| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2006 |
03-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
11,398 |
11,440 |
42 |
0.4% |
11,278 |
| High |
11,398 |
11,440 |
42 |
0.4% |
11,411 |
| Low |
11,398 |
11,440 |
42 |
0.4% |
11,159 |
| Close |
11,398 |
11,440 |
42 |
0.4% |
11,398 |
| Range |
|
|
|
|
|
| ATR |
79 |
76 |
-3 |
-3.4% |
0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,440 |
11,440 |
11,440 |
|
| R3 |
11,440 |
11,440 |
11,440 |
|
| R2 |
11,440 |
11,440 |
11,440 |
|
| R1 |
11,440 |
11,440 |
11,440 |
11,440 |
| PP |
11,440 |
11,440 |
11,440 |
11,440 |
| S1 |
11,440 |
11,440 |
11,440 |
11,440 |
| S2 |
11,440 |
11,440 |
11,440 |
|
| S3 |
11,440 |
11,440 |
11,440 |
|
| S4 |
11,440 |
11,440 |
11,440 |
|
|
| Weekly Pivots for week ending 30-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,079 |
11,990 |
11,537 |
|
| R3 |
11,827 |
11,738 |
11,467 |
|
| R2 |
11,575 |
11,575 |
11,444 |
|
| R1 |
11,486 |
11,486 |
11,421 |
11,531 |
| PP |
11,323 |
11,323 |
11,323 |
11,345 |
| S1 |
11,234 |
11,234 |
11,375 |
11,279 |
| S2 |
11,071 |
11,071 |
11,352 |
|
| S3 |
10,819 |
10,982 |
11,329 |
|
| S4 |
10,567 |
10,730 |
11,260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,440 |
11,159 |
281 |
2.5% |
0 |
0.0% |
100% |
True |
False |
|
| 10 |
11,440 |
11,159 |
281 |
2.5% |
0 |
0.0% |
100% |
True |
False |
|
| 20 |
11,440 |
10,928 |
512 |
4.5% |
0 |
0.0% |
100% |
True |
False |
|
| 40 |
11,944 |
10,928 |
1,016 |
8.9% |
0 |
0.0% |
50% |
False |
False |
|
| 60 |
11,944 |
10,928 |
1,016 |
8.9% |
0 |
0.0% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,440 |
|
2.618 |
11,440 |
|
1.618 |
11,440 |
|
1.000 |
11,440 |
|
0.618 |
11,440 |
|
HIGH |
11,440 |
|
0.618 |
11,440 |
|
0.500 |
11,440 |
|
0.382 |
11,440 |
|
LOW |
11,440 |
|
0.618 |
11,440 |
|
1.000 |
11,440 |
|
1.618 |
11,440 |
|
2.618 |
11,440 |
|
4.250 |
11,440 |
|
|