Day Change Summary |
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Previous |
Current |
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26-Jun-2006 |
27-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
10,990.29 |
11,048.24 |
57.95 |
0.5% |
11,014.87 |
High |
11,048.72 |
11,064.09 |
15.37 |
0.1% |
11,131.73 |
Low |
10,973.72 |
10,920.73 |
-52.99 |
-0.5% |
10,907.29 |
Close |
11,045.28 |
10,924.74 |
-120.54 |
-1.1% |
10,989.09 |
Range |
75.00 |
143.36 |
68.36 |
91.1% |
224.44 |
ATR |
123.12 |
124.57 |
1.45 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 27-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,399.93 |
11,305.70 |
11,003.59 |
|
R3 |
11,256.57 |
11,162.34 |
10,964.16 |
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R2 |
11,113.21 |
11,113.21 |
10,951.02 |
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R1 |
11,018.98 |
11,018.98 |
10,937.88 |
10,994.42 |
PP |
10,969.85 |
10,969.85 |
10,969.85 |
10,957.57 |
S1 |
10,875.62 |
10,875.62 |
10,911.60 |
10,851.06 |
S2 |
10,826.49 |
10,826.49 |
10,898.46 |
|
S3 |
10,683.13 |
10,732.26 |
10,885.32 |
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S4 |
10,539.77 |
10,588.90 |
10,845.89 |
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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 |
|
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 |
10,920.73 |
211.00 |
1.9% |
114.17 |
1.0% |
2% |
False |
True |
|
10 |
11,131.73 |
10,698.85 |
432.88 |
4.0% |
121.08 |
1.1% |
52% |
False |
False |
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20 |
11,285.82 |
10,698.85 |
586.97 |
5.4% |
132.92 |
1.2% |
38% |
False |
False |
|
40 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
121.16 |
1.1% |
23% |
False |
False |
|
60 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
114.78 |
1.1% |
23% |
False |
False |
|
80 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
108.24 |
1.0% |
23% |
False |
False |
|
100 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
104.79 |
1.0% |
23% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.2% |
102.05 |
0.9% |
26% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,673.37 |
2.618 |
11,439.41 |
1.618 |
11,296.05 |
1.000 |
11,207.45 |
0.618 |
11,152.69 |
HIGH |
11,064.09 |
0.618 |
11,009.33 |
0.500 |
10,992.41 |
0.382 |
10,975.49 |
LOW |
10,920.73 |
0.618 |
10,832.13 |
1.000 |
10,777.37 |
1.618 |
10,688.77 |
2.618 |
10,545.41 |
4.250 |
10,311.45 |
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