| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
2,026.58 |
2,015.03 |
-11.55 |
-0.6% |
1,965.00 |
| High |
2,028.04 |
2,027.20 |
-0.84 |
0.0% |
2,040.97 |
| Low |
1,989.33 |
1,977.87 |
-11.46 |
-0.6% |
1,963.05 |
| Close |
2,006.84 |
1,996.79 |
-10.05 |
-0.5% |
2,032.57 |
| Range |
38.71 |
49.33 |
10.62 |
27.4% |
77.92 |
| ATR |
34.25 |
35.33 |
1.08 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.61 |
2,122.03 |
2,023.92 |
|
| R3 |
2,099.28 |
2,072.70 |
2,010.36 |
|
| R2 |
2,049.95 |
2,049.95 |
2,005.83 |
|
| R1 |
2,023.37 |
2,023.37 |
2,001.31 |
2,012.00 |
| PP |
2,000.62 |
2,000.62 |
2,000.62 |
1,994.93 |
| S1 |
1,974.04 |
1,974.04 |
1,992.27 |
1,962.67 |
| S2 |
1,951.29 |
1,951.29 |
1,987.75 |
|
| S3 |
1,901.96 |
1,924.71 |
1,983.22 |
|
| S4 |
1,852.63 |
1,875.38 |
1,969.66 |
|
|
| 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 |
1,977.87 |
63.10 |
3.2% |
31.74 |
1.6% |
30% |
False |
True |
|
| 10 |
2,040.97 |
1,943.85 |
97.12 |
4.9% |
31.95 |
1.6% |
55% |
False |
False |
|
| 20 |
2,050.79 |
1,943.85 |
106.94 |
5.4% |
33.44 |
1.7% |
50% |
False |
False |
|
| 40 |
2,050.79 |
1,776.60 |
274.19 |
13.7% |
32.41 |
1.6% |
80% |
False |
False |
|
| 60 |
2,050.79 |
1,668.57 |
382.22 |
19.1% |
35.32 |
1.8% |
86% |
False |
False |
|
| 80 |
2,050.79 |
1,668.57 |
382.22 |
19.1% |
35.41 |
1.8% |
86% |
False |
False |
|
| 100 |
2,050.79 |
1,668.57 |
382.22 |
19.1% |
38.42 |
1.9% |
86% |
False |
False |
|
| 120 |
2,147.68 |
1,668.57 |
479.11 |
24.0% |
38.54 |
1.9% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,236.85 |
|
2.618 |
2,156.35 |
|
1.618 |
2,107.02 |
|
1.000 |
2,076.53 |
|
0.618 |
2,057.69 |
|
HIGH |
2,027.20 |
|
0.618 |
2,008.36 |
|
0.500 |
2,002.54 |
|
0.382 |
1,996.71 |
|
LOW |
1,977.87 |
|
0.618 |
1,947.38 |
|
1.000 |
1,928.54 |
|
1.618 |
1,898.05 |
|
2.618 |
1,848.72 |
|
4.250 |
1,768.22 |
|
|