| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,914.28 |
1,943.91 |
29.63 |
1.5% |
1,904.91 |
| High |
1,929.59 |
1,946.70 |
17.11 |
0.9% |
1,946.70 |
| Low |
1,913.53 |
1,937.99 |
24.46 |
1.3% |
1,887.77 |
| Close |
1,924.54 |
1,942.41 |
17.87 |
0.9% |
1,942.41 |
| Range |
16.06 |
8.71 |
-7.35 |
-45.8% |
58.93 |
| ATR |
21.52 |
21.57 |
0.05 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,968.50 |
1,964.16 |
1,947.20 |
|
| R3 |
1,959.79 |
1,955.45 |
1,944.81 |
|
| R2 |
1,951.08 |
1,951.08 |
1,944.01 |
|
| R1 |
1,946.74 |
1,946.74 |
1,943.21 |
1,944.56 |
| PP |
1,942.37 |
1,942.37 |
1,942.37 |
1,941.27 |
| S1 |
1,938.03 |
1,938.03 |
1,941.61 |
1,935.85 |
| S2 |
1,933.66 |
1,933.66 |
1,940.81 |
|
| S3 |
1,924.95 |
1,929.32 |
1,940.01 |
|
| S4 |
1,916.24 |
1,920.61 |
1,937.62 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.42 |
2,081.34 |
1,974.82 |
|
| R3 |
2,043.49 |
2,022.41 |
1,958.62 |
|
| R2 |
1,984.56 |
1,984.56 |
1,953.21 |
|
| R1 |
1,963.48 |
1,963.48 |
1,947.81 |
1,974.02 |
| PP |
1,925.63 |
1,925.63 |
1,925.63 |
1,930.90 |
| S1 |
1,904.55 |
1,904.55 |
1,937.01 |
1,915.09 |
| S2 |
1,866.70 |
1,866.70 |
1,931.61 |
|
| S3 |
1,807.77 |
1,845.62 |
1,926.20 |
|
| S4 |
1,748.84 |
1,786.69 |
1,910.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,946.70 |
1,887.77 |
58.93 |
3.0% |
17.23 |
0.9% |
93% |
True |
False |
|
| 10 |
1,946.70 |
1,876.52 |
70.18 |
3.6% |
20.10 |
1.0% |
94% |
True |
False |
|
| 20 |
1,946.70 |
1,869.51 |
77.19 |
4.0% |
20.37 |
1.0% |
94% |
True |
False |
|
| 40 |
1,946.70 |
1,838.77 |
107.93 |
5.6% |
19.47 |
1.0% |
96% |
True |
False |
|
| 60 |
1,946.70 |
1,753.43 |
193.27 |
10.0% |
18.78 |
1.0% |
98% |
True |
False |
|
| 80 |
1,946.70 |
1,710.97 |
235.73 |
12.1% |
20.59 |
1.1% |
98% |
True |
False |
|
| 100 |
1,946.70 |
1,710.97 |
235.73 |
12.1% |
20.47 |
1.1% |
98% |
True |
False |
|
| 120 |
1,946.70 |
1,710.97 |
235.73 |
12.1% |
20.84 |
1.1% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,983.72 |
|
2.618 |
1,969.50 |
|
1.618 |
1,960.79 |
|
1.000 |
1,955.41 |
|
0.618 |
1,952.08 |
|
HIGH |
1,946.70 |
|
0.618 |
1,943.37 |
|
0.500 |
1,942.35 |
|
0.382 |
1,941.32 |
|
LOW |
1,937.99 |
|
0.618 |
1,932.61 |
|
1.000 |
1,929.28 |
|
1.618 |
1,923.90 |
|
2.618 |
1,915.19 |
|
4.250 |
1,900.97 |
|
|