| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,980.78 |
1,989.76 |
8.98 |
0.5% |
1,943.28 |
| High |
1,989.43 |
1,992.55 |
3.12 |
0.2% |
1,989.43 |
| Low |
1,973.40 |
1,982.37 |
8.97 |
0.5% |
1,939.74 |
| Close |
1,988.31 |
1,989.20 |
0.89 |
0.0% |
1,988.31 |
| Range |
16.03 |
10.18 |
-5.85 |
-36.5% |
49.69 |
| ATR |
21.00 |
20.23 |
-0.77 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,018.58 |
2,014.07 |
1,994.80 |
|
| R3 |
2,008.40 |
2,003.89 |
1,992.00 |
|
| R2 |
1,998.22 |
1,998.22 |
1,991.07 |
|
| R1 |
1,993.71 |
1,993.71 |
1,990.13 |
1,990.88 |
| PP |
1,988.04 |
1,988.04 |
1,988.04 |
1,986.62 |
| S1 |
1,983.53 |
1,983.53 |
1,988.27 |
1,980.70 |
| S2 |
1,977.86 |
1,977.86 |
1,987.33 |
|
| S3 |
1,967.68 |
1,973.35 |
1,986.40 |
|
| S4 |
1,957.50 |
1,963.17 |
1,983.60 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.56 |
2,104.63 |
2,015.64 |
|
| R3 |
2,071.87 |
2,054.94 |
2,001.97 |
|
| R2 |
2,022.18 |
2,022.18 |
1,997.42 |
|
| R1 |
2,005.25 |
2,005.25 |
1,992.86 |
2,013.72 |
| PP |
1,972.49 |
1,972.49 |
1,972.49 |
1,976.73 |
| S1 |
1,955.56 |
1,955.56 |
1,983.76 |
1,964.03 |
| S2 |
1,922.80 |
1,922.80 |
1,979.20 |
|
| S3 |
1,873.11 |
1,905.87 |
1,974.65 |
|
| S4 |
1,823.42 |
1,856.18 |
1,960.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,992.55 |
1,939.74 |
52.81 |
2.7% |
14.12 |
0.7% |
94% |
True |
False |
|
| 10 |
1,992.55 |
1,899.92 |
92.63 |
4.7% |
19.85 |
1.0% |
96% |
True |
False |
|
| 20 |
1,992.55 |
1,887.77 |
104.78 |
5.3% |
19.21 |
1.0% |
97% |
True |
False |
|
| 40 |
1,992.55 |
1,866.98 |
125.57 |
6.3% |
20.43 |
1.0% |
97% |
True |
False |
|
| 60 |
1,992.55 |
1,801.89 |
190.66 |
9.6% |
19.19 |
1.0% |
98% |
True |
False |
|
| 80 |
1,992.55 |
1,733.58 |
258.97 |
13.0% |
19.12 |
1.0% |
99% |
True |
False |
|
| 100 |
1,992.55 |
1,710.97 |
281.58 |
14.2% |
20.34 |
1.0% |
99% |
True |
False |
|
| 120 |
1,992.55 |
1,710.97 |
281.58 |
14.2% |
20.50 |
1.0% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,035.82 |
|
2.618 |
2,019.20 |
|
1.618 |
2,009.02 |
|
1.000 |
2,002.73 |
|
0.618 |
1,998.84 |
|
HIGH |
1,992.55 |
|
0.618 |
1,988.66 |
|
0.500 |
1,987.46 |
|
0.382 |
1,986.26 |
|
LOW |
1,982.37 |
|
0.618 |
1,976.08 |
|
1.000 |
1,972.19 |
|
1.618 |
1,965.90 |
|
2.618 |
1,955.72 |
|
4.250 |
1,939.11 |
|
|