Day Change Summary |
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Previous |
Current |
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05-Jul-2007 |
06-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1,967.74 |
1,980.78 |
13.04 |
0.7% |
1,943.28 |
High |
1,983.10 |
1,989.43 |
6.33 |
0.3% |
1,989.43 |
Low |
1,964.49 |
1,973.40 |
8.91 |
0.5% |
1,939.74 |
Close |
1,981.06 |
1,988.31 |
7.25 |
0.4% |
1,988.31 |
Range |
18.61 |
16.03 |
-2.58 |
-13.9% |
49.69 |
ATR |
21.39 |
21.00 |
-0.38 |
-1.8% |
0.00 |
Volume |
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Daily Pivots for day following 06-Jul-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,031.80 |
2,026.09 |
1,997.13 |
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R3 |
2,015.77 |
2,010.06 |
1,992.72 |
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R2 |
1,999.74 |
1,999.74 |
1,991.25 |
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R1 |
1,994.03 |
1,994.03 |
1,989.78 |
1,996.89 |
PP |
1,983.71 |
1,983.71 |
1,983.71 |
1,985.14 |
S1 |
1,978.00 |
1,978.00 |
1,986.84 |
1,980.86 |
S2 |
1,967.68 |
1,967.68 |
1,985.37 |
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S3 |
1,951.65 |
1,961.97 |
1,983.90 |
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S4 |
1,935.62 |
1,945.94 |
1,979.49 |
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Weekly Pivots for week ending 06-Jul-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,121.56 |
2,104.63 |
2,015.64 |
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R3 |
2,071.87 |
2,054.94 |
2,001.97 |
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R2 |
2,022.18 |
2,022.18 |
1,997.42 |
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R1 |
2,005.25 |
2,005.25 |
1,992.86 |
2,013.72 |
PP |
1,972.49 |
1,972.49 |
1,972.49 |
1,976.73 |
S1 |
1,955.56 |
1,955.56 |
1,983.76 |
1,964.03 |
S2 |
1,922.80 |
1,922.80 |
1,979.20 |
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S3 |
1,873.11 |
1,905.87 |
1,974.65 |
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S4 |
1,823.42 |
1,856.18 |
1,960.98 |
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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 |
1,989.43 |
1,920.83 |
68.60 |
3.5% |
17.32 |
0.9% |
98% |
True |
False |
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10 |
1,989.43 |
1,899.92 |
89.51 |
4.5% |
21.11 |
1.1% |
99% |
True |
False |
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20 |
1,989.43 |
1,876.52 |
112.91 |
5.7% |
20.22 |
1.0% |
99% |
True |
False |
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40 |
1,989.43 |
1,866.98 |
122.45 |
6.2% |
20.88 |
1.0% |
99% |
True |
False |
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60 |
1,989.43 |
1,788.40 |
201.03 |
10.1% |
19.46 |
1.0% |
99% |
True |
False |
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80 |
1,989.43 |
1,711.28 |
278.15 |
14.0% |
19.39 |
1.0% |
100% |
True |
False |
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100 |
1,989.43 |
1,710.97 |
278.46 |
14.0% |
20.35 |
1.0% |
100% |
True |
False |
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120 |
1,989.43 |
1,710.97 |
278.46 |
14.0% |
20.51 |
1.0% |
100% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,057.56 |
2.618 |
2,031.40 |
1.618 |
2,015.37 |
1.000 |
2,005.46 |
0.618 |
1,999.34 |
HIGH |
1,989.43 |
0.618 |
1,983.31 |
0.500 |
1,981.42 |
0.382 |
1,979.52 |
LOW |
1,973.40 |
0.618 |
1,963.49 |
1.000 |
1,957.37 |
1.618 |
1,947.46 |
2.618 |
1,931.43 |
4.250 |
1,905.27 |
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