Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2006 |
15-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
10,706.78 |
10,817.48 |
110.70 |
1.0% |
11,247.55 |
High |
10,817.00 |
11,036.48 |
219.48 |
2.0% |
11,248.79 |
Low |
10,698.85 |
10,817.48 |
118.63 |
1.1% |
10,757.55 |
Close |
10,816.92 |
11,015.19 |
198.27 |
1.8% |
10,891.92 |
Range |
118.15 |
219.00 |
100.85 |
85.4% |
491.24 |
ATR |
129.85 |
136.26 |
6.41 |
4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,613.38 |
11,533.29 |
11,135.64 |
|
R3 |
11,394.38 |
11,314.29 |
11,075.42 |
|
R2 |
11,175.38 |
11,175.38 |
11,055.34 |
|
R1 |
11,095.29 |
11,095.29 |
11,035.27 |
11,135.34 |
PP |
10,956.38 |
10,956.38 |
10,956.38 |
10,976.41 |
S1 |
10,876.29 |
10,876.29 |
10,995.12 |
10,916.34 |
S2 |
10,737.38 |
10,737.38 |
10,975.04 |
|
S3 |
10,518.38 |
10,657.29 |
10,954.97 |
|
S4 |
10,299.38 |
10,438.29 |
10,894.74 |
|
|
Weekly Pivots for week ending 09-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,439.81 |
12,157.10 |
11,162.10 |
|
R3 |
11,948.57 |
11,665.86 |
11,027.01 |
|
R2 |
11,457.33 |
11,457.33 |
10,981.98 |
|
R1 |
11,174.62 |
11,174.62 |
10,936.95 |
11,070.36 |
PP |
10,966.09 |
10,966.09 |
10,966.09 |
10,913.95 |
S1 |
10,683.38 |
10,683.38 |
10,846.89 |
10,579.12 |
S2 |
10,474.85 |
10,474.85 |
10,801.86 |
|
S3 |
9,983.61 |
10,192.14 |
10,756.83 |
|
S4 |
9,492.37 |
9,700.90 |
10,621.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,036.48 |
10,698.85 |
337.63 |
3.1% |
148.00 |
1.3% |
94% |
True |
False |
|
10 |
11,285.82 |
10,698.85 |
586.97 |
5.3% |
156.68 |
1.4% |
54% |
False |
False |
|
20 |
11,285.82 |
10,698.85 |
586.97 |
5.3% |
137.21 |
1.2% |
54% |
False |
False |
|
40 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
118.19 |
1.1% |
33% |
False |
False |
|
60 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
113.03 |
1.0% |
33% |
False |
False |
|
80 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
106.27 |
1.0% |
33% |
False |
False |
|
100 |
11,670.19 |
10,672.60 |
997.59 |
9.1% |
103.44 |
0.9% |
34% |
False |
False |
|
120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.2% |
100.25 |
0.9% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,967.23 |
2.618 |
11,609.82 |
1.618 |
11,390.82 |
1.000 |
11,255.48 |
0.618 |
11,171.82 |
HIGH |
11,036.48 |
0.618 |
10,952.82 |
0.500 |
10,926.98 |
0.382 |
10,901.14 |
LOW |
10,817.48 |
0.618 |
10,682.14 |
1.000 |
10,598.48 |
1.618 |
10,463.14 |
2.618 |
10,244.14 |
4.250 |
9,886.73 |
|
|