Day Change Summary |
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Previous |
Current |
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27-Jun-2006 |
28-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
11,048.24 |
10,925.30 |
-122.94 |
-1.1% |
11,014.87 |
High |
11,064.09 |
10,981.25 |
-82.84 |
-0.7% |
11,131.73 |
Low |
10,920.73 |
10,902.48 |
-18.25 |
-0.2% |
10,907.29 |
Close |
10,924.74 |
10,973.56 |
48.82 |
0.4% |
10,989.09 |
Range |
143.36 |
78.77 |
-64.59 |
-45.1% |
224.44 |
ATR |
124.57 |
121.29 |
-3.27 |
-2.6% |
0.00 |
Volume |
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Daily Pivots for day following 28-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,188.74 |
11,159.92 |
11,016.88 |
|
R3 |
11,109.97 |
11,081.15 |
10,995.22 |
|
R2 |
11,031.20 |
11,031.20 |
10,988.00 |
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R1 |
11,002.38 |
11,002.38 |
10,980.78 |
11,016.79 |
PP |
10,952.43 |
10,952.43 |
10,952.43 |
10,959.64 |
S1 |
10,923.61 |
10,923.61 |
10,966.34 |
10,938.02 |
S2 |
10,873.66 |
10,873.66 |
10,959.12 |
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S3 |
10,794.89 |
10,844.84 |
10,951.90 |
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S4 |
10,716.12 |
10,766.07 |
10,930.24 |
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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 |
|
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 |
11,077.78 |
10,902.48 |
175.30 |
1.6% |
97.93 |
0.9% |
41% |
False |
True |
|
10 |
11,131.73 |
10,817.48 |
314.25 |
2.9% |
117.14 |
1.1% |
50% |
False |
False |
|
20 |
11,285.82 |
10,698.85 |
586.97 |
5.3% |
131.97 |
1.2% |
47% |
False |
False |
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40 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
121.07 |
1.1% |
28% |
False |
False |
|
60 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
113.85 |
1.0% |
28% |
False |
False |
|
80 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
107.88 |
1.0% |
28% |
False |
False |
|
100 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
104.73 |
1.0% |
28% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.2% |
102.17 |
0.9% |
31% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,316.02 |
2.618 |
11,187.47 |
1.618 |
11,108.70 |
1.000 |
11,060.02 |
0.618 |
11,029.93 |
HIGH |
10,981.25 |
0.618 |
10,951.16 |
0.500 |
10,941.87 |
0.382 |
10,932.57 |
LOW |
10,902.48 |
0.618 |
10,853.80 |
1.000 |
10,823.71 |
1.618 |
10,775.03 |
2.618 |
10,696.26 |
4.250 |
10,567.71 |
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