| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2006 |
19-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
11,014.38 |
11,014.87 |
0.49 |
0.0% |
10,892.00 |
| High |
11,045.20 |
11,057.61 |
12.41 |
0.1% |
11,045.20 |
| Low |
10,984.13 |
10,907.29 |
-76.84 |
-0.7% |
10,698.85 |
| Close |
11,014.55 |
10,942.11 |
-72.44 |
-0.7% |
11,014.55 |
| Range |
61.07 |
150.32 |
89.25 |
146.1% |
346.35 |
| ATR |
130.89 |
132.28 |
1.39 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,419.96 |
11,331.36 |
11,024.79 |
|
| R3 |
11,269.64 |
11,181.04 |
10,983.45 |
|
| R2 |
11,119.32 |
11,119.32 |
10,969.67 |
|
| R1 |
11,030.72 |
11,030.72 |
10,955.89 |
10,999.86 |
| PP |
10,969.00 |
10,969.00 |
10,969.00 |
10,953.58 |
| S1 |
10,880.40 |
10,880.40 |
10,928.33 |
10,849.54 |
| S2 |
10,818.68 |
10,818.68 |
10,914.55 |
|
| S3 |
10,668.36 |
10,730.08 |
10,900.77 |
|
| S4 |
10,518.04 |
10,579.76 |
10,859.43 |
|
|
| Weekly Pivots for week ending 16-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,958.58 |
11,832.92 |
11,205.04 |
|
| R3 |
11,612.23 |
11,486.57 |
11,109.80 |
|
| R2 |
11,265.88 |
11,265.88 |
11,078.05 |
|
| R1 |
11,140.22 |
11,140.22 |
11,046.30 |
11,203.05 |
| PP |
10,919.53 |
10,919.53 |
10,919.53 |
10,950.95 |
| S1 |
10,793.87 |
10,793.87 |
10,982.80 |
10,856.70 |
| S2 |
10,573.18 |
10,573.18 |
10,951.05 |
|
| S3 |
10,226.83 |
10,447.52 |
10,919.30 |
|
| S4 |
9,880.48 |
10,101.17 |
10,824.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,057.61 |
10,698.85 |
358.76 |
3.3% |
141.98 |
1.3% |
68% |
True |
False |
|
| 10 |
11,094.26 |
10,698.85 |
395.41 |
3.6% |
147.54 |
1.3% |
62% |
False |
False |
|
| 20 |
11,285.82 |
10,698.85 |
586.97 |
5.4% |
136.51 |
1.2% |
41% |
False |
False |
|
| 40 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
118.52 |
1.1% |
25% |
False |
False |
|
| 60 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
113.34 |
1.0% |
25% |
False |
False |
|
| 80 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
106.64 |
1.0% |
25% |
False |
False |
|
| 100 |
11,670.19 |
10,698.85 |
971.34 |
8.9% |
104.03 |
1.0% |
25% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.2% |
101.21 |
0.9% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,696.47 |
|
2.618 |
11,451.15 |
|
1.618 |
11,300.83 |
|
1.000 |
11,207.93 |
|
0.618 |
11,150.51 |
|
HIGH |
11,057.61 |
|
0.618 |
11,000.19 |
|
0.500 |
10,982.45 |
|
0.382 |
10,964.71 |
|
LOW |
10,907.29 |
|
0.618 |
10,814.39 |
|
1.000 |
10,756.97 |
|
1.618 |
10,664.07 |
|
2.618 |
10,513.75 |
|
4.250 |
10,268.43 |
|
|