| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2006 |
20-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
1,270.0 |
1,274.2 |
4.2 |
0.3% |
1,267.7 |
| High |
1,270.0 |
1,274.2 |
4.2 |
0.3% |
1,289.4 |
| Low |
1,270.0 |
1,274.2 |
4.2 |
0.3% |
1,253.3 |
| Close |
1,270.0 |
1,274.2 |
4.2 |
0.3% |
1,281.8 |
| Range |
|
|
|
|
|
| ATR |
11.4 |
10.9 |
-0.5 |
-4.5% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,274.2 |
1,274.2 |
1,274.2 |
|
| R3 |
1,274.2 |
1,274.2 |
1,274.2 |
|
| R2 |
1,274.2 |
1,274.2 |
1,274.2 |
|
| R1 |
1,274.2 |
1,274.2 |
1,274.2 |
1,274.2 |
| PP |
1,274.2 |
1,274.2 |
1,274.2 |
1,274.2 |
| S1 |
1,274.2 |
1,274.2 |
1,274.2 |
1,274.2 |
| S2 |
1,274.2 |
1,274.2 |
1,274.2 |
|
| S3 |
1,274.2 |
1,274.2 |
1,274.2 |
|
| S4 |
1,274.2 |
1,274.2 |
1,274.2 |
|
|
| Weekly Pivots for week ending 16-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,383.1 |
1,368.6 |
1,301.7 |
|
| R3 |
1,347.0 |
1,332.5 |
1,291.7 |
|
| R2 |
1,310.9 |
1,310.9 |
1,288.4 |
|
| R1 |
1,296.4 |
1,296.4 |
1,285.1 |
1,303.7 |
| PP |
1,274.8 |
1,274.8 |
1,274.8 |
1,278.5 |
| S1 |
1,260.3 |
1,260.3 |
1,278.5 |
1,267.6 |
| S2 |
1,238.7 |
1,238.7 |
1,275.2 |
|
| S3 |
1,202.6 |
1,224.2 |
1,271.9 |
|
| S4 |
1,166.5 |
1,188.1 |
1,261.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,289.4 |
1,262.4 |
27.0 |
2.1% |
0.0 |
0.0% |
44% |
False |
False |
26 |
| 10 |
1,289.8 |
1,253.3 |
36.5 |
2.9% |
2.2 |
0.2% |
57% |
False |
False |
21 |
| 20 |
1,320.1 |
1,253.3 |
66.8 |
5.2% |
1.1 |
0.1% |
31% |
False |
False |
18 |
| 40 |
1,363.8 |
1,253.3 |
110.5 |
8.7% |
0.9 |
0.1% |
19% |
False |
False |
10 |
| 60 |
1,363.8 |
1,253.3 |
110.5 |
8.7% |
1.0 |
0.1% |
19% |
False |
False |
7 |
| 80 |
1,363.8 |
1,253.3 |
110.5 |
8.7% |
0.9 |
0.1% |
19% |
False |
False |
5 |
| 100 |
1,363.8 |
1,253.3 |
110.5 |
8.7% |
0.9 |
0.1% |
19% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,274.2 |
|
2.618 |
1,274.2 |
|
1.618 |
1,274.2 |
|
1.000 |
1,274.2 |
|
0.618 |
1,274.2 |
|
HIGH |
1,274.2 |
|
0.618 |
1,274.2 |
|
0.500 |
1,274.2 |
|
0.382 |
1,274.2 |
|
LOW |
1,274.2 |
|
0.618 |
1,274.2 |
|
1.000 |
1,274.2 |
|
1.618 |
1,274.2 |
|
2.618 |
1,274.2 |
|
4.250 |
1,274.2 |
|
|