| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2006 |
10-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
11,224.18 |
11,091.71 |
-132.47 |
-1.2% |
11,149.34 |
| High |
11,224.18 |
11,174.47 |
-49.71 |
-0.4% |
11,257.08 |
| Low |
11,066.01 |
11,090.04 |
24.03 |
0.2% |
11,066.01 |
| Close |
11,090.67 |
11,103.55 |
12.88 |
0.1% |
11,090.67 |
| Range |
158.17 |
84.43 |
-73.74 |
-46.6% |
191.07 |
| ATR |
123.05 |
120.29 |
-2.76 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,375.98 |
11,324.19 |
11,149.99 |
|
| R3 |
11,291.55 |
11,239.76 |
11,126.77 |
|
| R2 |
11,207.12 |
11,207.12 |
11,119.03 |
|
| R1 |
11,155.33 |
11,155.33 |
11,111.29 |
11,181.23 |
| PP |
11,122.69 |
11,122.69 |
11,122.69 |
11,135.63 |
| S1 |
11,070.90 |
11,070.90 |
11,095.81 |
11,096.80 |
| S2 |
11,038.26 |
11,038.26 |
11,088.07 |
|
| S3 |
10,953.83 |
10,986.47 |
11,080.33 |
|
| S4 |
10,869.40 |
10,902.04 |
11,057.11 |
|
|
| Weekly Pivots for week ending 07-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,711.13 |
11,591.97 |
11,195.76 |
|
| R3 |
11,520.06 |
11,400.90 |
11,143.21 |
|
| R2 |
11,328.99 |
11,328.99 |
11,125.70 |
|
| R1 |
11,209.83 |
11,209.83 |
11,108.18 |
11,173.88 |
| PP |
11,137.92 |
11,137.92 |
11,137.92 |
11,119.94 |
| S1 |
11,018.76 |
11,018.76 |
11,073.16 |
10,982.81 |
| S2 |
10,946.85 |
10,946.85 |
11,055.64 |
|
| S3 |
10,755.78 |
10,827.69 |
11,038.13 |
|
| S4 |
10,564.71 |
10,636.62 |
10,985.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,257.08 |
11,066.01 |
191.07 |
1.7% |
107.25 |
1.0% |
20% |
False |
False |
|
| 10 |
11,257.08 |
10,902.48 |
354.60 |
3.2% |
114.01 |
1.0% |
57% |
False |
False |
|
| 20 |
11,257.08 |
10,698.85 |
558.23 |
5.0% |
121.54 |
1.1% |
72% |
False |
False |
|
| 40 |
11,500.01 |
10,698.85 |
801.16 |
7.2% |
126.77 |
1.1% |
51% |
False |
False |
|
| 60 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
116.48 |
1.0% |
42% |
False |
False |
|
| 80 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
110.59 |
1.0% |
42% |
False |
False |
|
| 100 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
105.95 |
1.0% |
42% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
104.72 |
0.9% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,533.30 |
|
2.618 |
11,395.51 |
|
1.618 |
11,311.08 |
|
1.000 |
11,258.90 |
|
0.618 |
11,226.65 |
|
HIGH |
11,174.47 |
|
0.618 |
11,142.22 |
|
0.500 |
11,132.26 |
|
0.382 |
11,122.29 |
|
LOW |
11,090.04 |
|
0.618 |
11,037.86 |
|
1.000 |
11,005.61 |
|
1.618 |
10,953.43 |
|
2.618 |
10,869.00 |
|
4.250 |
10,731.21 |
|
|