| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,924.43 |
1,908.66 |
-15.77 |
-0.8% |
1,891.07 |
| High |
1,924.51 |
1,918.82 |
-5.69 |
-0.3% |
1,940.81 |
| Low |
1,908.80 |
1,882.17 |
-26.63 |
-1.4% |
1,884.45 |
| Close |
1,914.85 |
1,882.17 |
-32.68 |
-1.7% |
1,928.26 |
| Range |
15.71 |
36.65 |
20.94 |
133.3% |
56.36 |
| ATR |
20.32 |
21.49 |
1.17 |
5.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,004.34 |
1,979.90 |
1,902.33 |
|
| R3 |
1,967.69 |
1,943.25 |
1,892.25 |
|
| R2 |
1,931.04 |
1,931.04 |
1,888.89 |
|
| R1 |
1,906.60 |
1,906.60 |
1,885.53 |
1,900.50 |
| PP |
1,894.39 |
1,894.39 |
1,894.39 |
1,891.33 |
| S1 |
1,869.95 |
1,869.95 |
1,878.81 |
1,863.85 |
| S2 |
1,857.74 |
1,857.74 |
1,875.45 |
|
| S3 |
1,821.09 |
1,833.30 |
1,872.09 |
|
| S4 |
1,784.44 |
1,796.65 |
1,862.01 |
|
|
| 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 |
1,882.17 |
58.64 |
3.1% |
19.94 |
1.1% |
0% |
False |
True |
|
| 10 |
1,940.81 |
1,869.51 |
71.30 |
3.8% |
21.92 |
1.2% |
18% |
False |
False |
|
| 20 |
1,940.81 |
1,866.98 |
73.83 |
3.9% |
21.54 |
1.1% |
21% |
False |
False |
|
| 40 |
1,940.81 |
1,788.40 |
152.41 |
8.1% |
19.08 |
1.0% |
62% |
False |
False |
|
| 60 |
1,940.81 |
1,711.28 |
229.53 |
12.2% |
19.11 |
1.0% |
74% |
False |
False |
|
| 80 |
1,940.81 |
1,710.97 |
229.84 |
12.2% |
20.38 |
1.1% |
74% |
False |
False |
|
| 100 |
1,940.81 |
1,710.97 |
229.84 |
12.2% |
20.57 |
1.1% |
74% |
False |
False |
|
| 120 |
1,940.81 |
1,710.97 |
229.84 |
12.2% |
21.05 |
1.1% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,074.58 |
|
2.618 |
2,014.77 |
|
1.618 |
1,978.12 |
|
1.000 |
1,955.47 |
|
0.618 |
1,941.47 |
|
HIGH |
1,918.82 |
|
0.618 |
1,904.82 |
|
0.500 |
1,900.50 |
|
0.382 |
1,896.17 |
|
LOW |
1,882.17 |
|
0.618 |
1,859.52 |
|
1.000 |
1,845.52 |
|
1.618 |
1,822.87 |
|
2.618 |
1,786.22 |
|
4.250 |
1,726.41 |
|
|