| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,921.95 |
1,928.65 |
6.70 |
0.3% |
1,891.07 |
| High |
1,935.85 |
1,932.94 |
-2.91 |
-0.2% |
1,940.81 |
| Low |
1,920.21 |
1,916.38 |
-3.83 |
-0.2% |
1,884.45 |
| Close |
1,933.73 |
1,932.35 |
-1.38 |
-0.1% |
1,928.26 |
| Range |
15.64 |
16.56 |
0.92 |
5.9% |
56.36 |
| ATR |
20.28 |
20.07 |
-0.21 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,976.90 |
1,971.19 |
1,941.46 |
|
| R3 |
1,960.34 |
1,954.63 |
1,936.90 |
|
| R2 |
1,943.78 |
1,943.78 |
1,935.39 |
|
| R1 |
1,938.07 |
1,938.07 |
1,933.87 |
1,940.93 |
| PP |
1,927.22 |
1,927.22 |
1,927.22 |
1,928.65 |
| S1 |
1,921.51 |
1,921.51 |
1,930.83 |
1,924.37 |
| S2 |
1,910.66 |
1,910.66 |
1,929.31 |
|
| S3 |
1,894.10 |
1,904.95 |
1,927.80 |
|
| S4 |
1,877.54 |
1,888.39 |
1,923.24 |
|
|
| 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 |
1,884.45 |
56.36 |
2.9% |
18.56 |
1.0% |
85% |
False |
False |
|
| 10 |
1,940.81 |
1,869.51 |
71.30 |
3.7% |
20.44 |
1.1% |
88% |
False |
False |
|
| 20 |
1,940.81 |
1,866.98 |
73.83 |
3.8% |
20.79 |
1.1% |
89% |
False |
False |
|
| 40 |
1,940.81 |
1,788.40 |
152.41 |
7.9% |
18.59 |
1.0% |
94% |
False |
False |
|
| 60 |
1,940.81 |
1,711.28 |
229.53 |
11.9% |
19.08 |
1.0% |
96% |
False |
False |
|
| 80 |
1,940.81 |
1,710.97 |
229.84 |
11.9% |
20.37 |
1.1% |
96% |
False |
False |
|
| 100 |
1,940.81 |
1,710.97 |
229.84 |
11.9% |
20.43 |
1.1% |
96% |
False |
False |
|
| 120 |
1,940.81 |
1,710.97 |
229.84 |
11.9% |
21.00 |
1.1% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,003.32 |
|
2.618 |
1,976.29 |
|
1.618 |
1,959.73 |
|
1.000 |
1,949.50 |
|
0.618 |
1,943.17 |
|
HIGH |
1,932.94 |
|
0.618 |
1,926.61 |
|
0.500 |
1,924.66 |
|
0.382 |
1,922.71 |
|
LOW |
1,916.38 |
|
0.618 |
1,906.15 |
|
1.000 |
1,899.82 |
|
1.618 |
1,889.59 |
|
2.618 |
1,873.03 |
|
4.250 |
1,846.00 |
|
|