Day Change Summary |
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Previous |
Current |
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13-Jul-2006 |
14-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
11,012.62 |
10,846.53 |
-166.09 |
-1.5% |
11,091.71 |
High |
11,012.62 |
10,848.37 |
-164.25 |
-1.5% |
11,174.47 |
Low |
10,832.93 |
10,701.34 |
-131.59 |
-1.2% |
10,701.34 |
Close |
10,846.29 |
10,739.35 |
-106.94 |
-1.0% |
10,739.35 |
Range |
179.69 |
147.03 |
-32.66 |
-18.2% |
473.13 |
ATR |
126.99 |
128.42 |
1.43 |
1.1% |
0.00 |
Volume |
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Daily Pivots for day following 14-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,204.11 |
11,118.76 |
10,820.22 |
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R3 |
11,057.08 |
10,971.73 |
10,779.78 |
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R2 |
10,910.05 |
10,910.05 |
10,766.31 |
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R1 |
10,824.70 |
10,824.70 |
10,752.83 |
10,793.86 |
PP |
10,763.02 |
10,763.02 |
10,763.02 |
10,747.60 |
S1 |
10,677.67 |
10,677.67 |
10,725.87 |
10,646.83 |
S2 |
10,615.99 |
10,615.99 |
10,712.39 |
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S3 |
10,468.96 |
10,530.64 |
10,698.92 |
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S4 |
10,321.93 |
10,383.61 |
10,658.48 |
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Weekly Pivots for week ending 14-Jul-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,291.11 |
11,988.36 |
10,999.57 |
|
R3 |
11,817.98 |
11,515.23 |
10,869.46 |
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R2 |
11,344.85 |
11,344.85 |
10,826.09 |
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R1 |
11,042.10 |
11,042.10 |
10,782.72 |
10,956.91 |
PP |
10,871.72 |
10,871.72 |
10,871.72 |
10,829.13 |
S1 |
10,568.97 |
10,568.97 |
10,695.98 |
10,483.78 |
S2 |
10,398.59 |
10,398.59 |
10,652.61 |
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S3 |
9,925.46 |
10,095.84 |
10,609.24 |
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S4 |
9,452.33 |
9,622.71 |
10,479.13 |
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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 |
11,174.47 |
10,701.34 |
473.13 |
4.4% |
137.67 |
1.3% |
8% |
False |
True |
|
10 |
11,257.08 |
10,701.34 |
555.74 |
5.2% |
122.57 |
1.1% |
7% |
False |
True |
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20 |
11,257.08 |
10,701.34 |
555.74 |
5.2% |
119.97 |
1.1% |
7% |
False |
True |
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40 |
11,285.82 |
10,698.85 |
586.97 |
5.5% |
128.59 |
1.2% |
7% |
False |
False |
|
60 |
11,670.19 |
10,698.85 |
971.34 |
9.0% |
118.78 |
1.1% |
4% |
False |
False |
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80 |
11,670.19 |
10,698.85 |
971.34 |
9.0% |
114.76 |
1.1% |
4% |
False |
False |
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100 |
11,670.19 |
10,698.85 |
971.34 |
9.0% |
109.01 |
1.0% |
4% |
False |
False |
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120 |
11,670.19 |
10,672.60 |
997.59 |
9.3% |
106.20 |
1.0% |
7% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
11,473.25 |
2.618 |
11,233.29 |
1.618 |
11,086.26 |
1.000 |
10,995.40 |
0.618 |
10,939.23 |
HIGH |
10,848.37 |
0.618 |
10,792.20 |
0.500 |
10,774.86 |
0.382 |
10,757.51 |
LOW |
10,701.34 |
0.618 |
10,610.48 |
1.000 |
10,554.31 |
1.618 |
10,463.45 |
2.618 |
10,316.42 |
4.250 |
10,076.46 |
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