| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2006 |
23-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
11,077.78 |
11,019.19 |
-58.59 |
-0.5% |
11,014.87 |
| High |
11,077.78 |
11,074.26 |
-3.52 |
0.0% |
11,131.73 |
| Low |
10,986.14 |
10,973.40 |
-12.74 |
-0.1% |
10,907.29 |
| Close |
11,019.11 |
10,989.09 |
-30.02 |
-0.3% |
10,989.09 |
| Range |
91.64 |
100.86 |
9.22 |
10.1% |
224.44 |
| ATR |
128.82 |
126.82 |
-2.00 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,314.83 |
11,252.82 |
11,044.56 |
|
| R3 |
11,213.97 |
11,151.96 |
11,016.83 |
|
| R2 |
11,113.11 |
11,113.11 |
11,007.58 |
|
| R1 |
11,051.10 |
11,051.10 |
10,998.34 |
11,031.68 |
| PP |
11,012.25 |
11,012.25 |
11,012.25 |
11,002.54 |
| S1 |
10,950.24 |
10,950.24 |
10,979.84 |
10,930.82 |
| S2 |
10,911.39 |
10,911.39 |
10,970.60 |
|
| S3 |
10,810.53 |
10,849.38 |
10,961.35 |
|
| S4 |
10,709.67 |
10,748.52 |
10,933.62 |
|
|
| Weekly Pivots for week ending 23-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,682.69 |
11,560.33 |
11,112.53 |
|
| R3 |
11,458.25 |
11,335.89 |
11,050.81 |
|
| R2 |
11,233.81 |
11,233.81 |
11,030.24 |
|
| R1 |
11,111.45 |
11,111.45 |
11,009.66 |
11,060.41 |
| PP |
11,009.37 |
11,009.37 |
11,009.37 |
10,983.85 |
| S1 |
10,887.01 |
10,887.01 |
10,968.52 |
10,835.97 |
| S2 |
10,784.93 |
10,784.93 |
10,947.94 |
|
| S3 |
10,560.49 |
10,662.57 |
10,927.37 |
|
| S4 |
10,336.05 |
10,438.13 |
10,865.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,131.73 |
10,907.29 |
224.44 |
2.0% |
118.85 |
1.1% |
36% |
False |
False |
|
| 10 |
11,131.73 |
10,698.85 |
432.88 |
3.9% |
129.07 |
1.2% |
67% |
False |
False |
|
| 20 |
11,285.82 |
10,698.85 |
586.97 |
5.3% |
134.78 |
1.2% |
49% |
False |
False |
|
| 40 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
119.94 |
1.1% |
30% |
False |
False |
|
| 60 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
114.93 |
1.0% |
30% |
False |
False |
|
| 80 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
107.87 |
1.0% |
30% |
False |
False |
|
| 100 |
11,670.19 |
10,698.85 |
971.34 |
8.8% |
104.98 |
1.0% |
30% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.2% |
102.21 |
0.9% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,502.92 |
|
2.618 |
11,338.31 |
|
1.618 |
11,237.45 |
|
1.000 |
11,175.12 |
|
0.618 |
11,136.59 |
|
HIGH |
11,074.26 |
|
0.618 |
11,035.73 |
|
0.500 |
11,023.83 |
|
0.382 |
11,011.93 |
|
LOW |
10,973.40 |
|
0.618 |
10,911.07 |
|
1.000 |
10,872.54 |
|
1.618 |
10,810.21 |
|
2.618 |
10,709.35 |
|
4.250 |
10,544.75 |
|
|