| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
2,028.25 |
2,026.58 |
-1.67 |
-0.1% |
1,965.00 |
| High |
2,040.97 |
2,028.04 |
-12.93 |
-0.6% |
2,040.97 |
| Low |
2,022.16 |
1,989.33 |
-32.83 |
-1.6% |
1,963.05 |
| Close |
2,032.57 |
2,006.84 |
-25.73 |
-1.3% |
2,032.57 |
| Range |
18.81 |
38.71 |
19.90 |
105.8% |
77.92 |
| ATR |
33.56 |
34.25 |
0.69 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.20 |
2,104.23 |
2,028.13 |
|
| R3 |
2,085.49 |
2,065.52 |
2,017.49 |
|
| R2 |
2,046.78 |
2,046.78 |
2,013.94 |
|
| R1 |
2,026.81 |
2,026.81 |
2,010.39 |
2,017.44 |
| PP |
2,008.07 |
2,008.07 |
2,008.07 |
2,003.39 |
| S1 |
1,988.10 |
1,988.10 |
2,003.29 |
1,978.73 |
| S2 |
1,969.36 |
1,969.36 |
1,999.74 |
|
| S3 |
1,930.65 |
1,949.39 |
1,996.19 |
|
| S4 |
1,891.94 |
1,910.68 |
1,985.55 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,245.96 |
2,217.18 |
2,075.43 |
|
| R3 |
2,168.04 |
2,139.26 |
2,054.00 |
|
| R2 |
2,090.12 |
2,090.12 |
2,046.86 |
|
| R1 |
2,061.34 |
2,061.34 |
2,039.71 |
2,075.73 |
| PP |
2,012.20 |
2,012.20 |
2,012.20 |
2,019.39 |
| S1 |
1,983.42 |
1,983.42 |
2,025.43 |
1,997.81 |
| S2 |
1,934.28 |
1,934.28 |
2,018.28 |
|
| S3 |
1,856.36 |
1,905.50 |
2,011.14 |
|
| S4 |
1,778.44 |
1,827.58 |
1,989.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,040.97 |
1,963.05 |
77.92 |
3.9% |
28.36 |
1.4% |
56% |
False |
False |
|
| 10 |
2,050.79 |
1,943.85 |
106.94 |
5.3% |
31.56 |
1.6% |
59% |
False |
False |
|
| 20 |
2,050.79 |
1,943.85 |
106.94 |
5.3% |
32.22 |
1.6% |
59% |
False |
False |
|
| 40 |
2,050.79 |
1,776.60 |
274.19 |
13.7% |
31.91 |
1.6% |
84% |
False |
False |
|
| 60 |
2,050.79 |
1,668.57 |
382.22 |
19.0% |
35.32 |
1.8% |
89% |
False |
False |
|
| 80 |
2,050.79 |
1,668.57 |
382.22 |
19.0% |
35.59 |
1.8% |
89% |
False |
False |
|
| 100 |
2,050.79 |
1,668.57 |
382.22 |
19.0% |
38.52 |
1.9% |
89% |
False |
False |
|
| 120 |
2,147.68 |
1,668.57 |
479.11 |
23.9% |
38.25 |
1.9% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,192.56 |
|
2.618 |
2,129.38 |
|
1.618 |
2,090.67 |
|
1.000 |
2,066.75 |
|
0.618 |
2,051.96 |
|
HIGH |
2,028.04 |
|
0.618 |
2,013.25 |
|
0.500 |
2,008.69 |
|
0.382 |
2,004.12 |
|
LOW |
1,989.33 |
|
0.618 |
1,965.41 |
|
1.000 |
1,950.62 |
|
1.618 |
1,926.70 |
|
2.618 |
1,887.99 |
|
4.250 |
1,824.81 |
|
|