| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,923.56 |
1,934.74 |
11.18 |
0.6% |
1,891.07 |
| High |
1,931.10 |
1,940.81 |
9.71 |
0.5% |
1,940.81 |
| Low |
1,919.27 |
1,925.65 |
6.38 |
0.3% |
1,884.45 |
| Close |
1,928.19 |
1,928.26 |
0.07 |
0.0% |
1,928.26 |
| Range |
11.83 |
15.16 |
3.33 |
28.1% |
56.36 |
| ATR |
21.06 |
20.64 |
-0.42 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,977.05 |
1,967.82 |
1,936.60 |
|
| R3 |
1,961.89 |
1,952.66 |
1,932.43 |
|
| R2 |
1,946.73 |
1,946.73 |
1,931.04 |
|
| R1 |
1,937.50 |
1,937.50 |
1,929.65 |
1,934.54 |
| PP |
1,931.57 |
1,931.57 |
1,931.57 |
1,930.09 |
| S1 |
1,922.34 |
1,922.34 |
1,926.87 |
1,919.38 |
| S2 |
1,916.41 |
1,916.41 |
1,925.48 |
|
| S3 |
1,901.25 |
1,907.18 |
1,924.09 |
|
| S4 |
1,886.09 |
1,892.02 |
1,919.92 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.92 |
2,063.95 |
1,959.26 |
|
| R3 |
2,030.56 |
2,007.59 |
1,943.76 |
|
| R2 |
1,974.20 |
1,974.20 |
1,938.59 |
|
| R1 |
1,951.23 |
1,951.23 |
1,933.43 |
1,962.72 |
| PP |
1,917.84 |
1,917.84 |
1,917.84 |
1,923.58 |
| S1 |
1,894.87 |
1,894.87 |
1,923.09 |
1,906.36 |
| S2 |
1,861.48 |
1,861.48 |
1,917.93 |
|
| S3 |
1,805.12 |
1,838.51 |
1,912.76 |
|
| S4 |
1,748.76 |
1,782.15 |
1,897.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,940.81 |
1,877.73 |
63.08 |
3.3% |
18.53 |
1.0% |
80% |
True |
False |
|
| 10 |
1,940.81 |
1,869.51 |
71.30 |
3.7% |
20.64 |
1.1% |
82% |
True |
False |
|
| 20 |
1,940.81 |
1,866.98 |
73.83 |
3.8% |
20.42 |
1.1% |
83% |
True |
False |
|
| 40 |
1,940.81 |
1,788.40 |
152.41 |
7.9% |
18.49 |
1.0% |
92% |
True |
False |
|
| 60 |
1,940.81 |
1,711.28 |
229.53 |
11.9% |
19.25 |
1.0% |
95% |
True |
False |
|
| 80 |
1,940.81 |
1,710.97 |
229.84 |
11.9% |
20.40 |
1.1% |
95% |
True |
False |
|
| 100 |
1,940.81 |
1,710.97 |
229.84 |
11.9% |
20.69 |
1.1% |
95% |
True |
False |
|
| 120 |
1,940.81 |
1,710.97 |
229.84 |
11.9% |
21.26 |
1.1% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,005.24 |
|
2.618 |
1,980.50 |
|
1.618 |
1,965.34 |
|
1.000 |
1,955.97 |
|
0.618 |
1,950.18 |
|
HIGH |
1,940.81 |
|
0.618 |
1,935.02 |
|
0.500 |
1,933.23 |
|
0.382 |
1,931.44 |
|
LOW |
1,925.65 |
|
0.618 |
1,916.28 |
|
1.000 |
1,910.49 |
|
1.618 |
1,901.12 |
|
2.618 |
1,885.96 |
|
4.250 |
1,861.22 |
|
|