Day Change Summary |
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Previous |
Current |
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05-Jul-2006 |
06-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
11,225.06 |
11,147.12 |
-77.94 |
-0.7% |
10,990.29 |
High |
11,225.06 |
11,257.08 |
32.02 |
0.3% |
11,235.63 |
Low |
11,123.32 |
11,147.12 |
23.80 |
0.2% |
10,902.48 |
Close |
11,151.82 |
11,225.30 |
73.48 |
0.7% |
11,150.22 |
Range |
101.74 |
109.96 |
8.22 |
8.1% |
333.15 |
ATR |
121.06 |
120.27 |
-0.79 |
-0.7% |
0.00 |
Volume |
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Daily Pivots for day following 06-Jul-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,539.71 |
11,492.47 |
11,285.78 |
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R3 |
11,429.75 |
11,382.51 |
11,255.54 |
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R2 |
11,319.79 |
11,319.79 |
11,245.46 |
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R1 |
11,272.55 |
11,272.55 |
11,235.38 |
11,296.17 |
PP |
11,209.83 |
11,209.83 |
11,209.83 |
11,221.65 |
S1 |
11,162.59 |
11,162.59 |
11,215.22 |
11,186.21 |
S2 |
11,099.87 |
11,099.87 |
11,205.14 |
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S3 |
10,989.91 |
11,052.63 |
11,195.06 |
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S4 |
10,879.95 |
10,942.67 |
11,164.82 |
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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 |
11,257.08 |
10,974.36 |
282.72 |
2.5% |
120.08 |
1.1% |
89% |
True |
False |
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10 |
11,257.08 |
10,902.48 |
354.60 |
3.2% |
109.00 |
1.0% |
91% |
True |
False |
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20 |
11,257.08 |
10,698.85 |
558.23 |
5.0% |
125.00 |
1.1% |
94% |
True |
False |
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40 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
126.58 |
1.1% |
54% |
False |
False |
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60 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
115.61 |
1.0% |
54% |
False |
False |
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80 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
109.94 |
1.0% |
54% |
False |
False |
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100 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
105.99 |
0.9% |
54% |
False |
False |
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120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.0% |
103.98 |
0.9% |
56% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,724.41 |
2.618 |
11,544.96 |
1.618 |
11,435.00 |
1.000 |
11,367.04 |
0.618 |
11,325.04 |
HIGH |
11,257.08 |
0.618 |
11,215.08 |
0.500 |
11,202.10 |
0.382 |
11,189.12 |
LOW |
11,147.12 |
0.618 |
11,079.16 |
1.000 |
11,037.16 |
1.618 |
10,969.20 |
2.618 |
10,859.24 |
4.250 |
10,679.79 |
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