| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
04-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
3,321.0 |
3,382.0 |
61.0 |
1.8% |
3,380.0 |
| High |
3,388.0 |
3,395.0 |
7.0 |
0.2% |
3,409.0 |
| Low |
3,289.0 |
3,316.0 |
27.0 |
0.8% |
3,287.0 |
| Close |
3,382.0 |
3,322.0 |
-60.0 |
-1.8% |
3,322.0 |
| Range |
99.0 |
79.0 |
-20.0 |
-20.2% |
122.0 |
| ATR |
72.2 |
72.7 |
0.5 |
0.7% |
0.0 |
| Volume |
730 |
2,734 |
2,004 |
274.5% |
8,868 |
|
| Daily Pivots for day following 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,581.3 |
3,530.7 |
3,365.5 |
|
| R3 |
3,502.3 |
3,451.7 |
3,343.7 |
|
| R2 |
3,423.3 |
3,423.3 |
3,336.5 |
|
| R1 |
3,372.7 |
3,372.7 |
3,329.2 |
3,358.5 |
| PP |
3,344.3 |
3,344.3 |
3,344.3 |
3,337.3 |
| S1 |
3,293.7 |
3,293.7 |
3,314.8 |
3,279.5 |
| S2 |
3,265.3 |
3,265.3 |
3,307.5 |
|
| S3 |
3,186.3 |
3,214.7 |
3,300.3 |
|
| S4 |
3,107.3 |
3,135.7 |
3,278.6 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,705.3 |
3,635.7 |
3,389.1 |
|
| R3 |
3,583.3 |
3,513.7 |
3,355.6 |
|
| R2 |
3,461.3 |
3,461.3 |
3,344.4 |
|
| R1 |
3,391.7 |
3,391.7 |
3,333.2 |
3,365.5 |
| PP |
3,339.3 |
3,339.3 |
3,339.3 |
3,326.3 |
| S1 |
3,269.7 |
3,269.7 |
3,310.8 |
3,243.5 |
| S2 |
3,217.3 |
3,217.3 |
3,299.6 |
|
| S3 |
3,095.3 |
3,147.7 |
3,288.5 |
|
| S4 |
2,973.3 |
3,025.7 |
3,254.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,409.0 |
3,287.0 |
122.0 |
3.7% |
84.8 |
2.6% |
29% |
False |
False |
1,773 |
| 10 |
3,522.0 |
3,287.0 |
235.0 |
7.1% |
74.9 |
2.3% |
15% |
False |
False |
2,942 |
| 20 |
3,676.0 |
3,287.0 |
389.0 |
11.7% |
69.6 |
2.1% |
9% |
False |
False |
9,081 |
| 40 |
3,931.0 |
3,287.0 |
644.0 |
19.4% |
57.4 |
1.7% |
5% |
False |
False |
5,567 |
| 60 |
3,931.0 |
3,287.0 |
644.0 |
19.4% |
53.1 |
1.6% |
5% |
False |
False |
4,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,730.8 |
|
2.618 |
3,601.8 |
|
1.618 |
3,522.8 |
|
1.000 |
3,474.0 |
|
0.618 |
3,443.8 |
|
HIGH |
3,395.0 |
|
0.618 |
3,364.8 |
|
0.500 |
3,355.5 |
|
0.382 |
3,346.2 |
|
LOW |
3,316.0 |
|
0.618 |
3,267.2 |
|
1.000 |
3,237.0 |
|
1.618 |
3,188.2 |
|
2.618 |
3,109.2 |
|
4.250 |
2,980.3 |
|
|