Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2006 |
12-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
11,102.59 |
11,133.97 |
31.38 |
0.3% |
11,149.34 |
High |
11,151.18 |
11,149.96 |
-1.22 |
0.0% |
11,257.08 |
Low |
11,027.99 |
10,995.97 |
-32.02 |
-0.3% |
11,066.01 |
Close |
11,134.77 |
11,013.18 |
-121.59 |
-1.1% |
11,090.67 |
Range |
123.19 |
153.99 |
30.80 |
25.0% |
191.07 |
ATR |
120.50 |
122.89 |
2.39 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,515.01 |
11,418.08 |
11,097.87 |
|
R3 |
11,361.02 |
11,264.09 |
11,055.53 |
|
R2 |
11,207.03 |
11,207.03 |
11,041.41 |
|
R1 |
11,110.10 |
11,110.10 |
11,027.30 |
11,081.57 |
PP |
11,053.04 |
11,053.04 |
11,053.04 |
11,038.77 |
S1 |
10,956.11 |
10,956.11 |
10,999.06 |
10,927.58 |
S2 |
10,899.05 |
10,899.05 |
10,984.95 |
|
S3 |
10,745.06 |
10,802.12 |
10,970.83 |
|
S4 |
10,591.07 |
10,648.13 |
10,928.49 |
|
|
Weekly Pivots for week ending 07-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,711.13 |
11,591.97 |
11,195.76 |
|
R3 |
11,520.06 |
11,400.90 |
11,143.21 |
|
R2 |
11,328.99 |
11,328.99 |
11,125.70 |
|
R1 |
11,209.83 |
11,209.83 |
11,108.18 |
11,173.88 |
PP |
11,137.92 |
11,137.92 |
11,137.92 |
11,119.94 |
S1 |
11,018.76 |
11,018.76 |
11,073.16 |
10,982.81 |
S2 |
10,946.85 |
10,946.85 |
11,055.64 |
|
S3 |
10,755.78 |
10,827.69 |
11,038.13 |
|
S4 |
10,564.71 |
10,636.62 |
10,985.58 |
|
|
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 |
10,995.97 |
261.11 |
2.4% |
125.95 |
1.1% |
7% |
False |
True |
|
10 |
11,257.08 |
10,902.48 |
354.60 |
3.2% |
119.90 |
1.1% |
31% |
False |
False |
|
20 |
11,257.08 |
10,698.85 |
558.23 |
5.1% |
120.49 |
1.1% |
56% |
False |
False |
|
40 |
11,460.55 |
10,698.85 |
761.70 |
6.9% |
128.01 |
1.2% |
41% |
False |
False |
|
60 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
117.88 |
1.1% |
32% |
False |
False |
|
80 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
112.70 |
1.0% |
32% |
False |
False |
|
100 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
107.18 |
1.0% |
32% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.2% |
105.89 |
1.0% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,804.42 |
2.618 |
11,553.11 |
1.618 |
11,399.12 |
1.000 |
11,303.95 |
0.618 |
11,245.13 |
HIGH |
11,149.96 |
0.618 |
11,091.14 |
0.500 |
11,072.97 |
0.382 |
11,054.79 |
LOW |
10,995.97 |
0.618 |
10,900.80 |
1.000 |
10,841.98 |
1.618 |
10,746.81 |
2.618 |
10,592.82 |
4.250 |
10,341.51 |
|
|