| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2006 |
13-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
1,267.7 |
1,253.3 |
-14.4 |
-1.1% |
1,301.3 |
| High |
1,267.7 |
1,253.3 |
-14.4 |
-1.1% |
1,301.3 |
| Low |
1,267.7 |
1,253.3 |
-14.4 |
-1.1% |
1,267.8 |
| Close |
1,267.7 |
1,253.3 |
-14.4 |
-1.1% |
1,282.4 |
| Range |
|
|
|
|
|
| ATR |
10.3 |
10.6 |
0.3 |
2.8% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,253.3 |
1,253.3 |
1,253.3 |
|
| R3 |
1,253.3 |
1,253.3 |
1,253.3 |
|
| R2 |
1,253.3 |
1,253.3 |
1,253.3 |
|
| R1 |
1,253.3 |
1,253.3 |
1,253.3 |
1,253.3 |
| PP |
1,253.3 |
1,253.3 |
1,253.3 |
1,253.3 |
| S1 |
1,253.3 |
1,253.3 |
1,253.3 |
1,253.3 |
| S2 |
1,253.3 |
1,253.3 |
1,253.3 |
|
| S3 |
1,253.3 |
1,253.3 |
1,253.3 |
|
| S4 |
1,253.3 |
1,253.3 |
1,253.3 |
|
|
| Weekly Pivots for week ending 09-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,384.3 |
1,366.9 |
1,300.8 |
|
| R3 |
1,350.8 |
1,333.4 |
1,291.6 |
|
| R2 |
1,317.3 |
1,317.3 |
1,288.5 |
|
| R1 |
1,299.9 |
1,299.9 |
1,285.5 |
1,291.9 |
| PP |
1,283.8 |
1,283.8 |
1,283.8 |
1,279.8 |
| S1 |
1,266.4 |
1,266.4 |
1,279.3 |
1,258.4 |
| S2 |
1,250.3 |
1,250.3 |
1,276.3 |
|
| S3 |
1,216.8 |
1,232.9 |
1,273.2 |
|
| S4 |
1,183.3 |
1,199.4 |
1,264.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,289.8 |
1,253.3 |
36.5 |
2.9% |
4.4 |
0.4% |
0% |
False |
True |
17 |
| 10 |
1,320.1 |
1,253.3 |
66.8 |
5.3% |
2.2 |
0.2% |
0% |
False |
True |
23 |
| 20 |
1,327.9 |
1,253.3 |
74.6 |
6.0% |
1.1 |
0.1% |
0% |
False |
True |
11 |
| 40 |
1,363.8 |
1,253.3 |
110.5 |
8.8% |
0.9 |
0.1% |
0% |
False |
True |
7 |
| 60 |
1,363.8 |
1,253.3 |
110.5 |
8.8% |
1.2 |
0.1% |
0% |
False |
True |
5 |
| 80 |
1,363.8 |
1,253.3 |
110.5 |
8.8% |
0.9 |
0.1% |
0% |
False |
True |
3 |
| 100 |
1,363.8 |
1,253.3 |
110.5 |
8.8% |
0.9 |
0.1% |
0% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,253.3 |
|
2.618 |
1,253.3 |
|
1.618 |
1,253.3 |
|
1.000 |
1,253.3 |
|
0.618 |
1,253.3 |
|
HIGH |
1,253.3 |
|
0.618 |
1,253.3 |
|
0.500 |
1,253.3 |
|
0.382 |
1,253.3 |
|
LOW |
1,253.3 |
|
0.618 |
1,253.3 |
|
1.000 |
1,253.3 |
|
1.618 |
1,253.3 |
|
2.618 |
1,253.3 |
|
4.250 |
1,253.3 |
|
|