Day Change Summary |
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Previous |
Current |
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03-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1,957.48 |
1,967.74 |
10.26 |
0.5% |
1,924.18 |
High |
1,965.20 |
1,983.10 |
17.90 |
0.9% |
1,947.00 |
Low |
1,953.93 |
1,964.49 |
10.56 |
0.5% |
1,899.92 |
Close |
1,965.20 |
1,981.06 |
15.86 |
0.8% |
1,934.10 |
Range |
11.27 |
18.61 |
7.34 |
65.1% |
47.08 |
ATR |
21.60 |
21.39 |
-0.21 |
-1.0% |
0.00 |
Volume |
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Daily Pivots for day following 05-Jul-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,032.05 |
2,025.16 |
1,991.30 |
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R3 |
2,013.44 |
2,006.55 |
1,986.18 |
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R2 |
1,994.83 |
1,994.83 |
1,984.47 |
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R1 |
1,987.94 |
1,987.94 |
1,982.77 |
1,991.39 |
PP |
1,976.22 |
1,976.22 |
1,976.22 |
1,977.94 |
S1 |
1,969.33 |
1,969.33 |
1,979.35 |
1,972.78 |
S2 |
1,957.61 |
1,957.61 |
1,977.65 |
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S3 |
1,939.00 |
1,950.72 |
1,975.94 |
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S4 |
1,920.39 |
1,932.11 |
1,970.82 |
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Weekly Pivots for week ending 29-Jun-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,068.25 |
2,048.25 |
1,959.99 |
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R3 |
2,021.17 |
2,001.17 |
1,947.05 |
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R2 |
1,974.09 |
1,974.09 |
1,942.73 |
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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 |
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S3 |
1,832.85 |
1,859.93 |
1,921.15 |
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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 |
1,983.10 |
1,920.83 |
62.27 |
3.1% |
17.03 |
0.9% |
97% |
True |
False |
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10 |
1,983.10 |
1,899.92 |
83.18 |
4.2% |
22.27 |
1.1% |
98% |
True |
False |
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20 |
1,983.10 |
1,876.52 |
106.58 |
5.4% |
21.25 |
1.1% |
98% |
True |
False |
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40 |
1,983.10 |
1,866.98 |
116.12 |
5.9% |
20.95 |
1.1% |
98% |
True |
False |
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60 |
1,983.10 |
1,788.40 |
194.70 |
9.8% |
19.57 |
1.0% |
99% |
True |
False |
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80 |
1,983.10 |
1,711.28 |
271.82 |
13.7% |
19.61 |
1.0% |
99% |
True |
False |
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100 |
1,983.10 |
1,710.97 |
272.13 |
13.7% |
20.31 |
1.0% |
99% |
True |
False |
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120 |
1,983.10 |
1,710.97 |
272.13 |
13.7% |
20.50 |
1.0% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,062.19 |
2.618 |
2,031.82 |
1.618 |
2,013.21 |
1.000 |
2,001.71 |
0.618 |
1,994.60 |
HIGH |
1,983.10 |
0.618 |
1,975.99 |
0.500 |
1,973.80 |
0.382 |
1,971.60 |
LOW |
1,964.49 |
0.618 |
1,952.99 |
1.000 |
1,945.88 |
1.618 |
1,934.38 |
2.618 |
1,915.77 |
4.250 |
1,885.40 |
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