| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2006 |
12-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1,516.19 |
1,527.44 |
11.25 |
0.7% |
1,580.63 |
| High |
1,534.97 |
1,533.06 |
-1.91 |
-0.1% |
1,586.44 |
| Low |
1,508.91 |
1,499.77 |
-9.14 |
-0.6% |
1,529.40 |
| Close |
1,533.06 |
1,501.46 |
-31.60 |
-2.1% |
1,533.71 |
| Range |
26.06 |
33.29 |
7.23 |
27.7% |
57.04 |
| ATR |
25.79 |
26.32 |
0.54 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,611.30 |
1,589.67 |
1,519.77 |
|
| R3 |
1,578.01 |
1,556.38 |
1,510.61 |
|
| R2 |
1,544.72 |
1,544.72 |
1,507.56 |
|
| R1 |
1,523.09 |
1,523.09 |
1,504.51 |
1,517.26 |
| PP |
1,511.43 |
1,511.43 |
1,511.43 |
1,508.52 |
| S1 |
1,489.80 |
1,489.80 |
1,498.41 |
1,483.97 |
| S2 |
1,478.14 |
1,478.14 |
1,495.36 |
|
| S3 |
1,444.85 |
1,456.51 |
1,492.31 |
|
| S4 |
1,411.56 |
1,423.22 |
1,483.15 |
|
|
| Weekly Pivots for week ending 07-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,720.97 |
1,684.38 |
1,565.08 |
|
| R3 |
1,663.93 |
1,627.34 |
1,549.40 |
|
| R2 |
1,606.89 |
1,606.89 |
1,544.17 |
|
| R1 |
1,570.30 |
1,570.30 |
1,538.94 |
1,560.08 |
| PP |
1,549.85 |
1,549.85 |
1,549.85 |
1,544.74 |
| S1 |
1,513.26 |
1,513.26 |
1,528.48 |
1,503.04 |
| S2 |
1,492.81 |
1,492.81 |
1,523.25 |
|
| S3 |
1,435.77 |
1,456.22 |
1,518.02 |
|
| S4 |
1,378.73 |
1,399.18 |
1,502.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,564.96 |
1,499.77 |
65.19 |
4.3% |
26.07 |
1.7% |
3% |
False |
True |
|
| 10 |
1,590.83 |
1,499.77 |
91.06 |
6.1% |
25.87 |
1.7% |
2% |
False |
True |
|
| 20 |
1,590.83 |
1,499.77 |
91.06 |
6.1% |
25.68 |
1.7% |
2% |
False |
True |
|
| 40 |
1,637.70 |
1,499.77 |
137.93 |
9.2% |
26.29 |
1.8% |
1% |
False |
True |
|
| 60 |
1,741.35 |
1,499.77 |
241.58 |
16.1% |
24.09 |
1.6% |
1% |
False |
True |
|
| 80 |
1,750.23 |
1,499.77 |
250.46 |
16.7% |
23.19 |
1.5% |
1% |
False |
True |
|
| 100 |
1,750.23 |
1,499.77 |
250.46 |
16.7% |
22.77 |
1.5% |
1% |
False |
True |
|
| 120 |
1,750.23 |
1,499.77 |
250.46 |
16.7% |
22.58 |
1.5% |
1% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,674.54 |
|
2.618 |
1,620.21 |
|
1.618 |
1,586.92 |
|
1.000 |
1,566.35 |
|
0.618 |
1,553.63 |
|
HIGH |
1,533.06 |
|
0.618 |
1,520.34 |
|
0.500 |
1,516.42 |
|
0.382 |
1,512.49 |
|
LOW |
1,499.77 |
|
0.618 |
1,479.20 |
|
1.000 |
1,466.48 |
|
1.618 |
1,445.91 |
|
2.618 |
1,412.62 |
|
4.250 |
1,358.29 |
|
|