Day Change Summary |
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Previous |
Current |
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20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,533.68 |
1,512.50 |
-21.18 |
-1.4% |
1,507.64 |
High |
1,537.32 |
1,522.90 |
-14.42 |
-0.9% |
1,538.71 |
Low |
1,512.36 |
1,504.75 |
-7.61 |
-0.5% |
1,492.65 |
Close |
1,512.84 |
1,522.19 |
9.35 |
0.6% |
1,532.91 |
Range |
24.96 |
18.15 |
-6.81 |
-27.3% |
46.06 |
ATR |
14.30 |
14.58 |
0.27 |
1.9% |
0.00 |
Volume |
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Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,571.06 |
1,564.78 |
1,532.17 |
|
R3 |
1,552.91 |
1,546.63 |
1,527.18 |
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R2 |
1,534.76 |
1,534.76 |
1,525.52 |
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R1 |
1,528.48 |
1,528.48 |
1,523.85 |
1,531.62 |
PP |
1,516.61 |
1,516.61 |
1,516.61 |
1,518.19 |
S1 |
1,510.33 |
1,510.33 |
1,520.53 |
1,513.47 |
S2 |
1,498.46 |
1,498.46 |
1,518.86 |
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S3 |
1,480.31 |
1,492.18 |
1,517.20 |
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S4 |
1,462.16 |
1,474.03 |
1,512.21 |
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Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,659.60 |
1,642.32 |
1,558.24 |
|
R3 |
1,613.54 |
1,596.26 |
1,545.58 |
|
R2 |
1,567.48 |
1,567.48 |
1,541.35 |
|
R1 |
1,550.20 |
1,550.20 |
1,537.13 |
1,558.84 |
PP |
1,521.42 |
1,521.42 |
1,521.42 |
1,525.75 |
S1 |
1,504.14 |
1,504.14 |
1,528.69 |
1,512.78 |
S2 |
1,475.36 |
1,475.36 |
1,524.47 |
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S3 |
1,429.30 |
1,458.08 |
1,520.24 |
|
S4 |
1,383.24 |
1,412.02 |
1,507.58 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,538.71 |
1,504.75 |
33.96 |
2.2% |
14.53 |
1.0% |
51% |
False |
True |
|
10 |
1,538.71 |
1,487.41 |
51.30 |
3.4% |
15.75 |
1.0% |
68% |
False |
False |
|
20 |
1,540.56 |
1,487.41 |
53.15 |
3.5% |
15.11 |
1.0% |
65% |
False |
False |
|
40 |
1,540.56 |
1,476.70 |
63.86 |
4.2% |
12.77 |
0.8% |
71% |
False |
False |
|
60 |
1,540.56 |
1,408.90 |
131.66 |
8.6% |
12.15 |
0.8% |
86% |
False |
False |
|
80 |
1,540.56 |
1,363.98 |
176.58 |
11.6% |
13.21 |
0.9% |
90% |
False |
False |
|
100 |
1,540.56 |
1,363.98 |
176.58 |
11.6% |
12.92 |
0.8% |
90% |
False |
False |
|
120 |
1,540.56 |
1,363.98 |
176.58 |
11.6% |
12.55 |
0.8% |
90% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,600.04 |
2.618 |
1,570.42 |
1.618 |
1,552.27 |
1.000 |
1,541.05 |
0.618 |
1,534.12 |
HIGH |
1,522.90 |
0.618 |
1,515.97 |
0.500 |
1,513.83 |
0.382 |
1,511.68 |
LOW |
1,504.75 |
0.618 |
1,493.53 |
1.000 |
1,486.60 |
1.618 |
1,475.38 |
2.618 |
1,457.23 |
4.250 |
1,427.61 |
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