| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,922.32 |
1,936.78 |
14.46 |
0.8% |
1,947.79 |
| High |
1,943.42 |
1,940.28 |
-3.14 |
-0.2% |
1,948.58 |
| Low |
1,915.77 |
1,917.52 |
1.75 |
0.1% |
1,915.77 |
| Close |
1,941.32 |
1,921.94 |
-19.38 |
-1.0% |
1,921.94 |
| Range |
27.65 |
22.76 |
-4.89 |
-17.7% |
32.81 |
| ATR |
21.13 |
21.32 |
0.19 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,994.86 |
1,981.16 |
1,934.46 |
|
| R3 |
1,972.10 |
1,958.40 |
1,928.20 |
|
| R2 |
1,949.34 |
1,949.34 |
1,926.11 |
|
| R1 |
1,935.64 |
1,935.64 |
1,924.03 |
1,931.11 |
| PP |
1,926.58 |
1,926.58 |
1,926.58 |
1,924.32 |
| S1 |
1,912.88 |
1,912.88 |
1,919.85 |
1,908.35 |
| S2 |
1,903.82 |
1,903.82 |
1,917.77 |
|
| S3 |
1,881.06 |
1,890.12 |
1,915.68 |
|
| S4 |
1,858.30 |
1,867.36 |
1,909.42 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,027.19 |
2,007.38 |
1,939.99 |
|
| R3 |
1,994.38 |
1,974.57 |
1,930.96 |
|
| R2 |
1,961.57 |
1,961.57 |
1,927.96 |
|
| R1 |
1,941.76 |
1,941.76 |
1,924.95 |
1,935.26 |
| PP |
1,928.76 |
1,928.76 |
1,928.76 |
1,925.52 |
| S1 |
1,908.95 |
1,908.95 |
1,918.93 |
1,902.45 |
| S2 |
1,895.95 |
1,895.95 |
1,915.92 |
|
| S3 |
1,863.14 |
1,876.14 |
1,912.92 |
|
| S4 |
1,830.33 |
1,843.33 |
1,903.89 |
|
|
| 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% |
19.91 |
1.0% |
19% |
False |
False |
|
| 10 |
1,948.58 |
1,887.77 |
60.81 |
3.2% |
18.57 |
1.0% |
56% |
False |
False |
|
| 20 |
1,948.58 |
1,876.52 |
72.06 |
3.7% |
19.66 |
1.0% |
63% |
False |
False |
|
| 40 |
1,948.58 |
1,857.33 |
91.25 |
4.7% |
19.85 |
1.0% |
71% |
False |
False |
|
| 60 |
1,948.58 |
1,753.43 |
195.15 |
10.2% |
19.04 |
1.0% |
86% |
False |
False |
|
| 80 |
1,948.58 |
1,710.97 |
237.61 |
12.4% |
19.93 |
1.0% |
89% |
False |
False |
|
| 100 |
1,948.58 |
1,710.97 |
237.61 |
12.4% |
20.37 |
1.1% |
89% |
False |
False |
|
| 120 |
1,948.58 |
1,710.97 |
237.61 |
12.4% |
21.07 |
1.1% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,037.01 |
|
2.618 |
1,999.87 |
|
1.618 |
1,977.11 |
|
1.000 |
1,963.04 |
|
0.618 |
1,954.35 |
|
HIGH |
1,940.28 |
|
0.618 |
1,931.59 |
|
0.500 |
1,928.90 |
|
0.382 |
1,926.21 |
|
LOW |
1,917.52 |
|
0.618 |
1,903.45 |
|
1.000 |
1,894.76 |
|
1.618 |
1,880.69 |
|
2.618 |
1,857.93 |
|
4.250 |
1,820.79 |
|
|