| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,852.83 |
1,821.93 |
-30.90 |
-1.7% |
1,936.71 |
| High |
1,863.32 |
1,864.07 |
0.75 |
0.0% |
1,951.49 |
| Low |
1,837.09 |
1,817.08 |
-20.01 |
-1.1% |
1,829.30 |
| Close |
1,837.09 |
1,862.71 |
25.62 |
1.4% |
1,855.72 |
| Range |
26.23 |
46.99 |
20.76 |
79.1% |
122.19 |
| ATR |
41.44 |
41.84 |
0.40 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,988.92 |
1,972.81 |
1,888.55 |
|
| R3 |
1,941.93 |
1,925.82 |
1,875.63 |
|
| R2 |
1,894.94 |
1,894.94 |
1,871.32 |
|
| R1 |
1,878.83 |
1,878.83 |
1,867.02 |
1,886.89 |
| PP |
1,847.95 |
1,847.95 |
1,847.95 |
1,851.98 |
| S1 |
1,831.84 |
1,831.84 |
1,858.40 |
1,839.90 |
| S2 |
1,800.96 |
1,800.96 |
1,854.10 |
|
| S3 |
1,753.97 |
1,784.85 |
1,849.79 |
|
| S4 |
1,706.98 |
1,737.86 |
1,836.87 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,245.41 |
2,172.75 |
1,922.92 |
|
| R3 |
2,123.22 |
2,050.56 |
1,889.32 |
|
| R2 |
2,001.03 |
2,001.03 |
1,878.12 |
|
| R1 |
1,928.37 |
1,928.37 |
1,866.92 |
1,903.61 |
| PP |
1,878.84 |
1,878.84 |
1,878.84 |
1,866.45 |
| S1 |
1,806.18 |
1,806.18 |
1,844.52 |
1,781.42 |
| S2 |
1,756.65 |
1,756.65 |
1,833.32 |
|
| S3 |
1,634.46 |
1,683.99 |
1,822.12 |
|
| S4 |
1,512.27 |
1,561.80 |
1,788.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,951.49 |
1,817.08 |
134.41 |
7.2% |
38.84 |
2.1% |
34% |
False |
True |
|
| 10 |
1,991.25 |
1,817.08 |
174.17 |
9.4% |
38.48 |
2.1% |
26% |
False |
True |
|
| 20 |
2,055.82 |
1,817.08 |
238.74 |
12.8% |
39.36 |
2.1% |
19% |
False |
True |
|
| 40 |
2,055.82 |
1,817.08 |
238.74 |
12.8% |
36.40 |
2.0% |
19% |
False |
True |
|
| 60 |
2,055.82 |
1,776.60 |
279.22 |
15.0% |
34.73 |
1.9% |
31% |
False |
False |
|
| 80 |
2,055.82 |
1,668.57 |
387.25 |
20.8% |
36.33 |
2.0% |
50% |
False |
False |
|
| 100 |
2,055.82 |
1,668.57 |
387.25 |
20.8% |
36.20 |
1.9% |
50% |
False |
False |
|
| 120 |
2,055.82 |
1,668.57 |
387.25 |
20.8% |
38.58 |
2.1% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,063.78 |
|
2.618 |
1,987.09 |
|
1.618 |
1,940.10 |
|
1.000 |
1,911.06 |
|
0.618 |
1,893.11 |
|
HIGH |
1,864.07 |
|
0.618 |
1,846.12 |
|
0.500 |
1,840.58 |
|
0.382 |
1,835.03 |
|
LOW |
1,817.08 |
|
0.618 |
1,788.04 |
|
1.000 |
1,770.09 |
|
1.618 |
1,741.05 |
|
2.618 |
1,694.06 |
|
4.250 |
1,617.37 |
|
|