| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,924.18 |
1,923.70 |
-0.48 |
0.0% |
1,947.79 |
| High |
1,934.84 |
1,924.42 |
-10.42 |
-0.5% |
1,948.58 |
| Low |
1,905.02 |
1,901.18 |
-3.84 |
-0.2% |
1,915.77 |
| Close |
1,912.90 |
1,908.64 |
-4.26 |
-0.2% |
1,921.94 |
| Range |
29.82 |
23.24 |
-6.58 |
-22.1% |
32.81 |
| ATR |
21.92 |
22.02 |
0.09 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,981.13 |
1,968.13 |
1,921.42 |
|
| R3 |
1,957.89 |
1,944.89 |
1,915.03 |
|
| R2 |
1,934.65 |
1,934.65 |
1,912.90 |
|
| R1 |
1,921.65 |
1,921.65 |
1,910.77 |
1,916.53 |
| PP |
1,911.41 |
1,911.41 |
1,911.41 |
1,908.86 |
| S1 |
1,898.41 |
1,898.41 |
1,906.51 |
1,893.29 |
| S2 |
1,888.17 |
1,888.17 |
1,904.38 |
|
| S3 |
1,864.93 |
1,875.17 |
1,902.25 |
|
| S4 |
1,841.69 |
1,851.93 |
1,895.86 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,027.19 |
2,007.38 |
1,939.99 |
|
| R3 |
1,994.38 |
1,974.57 |
1,930.96 |
|
| R2 |
1,961.57 |
1,961.57 |
1,927.96 |
|
| R1 |
1,941.76 |
1,941.76 |
1,924.95 |
1,935.26 |
| PP |
1,928.76 |
1,928.76 |
1,928.76 |
1,925.52 |
| S1 |
1,908.95 |
1,908.95 |
1,918.93 |
1,902.45 |
| S2 |
1,895.95 |
1,895.95 |
1,915.92 |
|
| S3 |
1,863.14 |
1,876.14 |
1,912.92 |
|
| S4 |
1,830.33 |
1,843.33 |
1,903.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,948.58 |
1,901.18 |
47.40 |
2.5% |
26.00 |
1.4% |
16% |
False |
True |
|
| 10 |
1,948.58 |
1,892.55 |
56.03 |
2.9% |
19.87 |
1.0% |
29% |
False |
False |
|
| 20 |
1,948.58 |
1,876.52 |
72.06 |
3.8% |
20.71 |
1.1% |
45% |
False |
False |
|
| 40 |
1,948.58 |
1,857.33 |
91.25 |
4.8% |
20.29 |
1.1% |
56% |
False |
False |
|
| 60 |
1,948.58 |
1,761.65 |
186.93 |
9.8% |
19.01 |
1.0% |
79% |
False |
False |
|
| 80 |
1,948.58 |
1,710.97 |
237.61 |
12.4% |
19.62 |
1.0% |
83% |
False |
False |
|
| 100 |
1,948.58 |
1,710.97 |
237.61 |
12.4% |
20.35 |
1.1% |
83% |
False |
False |
|
| 120 |
1,948.58 |
1,710.97 |
237.61 |
12.4% |
20.84 |
1.1% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,023.19 |
|
2.618 |
1,985.26 |
|
1.618 |
1,962.02 |
|
1.000 |
1,947.66 |
|
0.618 |
1,938.78 |
|
HIGH |
1,924.42 |
|
0.618 |
1,915.54 |
|
0.500 |
1,912.80 |
|
0.382 |
1,910.06 |
|
LOW |
1,901.18 |
|
0.618 |
1,886.82 |
|
1.000 |
1,877.94 |
|
1.618 |
1,863.58 |
|
2.618 |
1,840.34 |
|
4.250 |
1,802.41 |
|
|