Day Change Summary |
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Previous |
Current |
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26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,923.70 |
1,901.60 |
-22.10 |
-1.1% |
1,947.79 |
High |
1,924.42 |
1,934.03 |
9.61 |
0.5% |
1,948.58 |
Low |
1,901.18 |
1,899.92 |
-1.26 |
-0.1% |
1,915.77 |
Close |
1,908.64 |
1,933.06 |
24.42 |
1.3% |
1,921.94 |
Range |
23.24 |
34.11 |
10.87 |
46.8% |
32.81 |
ATR |
22.02 |
22.88 |
0.86 |
3.9% |
0.00 |
Volume |
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Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,024.67 |
2,012.97 |
1,951.82 |
|
R3 |
1,990.56 |
1,978.86 |
1,942.44 |
|
R2 |
1,956.45 |
1,956.45 |
1,939.31 |
|
R1 |
1,944.75 |
1,944.75 |
1,936.19 |
1,950.60 |
PP |
1,922.34 |
1,922.34 |
1,922.34 |
1,925.26 |
S1 |
1,910.64 |
1,910.64 |
1,929.93 |
1,916.49 |
S2 |
1,888.23 |
1,888.23 |
1,926.81 |
|
S3 |
1,854.12 |
1,876.53 |
1,923.68 |
|
S4 |
1,820.01 |
1,842.42 |
1,914.30 |
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Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,027.19 |
2,007.38 |
1,939.99 |
|
R3 |
1,994.38 |
1,974.57 |
1,930.96 |
|
R2 |
1,961.57 |
1,961.57 |
1,927.96 |
|
R1 |
1,941.76 |
1,941.76 |
1,924.95 |
1,935.26 |
PP |
1,928.76 |
1,928.76 |
1,928.76 |
1,925.52 |
S1 |
1,908.95 |
1,908.95 |
1,918.93 |
1,902.45 |
S2 |
1,895.95 |
1,895.95 |
1,915.92 |
|
S3 |
1,863.14 |
1,876.14 |
1,912.92 |
|
S4 |
1,830.33 |
1,843.33 |
1,903.89 |
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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 |
1,943.42 |
1,899.92 |
43.50 |
2.3% |
27.52 |
1.4% |
76% |
False |
True |
|
10 |
1,948.58 |
1,899.92 |
48.66 |
2.5% |
21.15 |
1.1% |
68% |
False |
True |
|
20 |
1,948.58 |
1,876.52 |
72.06 |
3.7% |
20.74 |
1.1% |
78% |
False |
False |
|
40 |
1,948.58 |
1,866.98 |
81.60 |
4.2% |
20.67 |
1.1% |
81% |
False |
False |
|
60 |
1,948.58 |
1,781.89 |
166.69 |
8.6% |
19.28 |
1.0% |
91% |
False |
False |
|
80 |
1,948.58 |
1,711.28 |
237.30 |
12.3% |
19.70 |
1.0% |
93% |
False |
False |
|
100 |
1,948.58 |
1,710.97 |
237.61 |
12.3% |
20.58 |
1.1% |
93% |
False |
False |
|
120 |
1,948.58 |
1,710.97 |
237.61 |
12.3% |
20.77 |
1.1% |
93% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,079.00 |
2.618 |
2,023.33 |
1.618 |
1,989.22 |
1.000 |
1,968.14 |
0.618 |
1,955.11 |
HIGH |
1,934.03 |
0.618 |
1,921.00 |
0.500 |
1,916.98 |
0.382 |
1,912.95 |
LOW |
1,899.92 |
0.618 |
1,878.84 |
1.000 |
1,865.81 |
1.618 |
1,844.73 |
2.618 |
1,810.62 |
4.250 |
1,754.95 |
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