| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2006 |
28-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
1,556.14 |
1,531.30 |
-24.84 |
-1.6% |
1,568.38 |
| High |
1,559.19 |
1,538.65 |
-20.54 |
-1.3% |
1,585.88 |
| Low |
1,525.89 |
1,520.93 |
-4.96 |
-0.3% |
1,543.85 |
| Close |
1,527.00 |
1,538.25 |
11.25 |
0.7% |
1,551.05 |
| Range |
33.30 |
17.72 |
-15.58 |
-46.8% |
42.03 |
| ATR |
26.45 |
25.83 |
-0.62 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,585.77 |
1,579.73 |
1,548.00 |
|
| R3 |
1,568.05 |
1,562.01 |
1,543.12 |
|
| R2 |
1,550.33 |
1,550.33 |
1,541.50 |
|
| R1 |
1,544.29 |
1,544.29 |
1,539.87 |
1,547.31 |
| PP |
1,532.61 |
1,532.61 |
1,532.61 |
1,534.12 |
| S1 |
1,526.57 |
1,526.57 |
1,536.63 |
1,529.59 |
| S2 |
1,514.89 |
1,514.89 |
1,535.00 |
|
| S3 |
1,497.17 |
1,508.85 |
1,533.38 |
|
| S4 |
1,479.45 |
1,491.13 |
1,528.50 |
|
|
| Weekly Pivots for week ending 23-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,686.35 |
1,660.73 |
1,574.17 |
|
| R3 |
1,644.32 |
1,618.70 |
1,562.61 |
|
| R2 |
1,602.29 |
1,602.29 |
1,558.76 |
|
| R1 |
1,576.67 |
1,576.67 |
1,554.90 |
1,568.47 |
| PP |
1,560.26 |
1,560.26 |
1,560.26 |
1,556.16 |
| S1 |
1,534.64 |
1,534.64 |
1,547.20 |
1,526.44 |
| S2 |
1,518.23 |
1,518.23 |
1,543.34 |
|
| S3 |
1,476.20 |
1,492.61 |
1,539.49 |
|
| S4 |
1,434.17 |
1,450.58 |
1,527.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,573.67 |
1,520.93 |
52.74 |
3.4% |
22.74 |
1.5% |
33% |
False |
True |
|
| 10 |
1,585.88 |
1,520.93 |
64.95 |
4.2% |
25.41 |
1.7% |
27% |
False |
True |
|
| 20 |
1,626.29 |
1,511.53 |
114.76 |
7.5% |
27.27 |
1.8% |
23% |
False |
False |
|
| 40 |
1,721.13 |
1,511.53 |
209.60 |
13.6% |
24.15 |
1.6% |
13% |
False |
False |
|
| 60 |
1,750.23 |
1,511.53 |
238.70 |
15.5% |
23.21 |
1.5% |
11% |
False |
False |
|
| 80 |
1,750.23 |
1,511.53 |
238.70 |
15.5% |
22.51 |
1.5% |
11% |
False |
False |
|
| 100 |
1,750.23 |
1,511.53 |
238.70 |
15.5% |
22.29 |
1.4% |
11% |
False |
False |
|
| 120 |
1,761.46 |
1,511.53 |
249.93 |
16.2% |
21.82 |
1.4% |
11% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,613.96 |
|
2.618 |
1,585.04 |
|
1.618 |
1,567.32 |
|
1.000 |
1,556.37 |
|
0.618 |
1,549.60 |
|
HIGH |
1,538.65 |
|
0.618 |
1,531.88 |
|
0.500 |
1,529.79 |
|
0.382 |
1,527.70 |
|
LOW |
1,520.93 |
|
0.618 |
1,509.98 |
|
1.000 |
1,503.21 |
|
1.618 |
1,492.26 |
|
2.618 |
1,474.54 |
|
4.250 |
1,445.62 |
|
|