Day Change Summary |
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Previous |
Current |
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23-Jun-2006 |
26-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
11,019.19 |
10,990.29 |
-28.90 |
-0.3% |
11,014.87 |
High |
11,074.26 |
11,048.72 |
-25.54 |
-0.2% |
11,131.73 |
Low |
10,973.40 |
10,973.72 |
0.32 |
0.0% |
10,907.29 |
Close |
10,989.09 |
11,045.28 |
56.19 |
0.5% |
10,989.09 |
Range |
100.86 |
75.00 |
-25.86 |
-25.6% |
224.44 |
ATR |
126.82 |
123.12 |
-3.70 |
-2.9% |
0.00 |
Volume |
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Daily Pivots for day following 26-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,247.57 |
11,221.43 |
11,086.53 |
|
R3 |
11,172.57 |
11,146.43 |
11,065.91 |
|
R2 |
11,097.57 |
11,097.57 |
11,059.03 |
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R1 |
11,071.43 |
11,071.43 |
11,052.16 |
11,084.50 |
PP |
11,022.57 |
11,022.57 |
11,022.57 |
11,029.11 |
S1 |
10,996.43 |
10,996.43 |
11,038.41 |
11,009.50 |
S2 |
10,947.57 |
10,947.57 |
11,031.53 |
|
S3 |
10,872.57 |
10,921.43 |
11,024.66 |
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S4 |
10,797.57 |
10,846.43 |
11,004.03 |
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Weekly Pivots for week ending 23-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,682.69 |
11,560.33 |
11,112.53 |
|
R3 |
11,458.25 |
11,335.89 |
11,050.81 |
|
R2 |
11,233.81 |
11,233.81 |
11,030.24 |
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R1 |
11,111.45 |
11,111.45 |
11,009.66 |
11,060.41 |
PP |
11,009.37 |
11,009.37 |
11,009.37 |
10,983.85 |
S1 |
10,887.01 |
10,887.01 |
10,968.52 |
10,835.97 |
S2 |
10,784.93 |
10,784.93 |
10,947.94 |
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S3 |
10,560.49 |
10,662.57 |
10,927.37 |
|
S4 |
10,336.05 |
10,438.13 |
10,865.65 |
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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 |
10,938.42 |
193.31 |
1.8% |
103.78 |
0.9% |
55% |
False |
False |
|
10 |
11,131.73 |
10,698.85 |
432.88 |
3.9% |
122.88 |
1.1% |
80% |
False |
False |
|
20 |
11,285.82 |
10,698.85 |
586.97 |
5.3% |
134.94 |
1.2% |
59% |
False |
False |
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40 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
120.05 |
1.1% |
36% |
False |
False |
|
60 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
113.82 |
1.0% |
36% |
False |
False |
|
80 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
107.98 |
1.0% |
36% |
False |
False |
|
100 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
104.59 |
0.9% |
36% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
101.35 |
0.9% |
38% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,367.47 |
2.618 |
11,245.07 |
1.618 |
11,170.07 |
1.000 |
11,123.72 |
0.618 |
11,095.07 |
HIGH |
11,048.72 |
0.618 |
11,020.07 |
0.500 |
11,011.22 |
0.382 |
11,002.37 |
LOW |
10,973.72 |
0.618 |
10,927.37 |
1.000 |
10,898.72 |
1.618 |
10,852.37 |
2.618 |
10,777.37 |
4.250 |
10,654.97 |
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