |
10,984.13 |
0.382 |
10,973.34 |
LOW |
10,938.42 |
0.618 |
10,881.93 |
1.000 |
10,847.01 |
1.618 |
10,790.52 |
2.618 |
10,699.11 |
4.250 |
10,549.93 |
|
|