| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2006 |
08-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
1,578.77 |
1,555.85 |
-22.92 |
-1.5% |
1,599.11 |
| High |
1,592.37 |
1,566.59 |
-25.78 |
-1.6% |
1,626.29 |
| Low |
1,563.95 |
1,525.78 |
-38.17 |
-2.4% |
1,568.22 |
| Close |
1,565.22 |
1,561.55 |
-3.67 |
-0.2% |
1,612.90 |
| Range |
28.42 |
40.81 |
12.39 |
43.6% |
58.07 |
| ATR |
25.44 |
26.54 |
1.10 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,673.74 |
1,658.45 |
1,584.00 |
|
| R3 |
1,632.93 |
1,617.64 |
1,572.77 |
|
| R2 |
1,592.12 |
1,592.12 |
1,569.03 |
|
| R1 |
1,576.83 |
1,576.83 |
1,565.29 |
1,584.48 |
| PP |
1,551.31 |
1,551.31 |
1,551.31 |
1,555.13 |
| S1 |
1,536.02 |
1,536.02 |
1,557.81 |
1,543.67 |
| S2 |
1,510.50 |
1,510.50 |
1,554.07 |
|
| S3 |
1,469.69 |
1,495.21 |
1,550.33 |
|
| S4 |
1,428.88 |
1,454.40 |
1,539.10 |
|
|
| Weekly Pivots for week ending 02-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,776.68 |
1,752.86 |
1,644.84 |
|
| R3 |
1,718.61 |
1,694.79 |
1,628.87 |
|
| R2 |
1,660.54 |
1,660.54 |
1,623.55 |
|
| R1 |
1,636.72 |
1,636.72 |
1,618.22 |
1,648.63 |
| PP |
1,602.47 |
1,602.47 |
1,602.47 |
1,608.43 |
| S1 |
1,578.65 |
1,578.65 |
1,607.58 |
1,590.56 |
| S2 |
1,544.40 |
1,544.40 |
1,602.25 |
|
| S3 |
1,486.33 |
1,520.58 |
1,596.93 |
|
| S4 |
1,428.26 |
1,462.51 |
1,580.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,626.29 |
1,525.78 |
100.51 |
6.4% |
30.18 |
1.9% |
36% |
False |
True |
|
| 10 |
1,626.29 |
1,525.78 |
100.51 |
6.4% |
26.74 |
1.7% |
36% |
False |
True |
|
| 20 |
1,694.47 |
1,525.78 |
168.69 |
10.8% |
26.61 |
1.7% |
21% |
False |
True |
|
| 40 |
1,741.35 |
1,525.78 |
215.57 |
13.8% |
22.74 |
1.5% |
17% |
False |
True |
|
| 60 |
1,750.23 |
1,525.78 |
224.45 |
14.4% |
21.83 |
1.4% |
16% |
False |
True |
|
| 80 |
1,750.23 |
1,525.78 |
224.45 |
14.4% |
21.74 |
1.4% |
16% |
False |
True |
|
| 100 |
1,750.23 |
1,525.78 |
224.45 |
14.4% |
21.60 |
1.4% |
16% |
False |
True |
|
| 120 |
1,761.46 |
1,525.78 |
235.68 |
15.1% |
21.06 |
1.3% |
15% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,740.03 |
|
2.618 |
1,673.43 |
|
1.618 |
1,632.62 |
|
1.000 |
1,607.40 |
|
0.618 |
1,591.81 |
|
HIGH |
1,566.59 |
|
0.618 |
1,551.00 |
|
0.500 |
1,546.19 |
|
0.382 |
1,541.37 |
|
LOW |
1,525.78 |
|
0.618 |
1,500.56 |
|
1.000 |
1,484.97 |
|
1.618 |
1,459.75 |
|
2.618 |
1,418.94 |
|
4.250 |
1,352.34 |
|
|