Day Change Summary |
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Previous |
Current |
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20-Jun-2006 |
21-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
10,942.03 |
10,975.24 |
33.21 |
0.3% |
10,892.00 |
High |
11,029.83 |
11,131.73 |
101.90 |
0.9% |
11,045.20 |
Low |
10,938.42 |
10,971.72 |
33.30 |
0.3% |
10,698.85 |
Close |
10,974.84 |
11,079.46 |
104.62 |
1.0% |
11,014.55 |
Range |
91.41 |
160.01 |
68.60 |
75.0% |
346.35 |
ATR |
129.36 |
131.55 |
2.19 |
1.7% |
0.00 |
Volume |
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Daily Pivots for day following 21-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,541.00 |
11,470.24 |
11,167.47 |
|
R3 |
11,380.99 |
11,310.23 |
11,123.46 |
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R2 |
11,220.98 |
11,220.98 |
11,108.80 |
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R1 |
11,150.22 |
11,150.22 |
11,094.13 |
11,185.60 |
PP |
11,060.97 |
11,060.97 |
11,060.97 |
11,078.66 |
S1 |
10,990.21 |
10,990.21 |
11,064.79 |
11,025.59 |
S2 |
10,900.96 |
10,900.96 |
11,050.12 |
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S3 |
10,740.95 |
10,830.20 |
11,035.46 |
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S4 |
10,580.94 |
10,670.19 |
10,991.45 |
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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 |
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R2 |
11,265.88 |
11,265.88 |
11,078.05 |
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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 |
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S3 |
10,226.83 |
10,447.52 |
10,919.30 |
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S4 |
9,880.48 |
10,101.17 |
10,824.06 |
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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 |
11,131.73 |
10,817.48 |
314.25 |
2.8% |
136.36 |
1.2% |
83% |
True |
False |
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10 |
11,131.73 |
10,698.85 |
432.88 |
3.9% |
140.99 |
1.3% |
88% |
True |
False |
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20 |
11,285.82 |
10,698.85 |
586.97 |
5.3% |
137.05 |
1.2% |
65% |
False |
False |
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40 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
121.09 |
1.1% |
39% |
False |
False |
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60 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
115.49 |
1.0% |
39% |
False |
False |
|
80 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
107.95 |
1.0% |
39% |
False |
False |
|
100 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
104.10 |
0.9% |
39% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
101.61 |
0.9% |
41% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,811.77 |
2.618 |
11,550.64 |
1.618 |
11,390.63 |
1.000 |
11,291.74 |
0.618 |
11,230.62 |
HIGH |
11,131.73 |
0.618 |
11,070.61 |
0.500 |
11,051.73 |
0.382 |
11,032.84 |
LOW |
10,971.72 |
0.618 |
10,872.83 |
1.000 |
10,811.71 |
1.618 |
10,712.82 |
2.618 |
10,552.81 |
4.250 |
10,291.68 |
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