Day Change Summary |
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Previous |
Current |
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02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,334.0 |
3,321.0 |
-13.0 |
-0.4% |
3,473.0 |
High |
3,384.0 |
3,388.0 |
4.0 |
0.1% |
3,522.0 |
Low |
3,304.0 |
3,289.0 |
-15.0 |
-0.5% |
3,360.0 |
Close |
3,340.0 |
3,382.0 |
42.0 |
1.3% |
3,394.0 |
Range |
80.0 |
99.0 |
19.0 |
23.8% |
162.0 |
ATR |
70.2 |
72.2 |
2.1 |
2.9% |
0.0 |
Volume |
223 |
730 |
507 |
227.4% |
20,559 |
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Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,650.0 |
3,615.0 |
3,436.5 |
|
R3 |
3,551.0 |
3,516.0 |
3,409.2 |
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R2 |
3,452.0 |
3,452.0 |
3,400.2 |
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R1 |
3,417.0 |
3,417.0 |
3,391.1 |
3,434.5 |
PP |
3,353.0 |
3,353.0 |
3,353.0 |
3,361.8 |
S1 |
3,318.0 |
3,318.0 |
3,372.9 |
3,335.5 |
S2 |
3,254.0 |
3,254.0 |
3,363.9 |
|
S3 |
3,155.0 |
3,219.0 |
3,354.8 |
|
S4 |
3,056.0 |
3,120.0 |
3,327.6 |
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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 |
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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 |
3,413.0 |
3,287.0 |
126.0 |
3.7% |
79.6 |
2.4% |
75% |
False |
False |
1,335 |
10 |
3,558.0 |
3,287.0 |
271.0 |
8.0% |
78.1 |
2.3% |
35% |
False |
False |
3,250 |
20 |
3,779.0 |
3,287.0 |
492.0 |
14.5% |
73.3 |
2.2% |
19% |
False |
False |
9,226 |
40 |
3,931.0 |
3,287.0 |
644.0 |
19.0% |
56.4 |
1.7% |
15% |
False |
False |
5,509 |
60 |
3,931.0 |
3,287.0 |
644.0 |
19.0% |
52.6 |
1.6% |
15% |
False |
False |
4,052 |
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Fibonacci Retracements and Extensions |
4.250 |
3,808.8 |
2.618 |
3,647.2 |
1.618 |
3,548.2 |
1.000 |
3,487.0 |
0.618 |
3,449.2 |
HIGH |
3,388.0 |
0.618 |
3,350.2 |
0.500 |
3,338.5 |
0.382 |
3,326.8 |
LOW |
3,289.0 |
0.618 |
3,227.8 |
1.000 |
3,190.0 |
1.618 |
3,128.8 |
2.618 |
3,029.8 |
4.250 |
2,868.3 |
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