| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2006 |
14-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1,269.8 |
1,264.0 |
-5.8 |
-0.5% |
1,301.2 |
| High |
1,269.8 |
1,264.0 |
-5.8 |
-0.5% |
1,304.7 |
| Low |
1,269.8 |
1,264.0 |
-5.8 |
-0.5% |
1,264.0 |
| Close |
1,269.8 |
1,264.0 |
-5.8 |
-0.5% |
1,264.0 |
| Range |
|
|
|
|
|
| ATR |
10.8 |
10.4 |
-0.4 |
-3.3% |
0.0 |
| Volume |
0 |
10 |
10 |
|
10 |
|
| Daily Pivots for day following 14-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,264.0 |
1,264.0 |
1,264.0 |
|
| R3 |
1,264.0 |
1,264.0 |
1,264.0 |
|
| R2 |
1,264.0 |
1,264.0 |
1,264.0 |
|
| R1 |
1,264.0 |
1,264.0 |
1,264.0 |
1,264.0 |
| PP |
1,264.0 |
1,264.0 |
1,264.0 |
1,264.0 |
| S1 |
1,264.0 |
1,264.0 |
1,264.0 |
1,264.0 |
| S2 |
1,264.0 |
1,264.0 |
1,264.0 |
|
| S3 |
1,264.0 |
1,264.0 |
1,264.0 |
|
| S4 |
1,264.0 |
1,264.0 |
1,264.0 |
|
|
| Weekly Pivots for week ending 14-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,399.7 |
1,372.5 |
1,286.4 |
|
| R3 |
1,359.0 |
1,331.8 |
1,275.2 |
|
| R2 |
1,318.3 |
1,318.3 |
1,271.5 |
|
| R1 |
1,291.1 |
1,291.1 |
1,267.7 |
1,284.4 |
| PP |
1,277.6 |
1,277.6 |
1,277.6 |
1,274.2 |
| S1 |
1,250.4 |
1,250.4 |
1,260.3 |
1,243.7 |
| S2 |
1,236.9 |
1,236.9 |
1,256.5 |
|
| S3 |
1,196.2 |
1,209.7 |
1,252.8 |
|
| S4 |
1,155.5 |
1,169.0 |
1,241.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,304.7 |
1,264.0 |
40.7 |
3.2% |
4.2 |
0.3% |
0% |
False |
True |
2 |
| 10 |
1,311.2 |
1,264.0 |
47.2 |
3.7% |
2.1 |
0.2% |
0% |
False |
True |
1 |
| 20 |
1,311.2 |
1,264.0 |
47.2 |
3.7% |
1.1 |
0.1% |
0% |
False |
True |
2 |
| 40 |
1,320.1 |
1,253.3 |
66.8 |
5.3% |
1.1 |
0.1% |
16% |
False |
False |
10 |
| 60 |
1,363.8 |
1,253.3 |
110.5 |
8.7% |
1.0 |
0.1% |
10% |
False |
False |
7 |
| 80 |
1,363.8 |
1,253.3 |
110.5 |
8.7% |
1.0 |
0.1% |
10% |
False |
False |
6 |
| 100 |
1,363.8 |
1,253.3 |
110.5 |
8.7% |
1.0 |
0.1% |
10% |
False |
False |
4 |
| 120 |
1,363.8 |
1,253.3 |
110.5 |
8.7% |
1.0 |
0.1% |
10% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,264.0 |
|
2.618 |
1,264.0 |
|
1.618 |
1,264.0 |
|
1.000 |
1,264.0 |
|
0.618 |
1,264.0 |
|
HIGH |
1,264.0 |
|
0.618 |
1,264.0 |
|
0.500 |
1,264.0 |
|
0.382 |
1,264.0 |
|
LOW |
1,264.0 |
|
0.618 |
1,264.0 |
|
1.000 |
1,264.0 |
|
1.618 |
1,264.0 |
|
2.618 |
1,264.0 |
|
4.250 |
1,264.0 |
|
|