| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,989.76 |
1,979.13 |
-10.63 |
-0.5% |
1,943.28 |
| High |
1,992.55 |
1,989.35 |
-3.20 |
-0.2% |
1,989.43 |
| Low |
1,982.37 |
1,970.36 |
-12.01 |
-0.6% |
1,939.74 |
| Close |
1,989.20 |
1,971.89 |
-17.31 |
-0.9% |
1,988.31 |
| Range |
10.18 |
18.99 |
8.81 |
86.5% |
49.69 |
| ATR |
20.23 |
20.14 |
-0.09 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,034.17 |
2,022.02 |
1,982.33 |
|
| R3 |
2,015.18 |
2,003.03 |
1,977.11 |
|
| R2 |
1,996.19 |
1,996.19 |
1,975.37 |
|
| R1 |
1,984.04 |
1,984.04 |
1,973.63 |
1,980.62 |
| PP |
1,977.20 |
1,977.20 |
1,977.20 |
1,975.49 |
| S1 |
1,965.05 |
1,965.05 |
1,970.15 |
1,961.63 |
| S2 |
1,958.21 |
1,958.21 |
1,968.41 |
|
| S3 |
1,939.22 |
1,946.06 |
1,966.67 |
|
| S4 |
1,920.23 |
1,927.07 |
1,961.45 |
|
|
| 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 |
1,953.93 |
38.62 |
2.0% |
15.02 |
0.8% |
47% |
False |
False |
|
| 10 |
1,992.55 |
1,899.92 |
92.63 |
4.7% |
18.77 |
1.0% |
78% |
False |
False |
|
| 20 |
1,992.55 |
1,887.77 |
104.78 |
5.3% |
19.33 |
1.0% |
80% |
False |
False |
|
| 40 |
1,992.55 |
1,866.98 |
125.57 |
6.4% |
20.38 |
1.0% |
84% |
False |
False |
|
| 60 |
1,992.55 |
1,819.31 |
173.24 |
8.8% |
19.23 |
1.0% |
88% |
False |
False |
|
| 80 |
1,992.55 |
1,733.58 |
258.97 |
13.1% |
19.20 |
1.0% |
92% |
False |
False |
|
| 100 |
1,992.55 |
1,710.97 |
281.58 |
14.3% |
20.26 |
1.0% |
93% |
False |
False |
|
| 120 |
1,992.55 |
1,710.97 |
281.58 |
14.3% |
20.51 |
1.0% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,070.06 |
|
2.618 |
2,039.07 |
|
1.618 |
2,020.08 |
|
1.000 |
2,008.34 |
|
0.618 |
2,001.09 |
|
HIGH |
1,989.35 |
|
0.618 |
1,982.10 |
|
0.500 |
1,979.86 |
|
0.382 |
1,977.61 |
|
LOW |
1,970.36 |
|
0.618 |
1,958.62 |
|
1.000 |
1,951.37 |
|
1.618 |
1,939.63 |
|
2.618 |
1,920.64 |
|
4.250 |
1,889.65 |
|
|