| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2006 |
13-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
1,553.65 |
1,523.64 |
-30.01 |
-1.9% |
1,606.11 |
| High |
1,555.09 |
1,536.50 |
-18.59 |
-1.2% |
1,608.38 |
| Low |
1,520.29 |
1,511.53 |
-8.76 |
-0.6% |
1,525.78 |
| Close |
1,520.31 |
1,516.85 |
-3.46 |
-0.2% |
1,550.97 |
| Range |
34.80 |
24.97 |
-9.83 |
-28.2% |
82.60 |
| ATR |
27.03 |
26.88 |
-0.15 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,596.54 |
1,581.66 |
1,530.58 |
|
| R3 |
1,571.57 |
1,556.69 |
1,523.72 |
|
| R2 |
1,546.60 |
1,546.60 |
1,521.43 |
|
| R1 |
1,531.72 |
1,531.72 |
1,519.14 |
1,526.68 |
| PP |
1,521.63 |
1,521.63 |
1,521.63 |
1,519.10 |
| S1 |
1,506.75 |
1,506.75 |
1,514.56 |
1,501.71 |
| S2 |
1,496.66 |
1,496.66 |
1,512.27 |
|
| S3 |
1,471.69 |
1,481.78 |
1,509.98 |
|
| S4 |
1,446.72 |
1,456.81 |
1,503.12 |
|
|
| Weekly Pivots for week ending 09-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,809.51 |
1,762.84 |
1,596.40 |
|
| R3 |
1,726.91 |
1,680.24 |
1,573.69 |
|
| R2 |
1,644.31 |
1,644.31 |
1,566.11 |
|
| R1 |
1,597.64 |
1,597.64 |
1,558.54 |
1,579.68 |
| PP |
1,561.71 |
1,561.71 |
1,561.71 |
1,552.73 |
| S1 |
1,515.04 |
1,515.04 |
1,543.40 |
1,497.08 |
| S2 |
1,479.11 |
1,479.11 |
1,535.83 |
|
| S3 |
1,396.51 |
1,432.44 |
1,528.26 |
|
| S4 |
1,313.91 |
1,349.84 |
1,505.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,592.37 |
1,511.53 |
80.84 |
5.3% |
30.80 |
2.0% |
7% |
False |
True |
|
| 10 |
1,626.29 |
1,511.53 |
114.76 |
7.6% |
29.22 |
1.9% |
5% |
False |
True |
|
| 20 |
1,637.70 |
1,511.53 |
126.17 |
8.3% |
26.90 |
1.8% |
4% |
False |
True |
|
| 40 |
1,741.35 |
1,511.53 |
229.82 |
15.2% |
23.29 |
1.5% |
2% |
False |
True |
|
| 60 |
1,750.23 |
1,511.53 |
238.70 |
15.7% |
22.36 |
1.5% |
2% |
False |
True |
|
| 80 |
1,750.23 |
1,511.53 |
238.70 |
15.7% |
22.04 |
1.5% |
2% |
False |
True |
|
| 100 |
1,750.23 |
1,511.53 |
238.70 |
15.7% |
21.96 |
1.4% |
2% |
False |
True |
|
| 120 |
1,761.46 |
1,511.53 |
249.93 |
16.5% |
21.22 |
1.4% |
2% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,642.62 |
|
2.618 |
1,601.87 |
|
1.618 |
1,576.90 |
|
1.000 |
1,561.47 |
|
0.618 |
1,551.93 |
|
HIGH |
1,536.50 |
|
0.618 |
1,526.96 |
|
0.500 |
1,524.02 |
|
0.382 |
1,521.07 |
|
LOW |
1,511.53 |
|
0.618 |
1,496.10 |
|
1.000 |
1,486.56 |
|
1.618 |
1,471.13 |
|
2.618 |
1,446.16 |
|
4.250 |
1,405.41 |
|
|