Day Change Summary |
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Previous |
Current |
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|
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27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
6,580.0 |
6,572.0 |
-8.0 |
-0.1% |
6,751.5 |
High |
6,592.5 |
6,575.5 |
-17.0 |
-0.3% |
6,775.0 |
Low |
6,485.0 |
6,447.5 |
-37.5 |
-0.6% |
6,485.0 |
Close |
6,568.5 |
6,555.0 |
-13.5 |
-0.2% |
6,568.5 |
Range |
107.5 |
128.0 |
20.5 |
19.1% |
290.0 |
ATR |
123.1 |
123.4 |
0.4 |
0.3% |
0.0 |
Volume |
686 |
538 |
-148 |
-21.6% |
4,822 |
|
Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,910.0 |
6,860.5 |
6,625.4 |
|
R3 |
6,782.0 |
6,732.5 |
6,590.2 |
|
R2 |
6,654.0 |
6,654.0 |
6,578.5 |
|
R1 |
6,604.5 |
6,604.5 |
6,566.7 |
6,565.3 |
PP |
6,526.0 |
6,526.0 |
6,526.0 |
6,506.4 |
S1 |
6,476.5 |
6,476.5 |
6,543.3 |
6,437.3 |
S2 |
6,398.0 |
6,398.0 |
6,531.5 |
|
S3 |
6,270.0 |
6,348.5 |
6,519.8 |
|
S4 |
6,142.0 |
6,220.5 |
6,484.6 |
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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 |
|
|
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 |
6,447.5 |
327.5 |
5.0% |
129.7 |
2.0% |
33% |
False |
True |
975 |
10 |
7,012.5 |
6,447.5 |
565.0 |
8.6% |
123.9 |
1.9% |
19% |
False |
True |
4,002 |
20 |
7,193.0 |
6,447.5 |
745.5 |
11.4% |
121.7 |
1.9% |
14% |
False |
True |
2,973 |
40 |
7,421.0 |
6,447.5 |
973.5 |
14.9% |
102.9 |
1.6% |
11% |
False |
True |
1,588 |
60 |
7,421.0 |
6,447.5 |
973.5 |
14.9% |
99.6 |
1.5% |
11% |
False |
True |
1,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,119.5 |
2.618 |
6,910.6 |
1.618 |
6,782.6 |
1.000 |
6,703.5 |
0.618 |
6,654.6 |
HIGH |
6,575.5 |
0.618 |
6,526.6 |
0.500 |
6,511.5 |
0.382 |
6,496.4 |
LOW |
6,447.5 |
0.618 |
6,368.4 |
1.000 |
6,319.5 |
1.618 |
6,240.4 |
2.618 |
6,112.4 |
4.250 |
5,903.5 |
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