Day Change Summary |
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Previous |
Current |
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29-Jun-2006 |
30-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
10,974.36 |
11,190.80 |
216.44 |
2.0% |
10,990.29 |
High |
11,195.54 |
11,235.63 |
40.09 |
0.4% |
11,235.63 |
Low |
10,974.36 |
11,150.06 |
175.70 |
1.6% |
10,902.48 |
Close |
11,190.80 |
11,150.22 |
-40.58 |
-0.4% |
11,150.22 |
Range |
221.18 |
85.57 |
-135.61 |
-61.3% |
333.15 |
ATR |
128.49 |
125.42 |
-3.07 |
-2.4% |
0.00 |
Volume |
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Daily Pivots for day following 30-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,435.35 |
11,378.35 |
11,197.28 |
|
R3 |
11,349.78 |
11,292.78 |
11,173.75 |
|
R2 |
11,264.21 |
11,264.21 |
11,165.91 |
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R1 |
11,207.21 |
11,207.21 |
11,158.06 |
11,192.93 |
PP |
11,178.64 |
11,178.64 |
11,178.64 |
11,171.49 |
S1 |
11,121.64 |
11,121.64 |
11,142.38 |
11,107.36 |
S2 |
11,093.07 |
11,093.07 |
11,134.53 |
|
S3 |
11,007.50 |
11,036.07 |
11,126.69 |
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S4 |
10,921.93 |
10,950.50 |
11,103.16 |
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Weekly Pivots for week ending 30-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,095.56 |
11,956.04 |
11,333.45 |
|
R3 |
11,762.41 |
11,622.89 |
11,241.84 |
|
R2 |
11,429.26 |
11,429.26 |
11,211.30 |
|
R1 |
11,289.74 |
11,289.74 |
11,180.76 |
11,359.50 |
PP |
11,096.11 |
11,096.11 |
11,096.11 |
11,130.99 |
S1 |
10,956.59 |
10,956.59 |
11,119.68 |
11,026.35 |
S2 |
10,762.96 |
10,762.96 |
11,089.14 |
|
S3 |
10,429.81 |
10,623.44 |
11,058.60 |
|
S4 |
10,096.66 |
10,290.29 |
10,966.99 |
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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 |
11,235.63 |
10,902.48 |
333.15 |
3.0% |
120.78 |
1.1% |
74% |
True |
False |
|
10 |
11,235.63 |
10,902.48 |
333.15 |
3.0% |
119.81 |
1.1% |
74% |
True |
False |
|
20 |
11,248.79 |
10,698.85 |
549.94 |
4.9% |
136.59 |
1.2% |
82% |
False |
False |
|
40 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
125.64 |
1.1% |
46% |
False |
False |
|
60 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
115.87 |
1.0% |
46% |
False |
False |
|
80 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
109.66 |
1.0% |
46% |
False |
False |
|
100 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
106.51 |
1.0% |
46% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.0% |
103.32 |
0.9% |
48% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,599.30 |
2.618 |
11,459.65 |
1.618 |
11,374.08 |
1.000 |
11,321.20 |
0.618 |
11,288.51 |
HIGH |
11,235.63 |
0.618 |
11,202.94 |
0.500 |
11,192.85 |
0.382 |
11,182.75 |
LOW |
11,150.06 |
0.618 |
11,097.18 |
1.000 |
11,064.49 |
1.618 |
11,011.61 |
2.618 |
10,926.04 |
4.250 |
10,786.39 |
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