Day Change Summary |
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Previous |
Current |
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28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,931.77 |
1,944.50 |
12.73 |
0.7% |
1,924.18 |
High |
1,945.12 |
1,947.00 |
1.88 |
0.1% |
1,947.00 |
Low |
1,930.53 |
1,920.83 |
-9.70 |
-0.5% |
1,899.92 |
Close |
1,931.67 |
1,934.10 |
2.43 |
0.1% |
1,934.10 |
Range |
14.59 |
26.17 |
11.58 |
79.4% |
47.08 |
ATR |
22.29 |
22.57 |
0.28 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,012.49 |
1,999.46 |
1,948.49 |
|
R3 |
1,986.32 |
1,973.29 |
1,941.30 |
|
R2 |
1,960.15 |
1,960.15 |
1,938.90 |
|
R1 |
1,947.12 |
1,947.12 |
1,936.50 |
1,940.55 |
PP |
1,933.98 |
1,933.98 |
1,933.98 |
1,930.69 |
S1 |
1,920.95 |
1,920.95 |
1,931.70 |
1,914.38 |
S2 |
1,907.81 |
1,907.81 |
1,929.30 |
|
S3 |
1,881.64 |
1,894.78 |
1,926.90 |
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S4 |
1,855.47 |
1,868.61 |
1,919.71 |
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Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,068.25 |
2,048.25 |
1,959.99 |
|
R3 |
2,021.17 |
2,001.17 |
1,947.05 |
|
R2 |
1,974.09 |
1,974.09 |
1,942.73 |
|
R1 |
1,954.09 |
1,954.09 |
1,938.42 |
1,964.09 |
PP |
1,927.01 |
1,927.01 |
1,927.01 |
1,932.01 |
S1 |
1,907.01 |
1,907.01 |
1,929.78 |
1,917.01 |
S2 |
1,879.93 |
1,879.93 |
1,925.47 |
|
S3 |
1,832.85 |
1,859.93 |
1,921.15 |
|
S4 |
1,785.77 |
1,812.85 |
1,908.21 |
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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 |
1,947.00 |
1,899.92 |
47.08 |
2.4% |
25.59 |
1.3% |
73% |
True |
False |
|
10 |
1,948.58 |
1,899.92 |
48.66 |
2.5% |
22.75 |
1.2% |
70% |
False |
False |
|
20 |
1,948.58 |
1,876.52 |
72.06 |
3.7% |
21.42 |
1.1% |
80% |
False |
False |
|
40 |
1,948.58 |
1,866.98 |
81.60 |
4.2% |
20.92 |
1.1% |
82% |
False |
False |
|
60 |
1,948.58 |
1,788.40 |
160.18 |
8.3% |
19.47 |
1.0% |
91% |
False |
False |
|
80 |
1,948.58 |
1,711.28 |
237.30 |
12.3% |
19.79 |
1.0% |
94% |
False |
False |
|
100 |
1,948.58 |
1,710.97 |
237.61 |
12.3% |
20.60 |
1.1% |
94% |
False |
False |
|
120 |
1,948.58 |
1,710.97 |
237.61 |
12.3% |
20.81 |
1.1% |
94% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,058.22 |
2.618 |
2,015.51 |
1.618 |
1,989.34 |
1.000 |
1,973.17 |
0.618 |
1,963.17 |
HIGH |
1,947.00 |
0.618 |
1,937.00 |
0.500 |
1,933.92 |
0.382 |
1,930.83 |
LOW |
1,920.83 |
0.618 |
1,904.66 |
1.000 |
1,894.66 |
1.618 |
1,878.49 |
2.618 |
1,852.32 |
4.250 |
1,809.61 |
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