| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2006 |
11-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
11,327 |
11,360 |
33 |
0.3% |
11,440 |
| High |
11,327 |
11,360 |
33 |
0.3% |
11,440 |
| Low |
11,327 |
11,360 |
33 |
0.3% |
11,310 |
| Close |
11,327 |
11,360 |
33 |
0.3% |
11,310 |
| Range |
|
|
|
|
|
| ATR |
76 |
73 |
-3 |
-4.0% |
0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,360 |
11,360 |
11,360 |
|
| R3 |
11,360 |
11,360 |
11,360 |
|
| R2 |
11,360 |
11,360 |
11,360 |
|
| R1 |
11,360 |
11,360 |
11,360 |
11,360 |
| PP |
11,360 |
11,360 |
11,360 |
11,360 |
| S1 |
11,360 |
11,360 |
11,360 |
11,360 |
| S2 |
11,360 |
11,360 |
11,360 |
|
| S3 |
11,360 |
11,360 |
11,360 |
|
| S4 |
11,360 |
11,360 |
11,360 |
|
|
| Weekly Pivots for week ending 07-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,743 |
11,657 |
11,382 |
|
| R3 |
11,613 |
11,527 |
11,346 |
|
| R2 |
11,483 |
11,483 |
11,334 |
|
| R1 |
11,397 |
11,397 |
11,322 |
11,375 |
| PP |
11,353 |
11,353 |
11,353 |
11,343 |
| S1 |
11,267 |
11,267 |
11,298 |
11,245 |
| S2 |
11,223 |
11,223 |
11,286 |
|
| S3 |
11,093 |
11,137 |
11,274 |
|
| S4 |
10,963 |
11,007 |
11,239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,440 |
11,310 |
130 |
1.1% |
0 |
0.0% |
38% |
False |
False |
|
| 10 |
11,440 |
11,159 |
281 |
2.5% |
0 |
0.0% |
72% |
False |
False |
|
| 20 |
11,440 |
10,928 |
512 |
4.5% |
0 |
0.0% |
84% |
False |
False |
|
| 40 |
11,714 |
10,928 |
786 |
6.9% |
0 |
0.0% |
55% |
False |
False |
|
| 60 |
11,944 |
10,928 |
1,016 |
8.9% |
0 |
0.0% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,360 |
|
2.618 |
11,360 |
|
1.618 |
11,360 |
|
1.000 |
11,360 |
|
0.618 |
11,360 |
|
HIGH |
11,360 |
|
0.618 |
11,360 |
|
0.500 |
11,360 |
|
0.382 |
11,360 |
|
LOW |
11,360 |
|
0.618 |
11,360 |
|
1.000 |
11,360 |
|
1.618 |
11,360 |
|
2.618 |
11,360 |
|
4.250 |
11,360 |
|
|