Day Change Summary |
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Previous |
Current |
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03-Jul-2008 |
04-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
6,403.0 |
6,489.5 |
86.5 |
1.4% |
6,572.0 |
High |
6,520.0 |
6,507.0 |
-13.0 |
-0.2% |
6,575.5 |
Low |
6,334.5 |
6,387.5 |
53.0 |
0.8% |
6,334.5 |
Close |
6,487.0 |
6,400.5 |
-86.5 |
-1.3% |
6,400.5 |
Range |
185.5 |
119.5 |
-66.0 |
-35.6% |
241.0 |
ATR |
132.6 |
131.7 |
-0.9 |
-0.7% |
0.0 |
Volume |
839 |
1,092 |
253 |
30.2% |
3,384 |
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Daily Pivots for day following 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,790.2 |
6,714.8 |
6,466.2 |
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R3 |
6,670.7 |
6,595.3 |
6,433.4 |
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R2 |
6,551.2 |
6,551.2 |
6,422.4 |
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R1 |
6,475.8 |
6,475.8 |
6,411.5 |
6,453.8 |
PP |
6,431.7 |
6,431.7 |
6,431.7 |
6,420.6 |
S1 |
6,356.3 |
6,356.3 |
6,389.5 |
6,334.3 |
S2 |
6,312.2 |
6,312.2 |
6,378.6 |
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S3 |
6,192.7 |
6,236.8 |
6,367.6 |
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S4 |
6,073.2 |
6,117.3 |
6,334.8 |
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Weekly Pivots for week ending 04-Jul-2008 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,159.8 |
7,021.2 |
6,533.1 |
|
R3 |
6,918.8 |
6,780.2 |
6,466.8 |
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R2 |
6,677.8 |
6,677.8 |
6,444.7 |
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R1 |
6,539.2 |
6,539.2 |
6,422.6 |
6,488.0 |
PP |
6,436.8 |
6,436.8 |
6,436.8 |
6,411.3 |
S1 |
6,298.2 |
6,298.2 |
6,378.4 |
6,247.0 |
S2 |
6,195.8 |
6,195.8 |
6,356.3 |
|
S3 |
5,954.8 |
6,057.2 |
6,334.2 |
|
S4 |
5,713.8 |
5,816.2 |
6,268.0 |
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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 |
6,575.5 |
6,334.5 |
241.0 |
3.8% |
143.5 |
2.2% |
27% |
False |
False |
676 |
10 |
6,775.0 |
6,334.5 |
440.5 |
6.9% |
129.2 |
2.0% |
15% |
False |
False |
820 |
20 |
7,012.5 |
6,334.5 |
678.0 |
10.6% |
125.9 |
2.0% |
10% |
False |
False |
2,867 |
40 |
7,421.0 |
6,334.5 |
1,086.5 |
17.0% |
111.1 |
1.7% |
6% |
False |
False |
1,651 |
60 |
7,421.0 |
6,334.5 |
1,086.5 |
17.0% |
104.6 |
1.6% |
6% |
False |
False |
1,176 |
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Fibonacci Retracements and Extensions |
4.250 |
7,014.9 |
2.618 |
6,819.9 |
1.618 |
6,700.4 |
1.000 |
6,626.5 |
0.618 |
6,580.9 |
HIGH |
6,507.0 |
0.618 |
6,461.4 |
0.500 |
6,447.3 |
0.382 |
6,433.1 |
LOW |
6,387.5 |
0.618 |
6,313.6 |
1.000 |
6,268.0 |
1.618 |
6,194.1 |
2.618 |
6,074.6 |
4.250 |
5,879.6 |
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