| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2006 |
11-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
11,091.71 |
11,102.59 |
10.88 |
0.1% |
11,149.34 |
| High |
11,174.47 |
11,151.18 |
-23.29 |
-0.2% |
11,257.08 |
| Low |
11,090.04 |
11,027.99 |
-62.05 |
-0.6% |
11,066.01 |
| Close |
11,103.55 |
11,134.77 |
31.22 |
0.3% |
11,090.67 |
| Range |
84.43 |
123.19 |
38.76 |
45.9% |
191.07 |
| ATR |
120.29 |
120.50 |
0.21 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,474.22 |
11,427.68 |
11,202.52 |
|
| R3 |
11,351.03 |
11,304.49 |
11,168.65 |
|
| R2 |
11,227.84 |
11,227.84 |
11,157.35 |
|
| R1 |
11,181.30 |
11,181.30 |
11,146.06 |
11,204.57 |
| PP |
11,104.65 |
11,104.65 |
11,104.65 |
11,116.28 |
| S1 |
11,058.11 |
11,058.11 |
11,123.48 |
11,081.38 |
| S2 |
10,981.46 |
10,981.46 |
11,112.19 |
|
| S3 |
10,858.27 |
10,934.92 |
11,100.89 |
|
| S4 |
10,735.08 |
10,811.73 |
11,067.02 |
|
|
| 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 |
11,027.99 |
229.09 |
2.1% |
115.50 |
1.0% |
47% |
False |
True |
|
| 10 |
11,257.08 |
10,902.48 |
354.60 |
3.2% |
118.83 |
1.1% |
66% |
False |
False |
|
| 20 |
11,257.08 |
10,698.85 |
558.23 |
5.0% |
120.86 |
1.1% |
78% |
False |
False |
|
| 40 |
11,460.55 |
10,698.85 |
761.70 |
6.8% |
126.72 |
1.1% |
57% |
False |
False |
|
| 60 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
117.33 |
1.1% |
45% |
False |
False |
|
| 80 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
111.23 |
1.0% |
45% |
False |
False |
|
| 100 |
11,670.19 |
10,698.85 |
971.34 |
8.7% |
106.39 |
1.0% |
45% |
False |
False |
|
| 120 |
11,670.19 |
10,661.15 |
1,009.04 |
9.1% |
105.14 |
0.9% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,674.74 |
|
2.618 |
11,473.69 |
|
1.618 |
11,350.50 |
|
1.000 |
11,274.37 |
|
0.618 |
11,227.31 |
|
HIGH |
11,151.18 |
|
0.618 |
11,104.12 |
|
0.500 |
11,089.59 |
|
0.382 |
11,075.05 |
|
LOW |
11,027.99 |
|
0.618 |
10,951.86 |
|
1.000 |
10,904.80 |
|
1.618 |
10,828.67 |
|
2.618 |
10,705.48 |
|
4.250 |
10,504.43 |
|
|