Day Change Summary |
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Previous |
Current |
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28-Jun-2006 |
29-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
10,925.30 |
10,974.36 |
49.06 |
0.4% |
11,014.87 |
High |
10,981.25 |
11,195.54 |
214.29 |
2.0% |
11,131.73 |
Low |
10,902.48 |
10,974.36 |
71.88 |
0.7% |
10,907.29 |
Close |
10,973.56 |
11,190.80 |
217.24 |
2.0% |
10,989.09 |
Range |
78.77 |
221.18 |
142.41 |
180.8% |
224.44 |
ATR |
121.29 |
128.49 |
7.19 |
5.9% |
0.00 |
Volume |
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Daily Pivots for day following 29-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,783.77 |
11,708.47 |
11,312.45 |
|
R3 |
11,562.59 |
11,487.29 |
11,251.62 |
|
R2 |
11,341.41 |
11,341.41 |
11,231.35 |
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R1 |
11,266.11 |
11,266.11 |
11,211.07 |
11,303.76 |
PP |
11,120.23 |
11,120.23 |
11,120.23 |
11,139.06 |
S1 |
11,044.93 |
11,044.93 |
11,170.53 |
11,082.58 |
S2 |
10,899.05 |
10,899.05 |
11,150.25 |
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S3 |
10,677.87 |
10,823.75 |
11,129.98 |
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S4 |
10,456.69 |
10,602.57 |
11,069.15 |
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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 |
11,195.54 |
10,902.48 |
293.06 |
2.6% |
123.83 |
1.1% |
98% |
True |
False |
|
10 |
11,195.54 |
10,902.48 |
293.06 |
2.6% |
117.36 |
1.0% |
98% |
True |
False |
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20 |
11,285.82 |
10,698.85 |
586.97 |
5.2% |
137.02 |
1.2% |
84% |
False |
False |
|
40 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
125.03 |
1.1% |
51% |
False |
False |
|
60 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
115.81 |
1.0% |
51% |
False |
False |
|
80 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
109.89 |
1.0% |
51% |
False |
False |
|
100 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
106.51 |
1.0% |
51% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.0% |
103.24 |
0.9% |
52% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
12,135.56 |
2.618 |
11,774.59 |
1.618 |
11,553.41 |
1.000 |
11,416.72 |
0.618 |
11,332.23 |
HIGH |
11,195.54 |
0.618 |
11,111.05 |
0.500 |
11,084.95 |
0.382 |
11,058.85 |
LOW |
10,974.36 |
0.618 |
10,837.67 |
1.000 |
10,753.18 |
1.618 |
10,616.49 |
2.618 |
10,395.31 |
4.250 |
10,034.35 |
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