| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,892.13 |
1,897.79 |
5.66 |
0.3% |
1,921.95 |
| High |
1,911.14 |
1,913.87 |
2.73 |
0.1% |
1,935.85 |
| Low |
1,887.77 |
1,892.55 |
4.78 |
0.3% |
1,876.52 |
| Close |
1,890.67 |
1,913.87 |
23.20 |
1.2% |
1,906.26 |
| Range |
23.37 |
21.32 |
-2.05 |
-8.8% |
59.33 |
| ATR |
21.84 |
21.94 |
0.10 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,970.72 |
1,963.62 |
1,925.60 |
|
| R3 |
1,949.40 |
1,942.30 |
1,919.73 |
|
| R2 |
1,928.08 |
1,928.08 |
1,917.78 |
|
| R1 |
1,920.98 |
1,920.98 |
1,915.82 |
1,924.53 |
| PP |
1,906.76 |
1,906.76 |
1,906.76 |
1,908.54 |
| S1 |
1,899.66 |
1,899.66 |
1,911.92 |
1,903.21 |
| S2 |
1,885.44 |
1,885.44 |
1,909.96 |
|
| S3 |
1,864.12 |
1,878.34 |
1,908.01 |
|
| S4 |
1,842.80 |
1,857.02 |
1,902.14 |
|
|
| 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 |
1,918.82 |
1,876.52 |
42.30 |
2.2% |
25.66 |
1.3% |
88% |
False |
False |
|
| 10 |
1,940.81 |
1,876.52 |
64.29 |
3.4% |
20.32 |
1.1% |
58% |
False |
False |
|
| 20 |
1,940.81 |
1,866.98 |
73.83 |
3.9% |
20.89 |
1.1% |
64% |
False |
False |
|
| 40 |
1,940.81 |
1,819.31 |
121.50 |
6.3% |
19.78 |
1.0% |
78% |
False |
False |
|
| 60 |
1,940.81 |
1,753.43 |
187.38 |
9.8% |
19.33 |
1.0% |
86% |
False |
False |
|
| 80 |
1,940.81 |
1,710.97 |
229.84 |
12.0% |
20.80 |
1.1% |
88% |
False |
False |
|
| 100 |
1,940.81 |
1,710.97 |
229.84 |
12.0% |
20.70 |
1.1% |
88% |
False |
False |
|
| 120 |
1,940.81 |
1,710.97 |
229.84 |
12.0% |
21.00 |
1.1% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,004.48 |
|
2.618 |
1,969.69 |
|
1.618 |
1,948.37 |
|
1.000 |
1,935.19 |
|
0.618 |
1,927.05 |
|
HIGH |
1,913.87 |
|
0.618 |
1,905.73 |
|
0.500 |
1,903.21 |
|
0.382 |
1,900.69 |
|
LOW |
1,892.55 |
|
0.618 |
1,879.37 |
|
1.000 |
1,871.23 |
|
1.618 |
1,858.05 |
|
2.618 |
1,836.73 |
|
4.250 |
1,801.94 |
|
|