Day Change Summary |
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Previous |
Current |
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03-Jul-2006 |
05-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
11,149.34 |
11,225.06 |
75.72 |
0.7% |
10,990.29 |
High |
11,231.30 |
11,225.06 |
-6.24 |
-0.1% |
11,235.63 |
Low |
11,149.34 |
11,123.32 |
-26.02 |
-0.2% |
10,902.48 |
Close |
11,228.02 |
11,151.82 |
-76.20 |
-0.7% |
11,150.22 |
Range |
81.96 |
101.74 |
19.78 |
24.1% |
333.15 |
ATR |
122.32 |
121.06 |
-1.26 |
-1.0% |
0.00 |
Volume |
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Daily Pivots for day following 05-Jul-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,471.95 |
11,413.63 |
11,207.78 |
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R3 |
11,370.21 |
11,311.89 |
11,179.80 |
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R2 |
11,268.47 |
11,268.47 |
11,170.47 |
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R1 |
11,210.15 |
11,210.15 |
11,161.15 |
11,188.44 |
PP |
11,166.73 |
11,166.73 |
11,166.73 |
11,155.88 |
S1 |
11,108.41 |
11,108.41 |
11,142.49 |
11,086.70 |
S2 |
11,064.99 |
11,064.99 |
11,133.17 |
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S3 |
10,963.25 |
11,006.67 |
11,123.84 |
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S4 |
10,861.51 |
10,904.93 |
11,095.86 |
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Weekly Pivots for week ending 30-Jun-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,095.56 |
11,956.04 |
11,333.45 |
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R3 |
11,762.41 |
11,622.89 |
11,241.84 |
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R2 |
11,429.26 |
11,429.26 |
11,211.30 |
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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 |
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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% |
113.84 |
1.0% |
75% |
False |
False |
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10 |
11,235.63 |
10,902.48 |
333.15 |
3.0% |
114.01 |
1.0% |
75% |
False |
False |
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20 |
11,235.63 |
10,698.85 |
536.78 |
4.8% |
126.95 |
1.1% |
84% |
False |
False |
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40 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
125.55 |
1.1% |
47% |
False |
False |
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60 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
114.92 |
1.0% |
47% |
False |
False |
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80 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
109.32 |
1.0% |
47% |
False |
False |
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100 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
106.14 |
1.0% |
47% |
False |
False |
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120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.0% |
103.85 |
0.9% |
49% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,657.46 |
2.618 |
11,491.42 |
1.618 |
11,389.68 |
1.000 |
11,326.80 |
0.618 |
11,287.94 |
HIGH |
11,225.06 |
0.618 |
11,186.20 |
0.500 |
11,174.19 |
0.382 |
11,162.18 |
LOW |
11,123.32 |
0.618 |
11,060.44 |
1.000 |
11,021.58 |
1.618 |
10,958.70 |
2.618 |
10,856.96 |
4.250 |
10,690.93 |
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