Day Change Summary |
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Previous |
Current |
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26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,485.0 |
3,408.0 |
-77.0 |
-2.2% |
3,473.0 |
High |
3,486.0 |
3,413.0 |
-73.0 |
-2.1% |
3,522.0 |
Low |
3,377.0 |
3,360.0 |
-17.0 |
-0.5% |
3,360.0 |
Close |
3,419.0 |
3,394.0 |
-25.0 |
-0.7% |
3,394.0 |
Range |
109.0 |
53.0 |
-56.0 |
-51.4% |
162.0 |
ATR |
66.8 |
66.3 |
-0.6 |
-0.8% |
0.0 |
Volume |
3,605 |
543 |
-3,062 |
-84.9% |
20,559 |
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Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,548.0 |
3,524.0 |
3,423.2 |
|
R3 |
3,495.0 |
3,471.0 |
3,408.6 |
|
R2 |
3,442.0 |
3,442.0 |
3,403.7 |
|
R1 |
3,418.0 |
3,418.0 |
3,398.9 |
3,403.5 |
PP |
3,389.0 |
3,389.0 |
3,389.0 |
3,381.8 |
S1 |
3,365.0 |
3,365.0 |
3,389.1 |
3,350.5 |
S2 |
3,336.0 |
3,336.0 |
3,384.3 |
|
S3 |
3,283.0 |
3,312.0 |
3,379.4 |
|
S4 |
3,230.0 |
3,259.0 |
3,364.9 |
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|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,911.3 |
3,814.7 |
3,483.1 |
|
R3 |
3,749.3 |
3,652.7 |
3,438.6 |
|
R2 |
3,587.3 |
3,587.3 |
3,423.7 |
|
R1 |
3,490.7 |
3,490.7 |
3,408.9 |
3,458.0 |
PP |
3,425.3 |
3,425.3 |
3,425.3 |
3,409.0 |
S1 |
3,328.7 |
3,328.7 |
3,379.2 |
3,296.0 |
S2 |
3,263.3 |
3,263.3 |
3,364.3 |
|
S3 |
3,101.3 |
3,166.7 |
3,349.5 |
|
S4 |
2,939.3 |
3,004.7 |
3,304.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,522.0 |
3,360.0 |
162.0 |
4.8% |
65.0 |
1.9% |
21% |
False |
True |
4,111 |
10 |
3,640.0 |
3,360.0 |
280.0 |
8.2% |
64.8 |
1.9% |
12% |
False |
True |
12,667 |
20 |
3,830.0 |
3,360.0 |
470.0 |
13.8% |
65.0 |
1.9% |
7% |
False |
True |
10,096 |
40 |
3,931.0 |
3,360.0 |
571.0 |
16.8% |
51.1 |
1.5% |
6% |
False |
True |
5,474 |
60 |
3,931.0 |
3,360.0 |
571.0 |
16.8% |
48.8 |
1.4% |
6% |
False |
True |
3,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,638.3 |
2.618 |
3,551.8 |
1.618 |
3,498.8 |
1.000 |
3,466.0 |
0.618 |
3,445.8 |
HIGH |
3,413.0 |
0.618 |
3,392.8 |
0.500 |
3,386.5 |
0.382 |
3,380.2 |
LOW |
3,360.0 |
0.618 |
3,327.2 |
1.000 |
3,307.0 |
1.618 |
3,274.2 |
2.618 |
3,221.2 |
4.250 |
3,134.8 |
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