Day Change Summary |
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Previous |
Current |
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30-Jun-2006 |
03-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
11,190.80 |
11,149.34 |
-41.46 |
-0.4% |
10,990.29 |
High |
11,235.63 |
11,231.30 |
-4.33 |
0.0% |
11,235.63 |
Low |
11,150.06 |
11,149.34 |
-0.72 |
0.0% |
10,902.48 |
Close |
11,150.22 |
11,228.02 |
77.80 |
0.7% |
11,150.22 |
Range |
85.57 |
81.96 |
-3.61 |
-4.2% |
333.15 |
ATR |
125.42 |
122.32 |
-3.10 |
-2.5% |
0.00 |
Volume |
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Daily Pivots for day following 03-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,448.77 |
11,420.35 |
11,273.10 |
|
R3 |
11,366.81 |
11,338.39 |
11,250.56 |
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R2 |
11,284.85 |
11,284.85 |
11,243.05 |
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R1 |
11,256.43 |
11,256.43 |
11,235.53 |
11,270.64 |
PP |
11,202.89 |
11,202.89 |
11,202.89 |
11,209.99 |
S1 |
11,174.47 |
11,174.47 |
11,220.51 |
11,188.68 |
S2 |
11,120.93 |
11,120.93 |
11,212.99 |
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S3 |
11,038.97 |
11,092.51 |
11,205.48 |
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S4 |
10,957.01 |
11,010.55 |
11,182.94 |
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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 |
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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% |
122.17 |
1.1% |
98% |
False |
False |
|
10 |
11,235.63 |
10,902.48 |
333.15 |
3.0% |
112.98 |
1.0% |
98% |
False |
False |
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20 |
11,235.63 |
10,698.85 |
536.78 |
4.8% |
130.26 |
1.2% |
99% |
False |
False |
|
40 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
124.05 |
1.1% |
54% |
False |
False |
|
60 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
115.91 |
1.0% |
54% |
False |
False |
|
80 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
109.62 |
1.0% |
54% |
False |
False |
|
100 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
106.09 |
0.9% |
54% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.0% |
103.47 |
0.9% |
56% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,579.63 |
2.618 |
11,445.87 |
1.618 |
11,363.91 |
1.000 |
11,313.26 |
0.618 |
11,281.95 |
HIGH |
11,231.30 |
0.618 |
11,199.99 |
0.500 |
11,190.32 |
0.382 |
11,180.65 |
LOW |
11,149.34 |
0.618 |
11,098.69 |
1.000 |
11,067.38 |
1.618 |
11,016.73 |
2.618 |
10,934.77 |
4.250 |
10,801.01 |
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