| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1,979.13 |
1,968.98 |
-10.15 |
-0.5% |
1,943.28 |
| High |
1,989.35 |
1,984.67 |
-4.68 |
-0.2% |
1,989.43 |
| Low |
1,970.36 |
1,965.61 |
-4.75 |
-0.2% |
1,939.74 |
| Close |
1,971.89 |
1,984.08 |
12.19 |
0.6% |
1,988.31 |
| Range |
18.99 |
19.06 |
0.07 |
0.4% |
49.69 |
| ATR |
20.14 |
20.06 |
-0.08 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,035.30 |
2,028.75 |
1,994.56 |
|
| R3 |
2,016.24 |
2,009.69 |
1,989.32 |
|
| R2 |
1,997.18 |
1,997.18 |
1,987.57 |
|
| R1 |
1,990.63 |
1,990.63 |
1,985.83 |
1,993.91 |
| PP |
1,978.12 |
1,978.12 |
1,978.12 |
1,979.76 |
| S1 |
1,971.57 |
1,971.57 |
1,982.33 |
1,974.85 |
| S2 |
1,959.06 |
1,959.06 |
1,980.59 |
|
| S3 |
1,940.00 |
1,952.51 |
1,978.84 |
|
| S4 |
1,920.94 |
1,933.45 |
1,973.60 |
|
|
| 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 |
1,964.49 |
28.06 |
1.4% |
16.57 |
0.8% |
70% |
False |
False |
|
| 10 |
1,992.55 |
1,899.92 |
92.63 |
4.7% |
18.35 |
0.9% |
91% |
False |
False |
|
| 20 |
1,992.55 |
1,892.55 |
100.00 |
5.0% |
19.11 |
1.0% |
92% |
False |
False |
|
| 40 |
1,992.55 |
1,866.98 |
125.57 |
6.3% |
20.16 |
1.0% |
93% |
False |
False |
|
| 60 |
1,992.55 |
1,819.31 |
173.24 |
8.7% |
19.35 |
1.0% |
95% |
False |
False |
|
| 80 |
1,992.55 |
1,747.05 |
245.50 |
12.4% |
19.23 |
1.0% |
97% |
False |
False |
|
| 100 |
1,992.55 |
1,710.97 |
281.58 |
14.2% |
20.34 |
1.0% |
97% |
False |
False |
|
| 120 |
1,992.55 |
1,710.97 |
281.58 |
14.2% |
20.38 |
1.0% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,065.68 |
|
2.618 |
2,034.57 |
|
1.618 |
2,015.51 |
|
1.000 |
2,003.73 |
|
0.618 |
1,996.45 |
|
HIGH |
1,984.67 |
|
0.618 |
1,977.39 |
|
0.500 |
1,975.14 |
|
0.382 |
1,972.89 |
|
LOW |
1,965.61 |
|
0.618 |
1,953.83 |
|
1.000 |
1,946.55 |
|
1.618 |
1,934.77 |
|
2.618 |
1,915.71 |
|
4.250 |
1,884.61 |
|
|