Day Change Summary |
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Previous |
Current |
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26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
6,710.0 |
6,580.0 |
-130.0 |
-1.9% |
6,751.5 |
High |
6,721.0 |
6,592.5 |
-128.5 |
-1.9% |
6,775.0 |
Low |
6,548.5 |
6,485.0 |
-63.5 |
-1.0% |
6,485.0 |
Close |
6,604.0 |
6,568.5 |
-35.5 |
-0.5% |
6,568.5 |
Range |
172.5 |
107.5 |
-65.0 |
-37.7% |
290.0 |
ATR |
123.4 |
123.1 |
-0.3 |
-0.3% |
0.0 |
Volume |
2,744 |
686 |
-2,058 |
-75.0% |
4,822 |
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Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,871.2 |
6,827.3 |
6,627.6 |
|
R3 |
6,763.7 |
6,719.8 |
6,598.1 |
|
R2 |
6,656.2 |
6,656.2 |
6,588.2 |
|
R1 |
6,612.3 |
6,612.3 |
6,578.4 |
6,580.5 |
PP |
6,548.7 |
6,548.7 |
6,548.7 |
6,532.8 |
S1 |
6,504.8 |
6,504.8 |
6,558.6 |
6,473.0 |
S2 |
6,441.2 |
6,441.2 |
6,548.8 |
|
S3 |
6,333.7 |
6,397.3 |
6,538.9 |
|
S4 |
6,226.2 |
6,289.8 |
6,509.4 |
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Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,479.5 |
7,314.0 |
6,728.0 |
|
R3 |
7,189.5 |
7,024.0 |
6,648.3 |
|
R2 |
6,899.5 |
6,899.5 |
6,621.7 |
|
R1 |
6,734.0 |
6,734.0 |
6,595.1 |
6,671.8 |
PP |
6,609.5 |
6,609.5 |
6,609.5 |
6,578.4 |
S1 |
6,444.0 |
6,444.0 |
6,541.9 |
6,381.8 |
S2 |
6,319.5 |
6,319.5 |
6,515.3 |
|
S3 |
6,029.5 |
6,154.0 |
6,488.8 |
|
S4 |
5,739.5 |
5,864.0 |
6,409.0 |
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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 |
6,775.0 |
6,485.0 |
290.0 |
4.4% |
114.8 |
1.7% |
29% |
False |
True |
964 |
10 |
7,012.5 |
6,485.0 |
527.5 |
8.0% |
125.2 |
1.9% |
16% |
False |
True |
4,355 |
20 |
7,273.5 |
6,485.0 |
788.5 |
12.0% |
122.4 |
1.9% |
11% |
False |
True |
2,958 |
40 |
7,421.0 |
6,485.0 |
936.0 |
14.2% |
100.5 |
1.5% |
9% |
False |
True |
1,576 |
60 |
7,421.0 |
6,485.0 |
936.0 |
14.2% |
98.8 |
1.5% |
9% |
False |
True |
1,134 |
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Fibonacci Retracements and Extensions |
4.250 |
7,049.4 |
2.618 |
6,873.9 |
1.618 |
6,766.4 |
1.000 |
6,700.0 |
0.618 |
6,658.9 |
HIGH |
6,592.5 |
0.618 |
6,551.4 |
0.500 |
6,538.8 |
0.382 |
6,526.1 |
LOW |
6,485.0 |
0.618 |
6,418.6 |
1.000 |
6,377.5 |
1.618 |
6,311.1 |
2.618 |
6,203.6 |
4.250 |
6,028.1 |
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