| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,908.66 |
1,884.66 |
-24.00 |
-1.3% |
1,921.95 |
| High |
1,918.82 |
1,906.79 |
-12.03 |
-0.6% |
1,935.85 |
| Low |
1,882.17 |
1,876.52 |
-5.65 |
-0.3% |
1,876.52 |
| Close |
1,882.17 |
1,906.26 |
24.09 |
1.3% |
1,906.26 |
| Range |
36.65 |
30.27 |
-6.38 |
-17.4% |
59.33 |
| ATR |
21.49 |
22.11 |
0.63 |
2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,987.33 |
1,977.07 |
1,922.91 |
|
| R3 |
1,957.06 |
1,946.80 |
1,914.58 |
|
| R2 |
1,926.79 |
1,926.79 |
1,911.81 |
|
| R1 |
1,916.53 |
1,916.53 |
1,909.03 |
1,921.66 |
| PP |
1,896.52 |
1,896.52 |
1,896.52 |
1,899.09 |
| S1 |
1,886.26 |
1,886.26 |
1,903.49 |
1,891.39 |
| S2 |
1,866.25 |
1,866.25 |
1,900.71 |
|
| S3 |
1,835.98 |
1,855.99 |
1,897.94 |
|
| S4 |
1,805.71 |
1,825.72 |
1,889.61 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,084.20 |
2,054.56 |
1,938.89 |
|
| R3 |
2,024.87 |
1,995.23 |
1,922.58 |
|
| R2 |
1,965.54 |
1,965.54 |
1,917.14 |
|
| R1 |
1,935.90 |
1,935.90 |
1,911.70 |
1,921.06 |
| PP |
1,906.21 |
1,906.21 |
1,906.21 |
1,898.79 |
| S1 |
1,876.57 |
1,876.57 |
1,900.82 |
1,861.73 |
| S2 |
1,846.88 |
1,846.88 |
1,895.38 |
|
| S3 |
1,787.55 |
1,817.24 |
1,889.94 |
|
| S4 |
1,728.22 |
1,757.91 |
1,873.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,935.85 |
1,876.52 |
59.33 |
3.1% |
22.97 |
1.2% |
50% |
False |
True |
|
| 10 |
1,940.81 |
1,876.52 |
64.29 |
3.4% |
20.75 |
1.1% |
46% |
False |
True |
|
| 20 |
1,940.81 |
1,866.98 |
73.83 |
3.9% |
21.65 |
1.1% |
53% |
False |
False |
|
| 40 |
1,940.81 |
1,801.89 |
138.92 |
7.3% |
19.18 |
1.0% |
75% |
False |
False |
|
| 60 |
1,940.81 |
1,733.58 |
207.23 |
10.9% |
19.09 |
1.0% |
83% |
False |
False |
|
| 80 |
1,940.81 |
1,710.97 |
229.84 |
12.1% |
20.62 |
1.1% |
85% |
False |
False |
|
| 100 |
1,940.81 |
1,710.97 |
229.84 |
12.1% |
20.76 |
1.1% |
85% |
False |
False |
|
| 120 |
1,940.81 |
1,710.97 |
229.84 |
12.1% |
21.14 |
1.1% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,035.44 |
|
2.618 |
1,986.04 |
|
1.618 |
1,955.77 |
|
1.000 |
1,937.06 |
|
0.618 |
1,925.50 |
|
HIGH |
1,906.79 |
|
0.618 |
1,895.23 |
|
0.500 |
1,891.66 |
|
0.382 |
1,888.08 |
|
LOW |
1,876.52 |
|
0.618 |
1,857.81 |
|
1.000 |
1,846.25 |
|
1.618 |
1,827.54 |
|
2.618 |
1,797.27 |
|
4.250 |
1,747.87 |
|
|