| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,945.06 |
1,922.32 |
-22.74 |
-1.2% |
1,904.91 |
| High |
1,948.58 |
1,943.42 |
-5.16 |
-0.3% |
1,946.70 |
| Low |
1,922.07 |
1,915.77 |
-6.30 |
-0.3% |
1,887.77 |
| Close |
1,922.12 |
1,941.32 |
19.20 |
1.0% |
1,942.41 |
| Range |
26.51 |
27.65 |
1.14 |
4.3% |
58.93 |
| ATR |
20.62 |
21.13 |
0.50 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,016.45 |
2,006.54 |
1,956.53 |
|
| R3 |
1,988.80 |
1,978.89 |
1,948.92 |
|
| R2 |
1,961.15 |
1,961.15 |
1,946.39 |
|
| R1 |
1,951.24 |
1,951.24 |
1,943.85 |
1,956.20 |
| PP |
1,933.50 |
1,933.50 |
1,933.50 |
1,935.98 |
| S1 |
1,923.59 |
1,923.59 |
1,938.79 |
1,928.55 |
| S2 |
1,905.85 |
1,905.85 |
1,936.25 |
|
| S3 |
1,878.20 |
1,895.94 |
1,933.72 |
|
| S4 |
1,850.55 |
1,868.29 |
1,926.11 |
|
|
| 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 |
1,915.77 |
32.81 |
1.7% |
17.10 |
0.9% |
78% |
False |
True |
|
| 10 |
1,948.58 |
1,876.52 |
72.06 |
3.7% |
19.32 |
1.0% |
90% |
False |
False |
|
| 20 |
1,948.58 |
1,869.51 |
79.07 |
4.1% |
20.62 |
1.1% |
91% |
False |
False |
|
| 40 |
1,948.58 |
1,857.33 |
91.25 |
4.7% |
19.60 |
1.0% |
92% |
False |
False |
|
| 60 |
1,948.58 |
1,753.43 |
195.15 |
10.1% |
18.98 |
1.0% |
96% |
False |
False |
|
| 80 |
1,948.58 |
1,710.97 |
237.61 |
12.2% |
20.05 |
1.0% |
97% |
False |
False |
|
| 100 |
1,948.58 |
1,710.97 |
237.61 |
12.2% |
20.25 |
1.0% |
97% |
False |
False |
|
| 120 |
1,948.58 |
1,710.97 |
237.61 |
12.2% |
20.98 |
1.1% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,060.93 |
|
2.618 |
2,015.81 |
|
1.618 |
1,988.16 |
|
1.000 |
1,971.07 |
|
0.618 |
1,960.51 |
|
HIGH |
1,943.42 |
|
0.618 |
1,932.86 |
|
0.500 |
1,929.60 |
|
0.382 |
1,926.33 |
|
LOW |
1,915.77 |
|
0.618 |
1,898.68 |
|
1.000 |
1,888.12 |
|
1.618 |
1,871.03 |
|
2.618 |
1,843.38 |
|
4.250 |
1,798.26 |
|
|