| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2007 |
20-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,939.07 |
1,945.06 |
5.99 |
0.3% |
1,904.91 |
| High |
1,946.88 |
1,948.58 |
1.70 |
0.1% |
1,946.70 |
| Low |
1,932.75 |
1,922.07 |
-10.68 |
-0.6% |
1,887.77 |
| Close |
1,941.75 |
1,922.12 |
-19.63 |
-1.0% |
1,942.41 |
| Range |
14.13 |
26.51 |
12.38 |
87.6% |
58.93 |
| ATR |
20.17 |
20.62 |
0.45 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,010.45 |
1,992.80 |
1,936.70 |
|
| R3 |
1,983.94 |
1,966.29 |
1,929.41 |
|
| R2 |
1,957.43 |
1,957.43 |
1,926.98 |
|
| R1 |
1,939.78 |
1,939.78 |
1,924.55 |
1,935.35 |
| PP |
1,930.92 |
1,930.92 |
1,930.92 |
1,928.71 |
| S1 |
1,913.27 |
1,913.27 |
1,919.69 |
1,908.84 |
| S2 |
1,904.41 |
1,904.41 |
1,917.26 |
|
| S3 |
1,877.90 |
1,886.76 |
1,914.83 |
|
| S4 |
1,851.39 |
1,860.25 |
1,907.54 |
|
|
| 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 |
1,948.58 |
1,913.53 |
35.05 |
1.8% |
14.79 |
0.8% |
25% |
True |
False |
|
| 10 |
1,948.58 |
1,876.52 |
72.06 |
3.7% |
20.22 |
1.1% |
63% |
True |
False |
|
| 20 |
1,948.58 |
1,869.51 |
79.07 |
4.1% |
20.32 |
1.1% |
67% |
True |
False |
|
| 40 |
1,948.58 |
1,857.33 |
91.25 |
4.7% |
19.52 |
1.0% |
71% |
True |
False |
|
| 60 |
1,948.58 |
1,753.43 |
195.15 |
10.2% |
18.70 |
1.0% |
86% |
True |
False |
|
| 80 |
1,948.58 |
1,710.97 |
237.61 |
12.4% |
20.42 |
1.1% |
89% |
True |
False |
|
| 100 |
1,948.58 |
1,710.97 |
237.61 |
12.4% |
20.17 |
1.0% |
89% |
True |
False |
|
| 120 |
1,948.58 |
1,710.97 |
237.61 |
12.4% |
20.85 |
1.1% |
89% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,061.25 |
|
2.618 |
2,017.98 |
|
1.618 |
1,991.47 |
|
1.000 |
1,975.09 |
|
0.618 |
1,964.96 |
|
HIGH |
1,948.58 |
|
0.618 |
1,938.45 |
|
0.500 |
1,935.33 |
|
0.382 |
1,932.20 |
|
LOW |
1,922.07 |
|
0.618 |
1,905.69 |
|
1.000 |
1,895.56 |
|
1.618 |
1,879.18 |
|
2.618 |
1,852.67 |
|
4.250 |
1,809.40 |
|
|