| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,944.50 |
1,943.28 |
-1.22 |
-0.1% |
1,924.18 |
| High |
1,947.00 |
1,954.24 |
7.24 |
0.4% |
1,947.00 |
| Low |
1,920.83 |
1,939.74 |
18.91 |
1.0% |
1,899.92 |
| Close |
1,934.10 |
1,954.12 |
20.02 |
1.0% |
1,934.10 |
| Range |
26.17 |
14.50 |
-11.67 |
-44.6% |
47.08 |
| ATR |
22.57 |
22.39 |
-0.17 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,992.87 |
1,987.99 |
1,962.10 |
|
| R3 |
1,978.37 |
1,973.49 |
1,958.11 |
|
| R2 |
1,963.87 |
1,963.87 |
1,956.78 |
|
| R1 |
1,958.99 |
1,958.99 |
1,955.45 |
1,961.43 |
| PP |
1,949.37 |
1,949.37 |
1,949.37 |
1,950.59 |
| S1 |
1,944.49 |
1,944.49 |
1,952.79 |
1,946.93 |
| S2 |
1,934.87 |
1,934.87 |
1,951.46 |
|
| S3 |
1,920.37 |
1,929.99 |
1,950.13 |
|
| S4 |
1,905.87 |
1,915.49 |
1,946.15 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,068.25 |
2,048.25 |
1,959.99 |
|
| R3 |
2,021.17 |
2,001.17 |
1,947.05 |
|
| R2 |
1,974.09 |
1,974.09 |
1,942.73 |
|
| R1 |
1,954.09 |
1,954.09 |
1,938.42 |
1,964.09 |
| PP |
1,927.01 |
1,927.01 |
1,927.01 |
1,932.01 |
| S1 |
1,907.01 |
1,907.01 |
1,929.78 |
1,917.01 |
| S2 |
1,879.93 |
1,879.93 |
1,925.47 |
|
| S3 |
1,832.85 |
1,859.93 |
1,921.15 |
|
| S4 |
1,785.77 |
1,812.85 |
1,908.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,954.24 |
1,899.92 |
54.32 |
2.8% |
22.52 |
1.2% |
100% |
True |
False |
|
| 10 |
1,954.24 |
1,899.92 |
54.32 |
2.8% |
23.35 |
1.2% |
100% |
True |
False |
|
| 20 |
1,954.24 |
1,876.52 |
77.72 |
4.0% |
21.37 |
1.1% |
100% |
True |
False |
|
| 40 |
1,954.24 |
1,866.98 |
87.26 |
4.5% |
20.85 |
1.1% |
100% |
True |
False |
|
| 60 |
1,954.24 |
1,788.40 |
165.84 |
8.5% |
19.47 |
1.0% |
100% |
True |
False |
|
| 80 |
1,954.24 |
1,711.28 |
242.96 |
12.4% |
19.77 |
1.0% |
100% |
True |
False |
|
| 100 |
1,954.24 |
1,710.97 |
243.27 |
12.4% |
20.54 |
1.1% |
100% |
True |
False |
|
| 120 |
1,954.24 |
1,710.97 |
243.27 |
12.4% |
20.72 |
1.1% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,015.87 |
|
2.618 |
1,992.20 |
|
1.618 |
1,977.70 |
|
1.000 |
1,968.74 |
|
0.618 |
1,963.20 |
|
HIGH |
1,954.24 |
|
0.618 |
1,948.70 |
|
0.500 |
1,946.99 |
|
0.382 |
1,945.28 |
|
LOW |
1,939.74 |
|
0.618 |
1,930.78 |
|
1.000 |
1,925.24 |
|
1.618 |
1,916.28 |
|
2.618 |
1,901.78 |
|
4.250 |
1,878.12 |
|
|