Day Change Summary |
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Previous |
Current |
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01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
6,516.0 |
6,456.0 |
-60.0 |
-0.9% |
6,751.5 |
High |
6,516.0 |
6,531.5 |
15.5 |
0.2% |
6,775.0 |
Low |
6,361.0 |
6,402.0 |
41.0 |
0.6% |
6,485.0 |
Close |
6,457.0 |
6,442.0 |
-15.0 |
-0.2% |
6,568.5 |
Range |
155.0 |
129.5 |
-25.5 |
-16.5% |
290.0 |
ATR |
128.5 |
128.5 |
0.1 |
0.1% |
0.0 |
Volume |
567 |
348 |
-219 |
-38.6% |
4,822 |
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Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,847.0 |
6,774.0 |
6,513.2 |
|
R3 |
6,717.5 |
6,644.5 |
6,477.6 |
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R2 |
6,588.0 |
6,588.0 |
6,465.7 |
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R1 |
6,515.0 |
6,515.0 |
6,453.9 |
6,486.8 |
PP |
6,458.5 |
6,458.5 |
6,458.5 |
6,444.4 |
S1 |
6,385.5 |
6,385.5 |
6,430.1 |
6,357.3 |
S2 |
6,329.0 |
6,329.0 |
6,418.3 |
|
S3 |
6,199.5 |
6,256.0 |
6,406.4 |
|
S4 |
6,070.0 |
6,126.5 |
6,370.8 |
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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 |
6,721.0 |
6,361.0 |
360.0 |
5.6% |
138.5 |
2.1% |
23% |
False |
False |
976 |
10 |
6,920.0 |
6,361.0 |
559.0 |
8.7% |
131.5 |
2.0% |
14% |
False |
False |
2,884 |
20 |
7,174.0 |
6,361.0 |
813.0 |
12.6% |
128.1 |
2.0% |
10% |
False |
False |
2,903 |
40 |
7,421.0 |
6,361.0 |
1,060.0 |
16.5% |
105.9 |
1.6% |
8% |
False |
False |
1,605 |
60 |
7,421.0 |
6,361.0 |
1,060.0 |
16.5% |
102.9 |
1.6% |
8% |
False |
False |
1,149 |
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Fibonacci Retracements and Extensions |
4.250 |
7,081.9 |
2.618 |
6,870.5 |
1.618 |
6,741.0 |
1.000 |
6,661.0 |
0.618 |
6,611.5 |
HIGH |
6,531.5 |
0.618 |
6,482.0 |
0.500 |
6,466.8 |
0.382 |
6,451.5 |
LOW |
6,402.0 |
0.618 |
6,322.0 |
1.000 |
6,272.5 |
1.618 |
6,192.5 |
2.618 |
6,063.0 |
4.250 |
5,851.6 |
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