Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1,943.28 |
1,957.48 |
14.20 |
0.7% |
1,924.18 |
High |
1,954.24 |
1,965.20 |
10.96 |
0.6% |
1,947.00 |
Low |
1,939.74 |
1,953.93 |
14.19 |
0.7% |
1,899.92 |
Close |
1,954.12 |
1,965.20 |
11.08 |
0.6% |
1,934.10 |
Range |
14.50 |
11.27 |
-3.23 |
-22.3% |
47.08 |
ATR |
22.39 |
21.60 |
-0.79 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.25 |
1,991.50 |
1,971.40 |
|
R3 |
1,983.98 |
1,980.23 |
1,968.30 |
|
R2 |
1,972.71 |
1,972.71 |
1,967.27 |
|
R1 |
1,968.96 |
1,968.96 |
1,966.23 |
1,970.84 |
PP |
1,961.44 |
1,961.44 |
1,961.44 |
1,962.38 |
S1 |
1,957.69 |
1,957.69 |
1,964.17 |
1,959.57 |
S2 |
1,950.17 |
1,950.17 |
1,963.13 |
|
S3 |
1,938.90 |
1,946.42 |
1,962.10 |
|
S4 |
1,927.63 |
1,935.15 |
1,959.00 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,965.20 |
1,899.92 |
65.28 |
3.3% |
20.13 |
1.0% |
100% |
True |
False |
|
10 |
1,965.20 |
1,899.92 |
65.28 |
3.3% |
23.06 |
1.2% |
100% |
True |
False |
|
20 |
1,965.20 |
1,876.52 |
88.68 |
4.5% |
21.10 |
1.1% |
100% |
True |
False |
|
40 |
1,965.20 |
1,866.98 |
98.22 |
5.0% |
20.94 |
1.1% |
100% |
True |
False |
|
60 |
1,965.20 |
1,788.40 |
176.80 |
9.0% |
19.42 |
1.0% |
100% |
True |
False |
|
80 |
1,965.20 |
1,711.28 |
253.92 |
12.9% |
19.58 |
1.0% |
100% |
True |
False |
|
100 |
1,965.20 |
1,710.97 |
254.23 |
12.9% |
20.52 |
1.0% |
100% |
True |
False |
|
120 |
1,965.20 |
1,710.97 |
254.23 |
12.9% |
20.54 |
1.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,013.10 |
2.618 |
1,994.70 |
1.618 |
1,983.43 |
1.000 |
1,976.47 |
0.618 |
1,972.16 |
HIGH |
1,965.20 |
0.618 |
1,960.89 |
0.500 |
1,959.57 |
0.382 |
1,958.24 |
LOW |
1,953.93 |
0.618 |
1,946.97 |
1.000 |
1,942.66 |
1.618 |
1,935.70 |
2.618 |
1,924.43 |
4.250 |
1,906.03 |
|
|