| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
3,408.0 |
3,380.0 |
-28.0 |
-0.8% |
3,473.0 |
| High |
3,413.0 |
3,409.0 |
-4.0 |
-0.1% |
3,522.0 |
| Low |
3,360.0 |
3,351.0 |
-9.0 |
-0.3% |
3,360.0 |
| Close |
3,394.0 |
3,405.0 |
11.0 |
0.3% |
3,394.0 |
| Range |
53.0 |
58.0 |
5.0 |
9.4% |
162.0 |
| ATR |
66.3 |
65.7 |
-0.6 |
-0.9% |
0.0 |
| Volume |
543 |
4,721 |
4,178 |
769.4% |
20,559 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,562.3 |
3,541.7 |
3,436.9 |
|
| R3 |
3,504.3 |
3,483.7 |
3,421.0 |
|
| R2 |
3,446.3 |
3,446.3 |
3,415.6 |
|
| R1 |
3,425.7 |
3,425.7 |
3,410.3 |
3,436.0 |
| PP |
3,388.3 |
3,388.3 |
3,388.3 |
3,393.5 |
| S1 |
3,367.7 |
3,367.7 |
3,399.7 |
3,378.0 |
| S2 |
3,330.3 |
3,330.3 |
3,394.4 |
|
| S3 |
3,272.3 |
3,309.7 |
3,389.1 |
|
| S4 |
3,214.3 |
3,251.7 |
3,373.1 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,911.3 |
3,814.7 |
3,483.1 |
|
| R3 |
3,749.3 |
3,652.7 |
3,438.6 |
|
| R2 |
3,587.3 |
3,587.3 |
3,423.7 |
|
| R1 |
3,490.7 |
3,490.7 |
3,408.9 |
3,458.0 |
| PP |
3,425.3 |
3,425.3 |
3,425.3 |
3,409.0 |
| S1 |
3,328.7 |
3,328.7 |
3,379.2 |
3,296.0 |
| S2 |
3,263.3 |
3,263.3 |
3,364.3 |
|
| S3 |
3,101.3 |
3,166.7 |
3,349.5 |
|
| S4 |
2,939.3 |
3,004.7 |
3,304.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,522.0 |
3,351.0 |
171.0 |
5.0% |
69.4 |
2.0% |
32% |
False |
True |
4,968 |
| 10 |
3,640.0 |
3,351.0 |
289.0 |
8.5% |
63.4 |
1.9% |
19% |
False |
True |
11,624 |
| 20 |
3,796.0 |
3,351.0 |
445.0 |
13.1% |
64.4 |
1.9% |
12% |
False |
True |
9,987 |
| 40 |
3,931.0 |
3,351.0 |
580.0 |
17.0% |
52.2 |
1.5% |
9% |
False |
True |
5,590 |
| 60 |
3,931.0 |
3,351.0 |
580.0 |
17.0% |
49.0 |
1.4% |
9% |
False |
True |
4,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,655.5 |
|
2.618 |
3,560.8 |
|
1.618 |
3,502.8 |
|
1.000 |
3,467.0 |
|
0.618 |
3,444.8 |
|
HIGH |
3,409.0 |
|
0.618 |
3,386.8 |
|
0.500 |
3,380.0 |
|
0.382 |
3,373.2 |
|
LOW |
3,351.0 |
|
0.618 |
3,315.2 |
|
1.000 |
3,293.0 |
|
1.618 |
3,257.2 |
|
2.618 |
3,199.2 |
|
4.250 |
3,104.5 |
|
|