Day Change Summary |
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Previous |
Current |
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27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,901.60 |
1,931.77 |
30.17 |
1.6% |
1,947.79 |
High |
1,934.03 |
1,945.12 |
11.09 |
0.6% |
1,948.58 |
Low |
1,899.92 |
1,930.53 |
30.61 |
1.6% |
1,915.77 |
Close |
1,933.06 |
1,931.67 |
-1.39 |
-0.1% |
1,921.94 |
Range |
34.11 |
14.59 |
-19.52 |
-57.2% |
32.81 |
ATR |
22.88 |
22.29 |
-0.59 |
-2.6% |
0.00 |
Volume |
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Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.54 |
1,970.20 |
1,939.69 |
|
R3 |
1,964.95 |
1,955.61 |
1,935.68 |
|
R2 |
1,950.36 |
1,950.36 |
1,934.34 |
|
R1 |
1,941.02 |
1,941.02 |
1,933.01 |
1,938.40 |
PP |
1,935.77 |
1,935.77 |
1,935.77 |
1,934.46 |
S1 |
1,926.43 |
1,926.43 |
1,930.33 |
1,923.81 |
S2 |
1,921.18 |
1,921.18 |
1,929.00 |
|
S3 |
1,906.59 |
1,911.84 |
1,927.66 |
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S4 |
1,892.00 |
1,897.25 |
1,923.65 |
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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 |
1,945.12 |
1,899.92 |
45.20 |
2.3% |
24.90 |
1.3% |
70% |
True |
False |
|
10 |
1,948.58 |
1,899.92 |
48.66 |
2.5% |
21.00 |
1.1% |
65% |
False |
False |
|
20 |
1,948.58 |
1,876.52 |
72.06 |
3.7% |
20.87 |
1.1% |
77% |
False |
False |
|
40 |
1,948.58 |
1,866.98 |
81.60 |
4.2% |
20.54 |
1.1% |
79% |
False |
False |
|
60 |
1,948.58 |
1,788.40 |
160.18 |
8.3% |
19.19 |
1.0% |
89% |
False |
False |
|
80 |
1,948.58 |
1,711.28 |
237.30 |
12.3% |
19.63 |
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% |
20.75 |
1.1% |
93% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,007.13 |
2.618 |
1,983.32 |
1.618 |
1,968.73 |
1.000 |
1,959.71 |
0.618 |
1,954.14 |
HIGH |
1,945.12 |
0.618 |
1,939.55 |
0.500 |
1,937.83 |
0.382 |
1,936.10 |
LOW |
1,930.53 |
0.618 |
1,921.51 |
1.000 |
1,915.94 |
1.618 |
1,906.92 |
2.618 |
1,892.33 |
4.250 |
1,868.52 |
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