| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2006 |
09-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
1,555.85 |
1,567.92 |
12.07 |
0.8% |
1,606.11 |
| High |
1,566.59 |
1,575.12 |
8.53 |
0.5% |
1,608.38 |
| Low |
1,525.78 |
1,550.14 |
24.36 |
1.6% |
1,525.78 |
| Close |
1,561.55 |
1,550.97 |
-10.58 |
-0.7% |
1,550.97 |
| Range |
40.81 |
24.98 |
-15.83 |
-38.8% |
82.60 |
| ATR |
26.54 |
26.43 |
-0.11 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,633.68 |
1,617.31 |
1,564.71 |
|
| R3 |
1,608.70 |
1,592.33 |
1,557.84 |
|
| R2 |
1,583.72 |
1,583.72 |
1,555.55 |
|
| R1 |
1,567.35 |
1,567.35 |
1,553.26 |
1,563.05 |
| PP |
1,558.74 |
1,558.74 |
1,558.74 |
1,556.59 |
| S1 |
1,542.37 |
1,542.37 |
1,548.68 |
1,538.07 |
| S2 |
1,533.76 |
1,533.76 |
1,546.39 |
|
| S3 |
1,508.78 |
1,517.39 |
1,544.10 |
|
| S4 |
1,483.80 |
1,492.41 |
1,537.23 |
|
|
| Weekly Pivots for week ending 09-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,809.51 |
1,762.84 |
1,596.40 |
|
| R3 |
1,726.91 |
1,680.24 |
1,573.69 |
|
| R2 |
1,644.31 |
1,644.31 |
1,566.11 |
|
| R1 |
1,597.64 |
1,597.64 |
1,558.54 |
1,579.68 |
| PP |
1,561.71 |
1,561.71 |
1,561.71 |
1,552.73 |
| S1 |
1,515.04 |
1,515.04 |
1,543.40 |
1,497.08 |
| S2 |
1,479.11 |
1,479.11 |
1,535.83 |
|
| S3 |
1,396.51 |
1,432.44 |
1,528.26 |
|
| S4 |
1,313.91 |
1,349.84 |
1,505.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,608.38 |
1,525.78 |
82.60 |
5.3% |
29.75 |
1.9% |
30% |
False |
False |
|
| 10 |
1,626.29 |
1,525.78 |
100.51 |
6.5% |
27.14 |
1.8% |
25% |
False |
False |
|
| 20 |
1,652.26 |
1,525.78 |
126.48 |
8.2% |
25.83 |
1.7% |
20% |
False |
False |
|
| 40 |
1,741.35 |
1,525.78 |
215.57 |
13.9% |
23.12 |
1.5% |
12% |
False |
False |
|
| 60 |
1,750.23 |
1,525.78 |
224.45 |
14.5% |
22.00 |
1.4% |
11% |
False |
False |
|
| 80 |
1,750.23 |
1,525.78 |
224.45 |
14.5% |
21.75 |
1.4% |
11% |
False |
False |
|
| 100 |
1,750.23 |
1,525.78 |
224.45 |
14.5% |
21.74 |
1.4% |
11% |
False |
False |
|
| 120 |
1,761.46 |
1,525.78 |
235.68 |
15.2% |
21.12 |
1.4% |
11% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,681.29 |
|
2.618 |
1,640.52 |
|
1.618 |
1,615.54 |
|
1.000 |
1,600.10 |
|
0.618 |
1,590.56 |
|
HIGH |
1,575.12 |
|
0.618 |
1,565.58 |
|
0.500 |
1,562.63 |
|
0.382 |
1,559.68 |
|
LOW |
1,550.14 |
|
0.618 |
1,534.70 |
|
1.000 |
1,525.16 |
|
1.618 |
1,509.72 |
|
2.618 |
1,484.74 |
|
4.250 |
1,443.98 |
|
|