| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2006 |
03-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1,590.27 |
1,580.63 |
-9.64 |
-0.6% |
1,553.48 |
| High |
1,590.83 |
1,586.44 |
-4.39 |
-0.3% |
1,590.83 |
| Low |
1,574.38 |
1,575.23 |
0.85 |
0.1% |
1,520.93 |
| Close |
1,575.23 |
1,586.25 |
11.02 |
0.7% |
1,575.23 |
| Range |
16.45 |
11.21 |
-5.24 |
-31.9% |
69.90 |
| ATR |
26.58 |
25.49 |
-1.10 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,616.27 |
1,612.47 |
1,592.42 |
|
| R3 |
1,605.06 |
1,601.26 |
1,589.33 |
|
| R2 |
1,593.85 |
1,593.85 |
1,588.31 |
|
| R1 |
1,590.05 |
1,590.05 |
1,587.28 |
1,591.95 |
| PP |
1,582.64 |
1,582.64 |
1,582.64 |
1,583.59 |
| S1 |
1,578.84 |
1,578.84 |
1,585.22 |
1,580.74 |
| S2 |
1,571.43 |
1,571.43 |
1,584.19 |
|
| S3 |
1,560.22 |
1,567.63 |
1,583.17 |
|
| S4 |
1,549.01 |
1,556.42 |
1,580.08 |
|
|
| Weekly Pivots for week ending 30-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,772.03 |
1,743.53 |
1,613.68 |
|
| R3 |
1,702.13 |
1,673.63 |
1,594.45 |
|
| R2 |
1,632.23 |
1,632.23 |
1,588.05 |
|
| R1 |
1,603.73 |
1,603.73 |
1,581.64 |
1,617.98 |
| PP |
1,562.33 |
1,562.33 |
1,562.33 |
1,569.46 |
| S1 |
1,533.83 |
1,533.83 |
1,568.82 |
1,548.08 |
| S2 |
1,492.43 |
1,492.43 |
1,562.42 |
|
| S3 |
1,422.53 |
1,463.93 |
1,556.01 |
|
| S4 |
1,352.63 |
1,394.03 |
1,536.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,590.83 |
1,520.93 |
69.90 |
4.4% |
25.20 |
1.6% |
93% |
False |
False |
|
| 10 |
1,590.83 |
1,520.93 |
69.90 |
4.4% |
24.71 |
1.6% |
93% |
False |
False |
|
| 20 |
1,592.37 |
1,511.53 |
80.84 |
5.1% |
26.27 |
1.7% |
92% |
False |
False |
|
| 40 |
1,721.13 |
1,511.53 |
209.60 |
13.2% |
24.95 |
1.6% |
36% |
False |
False |
|
| 60 |
1,750.23 |
1,511.53 |
238.70 |
15.0% |
23.60 |
1.5% |
31% |
False |
False |
|
| 80 |
1,750.23 |
1,511.53 |
238.70 |
15.0% |
22.63 |
1.4% |
31% |
False |
False |
|
| 100 |
1,750.23 |
1,511.53 |
238.70 |
15.0% |
22.50 |
1.4% |
31% |
False |
False |
|
| 120 |
1,761.46 |
1,511.53 |
249.93 |
15.8% |
22.00 |
1.4% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,634.08 |
|
2.618 |
1,615.79 |
|
1.618 |
1,604.58 |
|
1.000 |
1,597.65 |
|
0.618 |
1,593.37 |
|
HIGH |
1,586.44 |
|
0.618 |
1,582.16 |
|
0.500 |
1,580.84 |
|
0.382 |
1,579.51 |
|
LOW |
1,575.23 |
|
0.618 |
1,568.30 |
|
1.000 |
1,564.02 |
|
1.618 |
1,557.09 |
|
2.618 |
1,545.88 |
|
4.250 |
1,527.59 |
|
|