Day Change Summary |
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Previous |
Current |
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29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8,112.5 |
8,115.0 |
2.5 |
0.0% |
8,062.0 |
High |
8,170.0 |
8,139.0 |
-31.0 |
-0.4% |
8,170.0 |
Low |
8,045.0 |
8,080.0 |
35.0 |
0.4% |
7,915.0 |
Close |
8,166.5 |
8,127.5 |
-39.0 |
-0.5% |
8,166.5 |
Range |
125.0 |
59.0 |
-66.0 |
-52.8% |
255.0 |
ATR |
123.1 |
120.4 |
-2.6 |
-2.1% |
0.0 |
Volume |
182 |
126 |
-56 |
-30.8% |
1,886 |
|
Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,292.5 |
8,269.0 |
8,160.0 |
|
R3 |
8,233.5 |
8,210.0 |
8,143.7 |
|
R2 |
8,174.5 |
8,174.5 |
8,138.3 |
|
R1 |
8,151.0 |
8,151.0 |
8,132.9 |
8,162.8 |
PP |
8,115.5 |
8,115.5 |
8,115.5 |
8,121.4 |
S1 |
8,092.0 |
8,092.0 |
8,122.1 |
8,103.8 |
S2 |
8,056.5 |
8,056.5 |
8,116.7 |
|
S3 |
7,997.5 |
8,033.0 |
8,111.3 |
|
S4 |
7,938.5 |
7,974.0 |
8,095.1 |
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|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,848.8 |
8,762.7 |
8,306.8 |
|
R3 |
8,593.8 |
8,507.7 |
8,236.6 |
|
R2 |
8,338.8 |
8,338.8 |
8,213.3 |
|
R1 |
8,252.7 |
8,252.7 |
8,189.9 |
8,295.8 |
PP |
8,083.8 |
8,083.8 |
8,083.8 |
8,105.4 |
S1 |
7,997.7 |
7,997.7 |
8,143.1 |
8,040.8 |
S2 |
7,828.8 |
7,828.8 |
8,119.8 |
|
S3 |
7,573.8 |
7,742.7 |
8,096.4 |
|
S4 |
7,318.8 |
7,487.7 |
8,026.3 |
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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 |
8,170.0 |
7,915.0 |
255.0 |
3.1% |
94.7 |
1.2% |
83% |
False |
False |
241 |
10 |
8,300.0 |
7,915.0 |
385.0 |
4.7% |
109.8 |
1.4% |
55% |
False |
False |
366 |
20 |
8,300.0 |
7,693.5 |
606.5 |
7.5% |
122.6 |
1.5% |
72% |
False |
False |
1,088 |
40 |
8,300.0 |
7,537.5 |
762.5 |
9.4% |
90.6 |
1.1% |
77% |
False |
False |
707 |
60 |
8,300.0 |
7,276.0 |
1,024.0 |
12.6% |
74.2 |
0.9% |
83% |
False |
False |
506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,389.8 |
2.618 |
8,293.5 |
1.618 |
8,234.5 |
1.000 |
8,198.0 |
0.618 |
8,175.5 |
HIGH |
8,139.0 |
0.618 |
8,116.5 |
0.500 |
8,109.5 |
0.382 |
8,102.5 |
LOW |
8,080.0 |
0.618 |
8,043.5 |
1.000 |
8,021.0 |
1.618 |
7,984.5 |
2.618 |
7,925.5 |
4.250 |
7,829.3 |
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