Day Change Summary |
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Previous |
Current |
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02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8,115.0 |
8,164.5 |
49.5 |
0.6% |
8,062.0 |
High |
8,139.0 |
8,226.0 |
87.0 |
1.1% |
8,170.0 |
Low |
8,080.0 |
8,164.5 |
84.5 |
1.0% |
7,915.0 |
Close |
8,127.5 |
8,204.5 |
77.0 |
0.9% |
8,166.5 |
Range |
59.0 |
61.5 |
2.5 |
4.2% |
255.0 |
ATR |
120.4 |
118.9 |
-1.6 |
-1.3% |
0.0 |
Volume |
126 |
598 |
472 |
374.6% |
1,886 |
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Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,382.8 |
8,355.2 |
8,238.3 |
|
R3 |
8,321.3 |
8,293.7 |
8,221.4 |
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R2 |
8,259.8 |
8,259.8 |
8,215.8 |
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R1 |
8,232.2 |
8,232.2 |
8,210.1 |
8,246.0 |
PP |
8,198.3 |
8,198.3 |
8,198.3 |
8,205.3 |
S1 |
8,170.7 |
8,170.7 |
8,198.9 |
8,184.5 |
S2 |
8,136.8 |
8,136.8 |
8,193.2 |
|
S3 |
8,075.3 |
8,109.2 |
8,187.6 |
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S4 |
8,013.8 |
8,047.7 |
8,170.7 |
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Weekly Pivots for week ending 29-Jun-2007 |
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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 |
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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 |
8,226.0 |
7,915.0 |
311.0 |
3.8% |
90.2 |
1.1% |
93% |
True |
False |
293 |
10 |
8,300.0 |
7,915.0 |
385.0 |
4.7% |
109.9 |
1.3% |
75% |
False |
False |
389 |
20 |
8,300.0 |
7,693.5 |
606.5 |
7.4% |
120.2 |
1.5% |
84% |
False |
False |
1,069 |
40 |
8,300.0 |
7,537.5 |
762.5 |
9.3% |
90.5 |
1.1% |
87% |
False |
False |
716 |
60 |
8,300.0 |
7,288.5 |
1,011.5 |
12.3% |
74.8 |
0.9% |
91% |
False |
False |
515 |
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Fibonacci Retracements and Extensions |
4.250 |
8,487.4 |
2.618 |
8,387.0 |
1.618 |
8,325.5 |
1.000 |
8,287.5 |
0.618 |
8,264.0 |
HIGH |
8,226.0 |
0.618 |
8,202.5 |
0.500 |
8,195.3 |
0.382 |
8,188.0 |
LOW |
8,164.5 |
0.618 |
8,126.5 |
1.000 |
8,103.0 |
1.618 |
8,065.0 |
2.618 |
8,003.5 |
4.250 |
7,903.1 |
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