| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2006 |
05-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1,580.63 |
1,573.35 |
-7.28 |
-0.5% |
1,553.48 |
| High |
1,586.44 |
1,586.25 |
-0.19 |
0.0% |
1,590.83 |
| Low |
1,575.23 |
1,550.58 |
-24.65 |
-1.6% |
1,520.93 |
| Close |
1,586.25 |
1,553.95 |
-32.30 |
-2.0% |
1,575.23 |
| Range |
11.21 |
35.67 |
24.46 |
218.2% |
69.90 |
| ATR |
25.49 |
26.21 |
0.73 |
2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,670.60 |
1,647.95 |
1,573.57 |
|
| R3 |
1,634.93 |
1,612.28 |
1,563.76 |
|
| R2 |
1,599.26 |
1,599.26 |
1,560.49 |
|
| R1 |
1,576.61 |
1,576.61 |
1,557.22 |
1,570.10 |
| PP |
1,563.59 |
1,563.59 |
1,563.59 |
1,560.34 |
| S1 |
1,540.94 |
1,540.94 |
1,550.68 |
1,534.43 |
| S2 |
1,527.92 |
1,527.92 |
1,547.41 |
|
| S3 |
1,492.25 |
1,505.27 |
1,544.14 |
|
| S4 |
1,456.58 |
1,469.60 |
1,534.33 |
|
|
| 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 |
4.5% |
25.67 |
1.7% |
47% |
False |
False |
|
| 10 |
1,590.83 |
1,520.93 |
69.90 |
4.5% |
26.19 |
1.7% |
47% |
False |
False |
|
| 20 |
1,592.37 |
1,511.53 |
80.84 |
5.2% |
26.87 |
1.7% |
52% |
False |
False |
|
| 40 |
1,715.73 |
1,511.53 |
204.20 |
13.1% |
25.61 |
1.6% |
21% |
False |
False |
|
| 60 |
1,741.35 |
1,511.53 |
229.82 |
14.8% |
23.70 |
1.5% |
18% |
False |
False |
|
| 80 |
1,750.23 |
1,511.53 |
238.70 |
15.4% |
22.79 |
1.5% |
18% |
False |
False |
|
| 100 |
1,750.23 |
1,511.53 |
238.70 |
15.4% |
22.56 |
1.5% |
18% |
False |
False |
|
| 120 |
1,760.12 |
1,511.53 |
248.59 |
16.0% |
22.15 |
1.4% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,737.85 |
|
2.618 |
1,679.63 |
|
1.618 |
1,643.96 |
|
1.000 |
1,621.92 |
|
0.618 |
1,608.29 |
|
HIGH |
1,586.25 |
|
0.618 |
1,572.62 |
|
0.500 |
1,568.42 |
|
0.382 |
1,564.21 |
|
LOW |
1,550.58 |
|
0.618 |
1,528.54 |
|
1.000 |
1,514.91 |
|
1.618 |
1,492.87 |
|
2.618 |
1,457.20 |
|
4.250 |
1,398.98 |
|
|