Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
8,216.5 |
8,259.0 |
42.5 |
0.5% |
8,062.0 |
High |
8,249.0 |
8,277.0 |
28.0 |
0.3% |
8,170.0 |
Low |
8,216.5 |
8,104.0 |
-112.5 |
-1.4% |
7,915.0 |
Close |
8,231.5 |
8,140.5 |
-91.0 |
-1.1% |
8,166.5 |
Range |
32.5 |
173.0 |
140.5 |
432.3% |
255.0 |
ATR |
113.6 |
117.8 |
4.2 |
3.7% |
0.0 |
Volume |
184 |
640 |
456 |
247.8% |
1,886 |
|
Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,692.8 |
8,589.7 |
8,235.7 |
|
R3 |
8,519.8 |
8,416.7 |
8,188.1 |
|
R2 |
8,346.8 |
8,346.8 |
8,172.2 |
|
R1 |
8,243.7 |
8,243.7 |
8,156.4 |
8,208.8 |
PP |
8,173.8 |
8,173.8 |
8,173.8 |
8,156.4 |
S1 |
8,070.7 |
8,070.7 |
8,124.6 |
8,035.8 |
S2 |
8,000.8 |
8,000.8 |
8,108.8 |
|
S3 |
7,827.8 |
7,897.7 |
8,092.9 |
|
S4 |
7,654.8 |
7,724.7 |
8,045.4 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,277.0 |
8,045.0 |
232.0 |
2.8% |
90.2 |
1.1% |
41% |
True |
False |
346 |
10 |
8,277.0 |
7,915.0 |
362.0 |
4.4% |
101.8 |
1.3% |
62% |
True |
False |
397 |
20 |
8,300.0 |
7,693.5 |
606.5 |
7.5% |
110.5 |
1.4% |
74% |
False |
False |
1,053 |
40 |
8,300.0 |
7,537.5 |
762.5 |
9.4% |
92.9 |
1.1% |
79% |
False |
False |
728 |
60 |
8,300.0 |
7,288.5 |
1,011.5 |
12.4% |
77.1 |
0.9% |
84% |
False |
False |
522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,012.3 |
2.618 |
8,729.9 |
1.618 |
8,556.9 |
1.000 |
8,450.0 |
0.618 |
8,383.9 |
HIGH |
8,277.0 |
0.618 |
8,210.9 |
0.500 |
8,190.5 |
0.382 |
8,170.1 |
LOW |
8,104.0 |
0.618 |
7,997.1 |
1.000 |
7,931.0 |
1.618 |
7,824.1 |
2.618 |
7,651.1 |
4.250 |
7,368.8 |
|
|