| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,991.89 |
2,027.17 |
35.28 |
1.8% |
1,965.00 |
| High |
2,035.09 |
2,055.82 |
20.73 |
1.0% |
2,040.97 |
| Low |
1,989.22 |
2,020.59 |
31.37 |
1.6% |
1,963.05 |
| Close |
2,021.45 |
2,055.11 |
33.66 |
1.7% |
2,032.57 |
| Range |
45.87 |
35.23 |
-10.64 |
-23.2% |
77.92 |
| ATR |
36.08 |
36.02 |
-0.06 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,149.53 |
2,137.55 |
2,074.49 |
|
| R3 |
2,114.30 |
2,102.32 |
2,064.80 |
|
| R2 |
2,079.07 |
2,079.07 |
2,061.57 |
|
| R1 |
2,067.09 |
2,067.09 |
2,058.34 |
2,073.08 |
| PP |
2,043.84 |
2,043.84 |
2,043.84 |
2,046.84 |
| S1 |
2,031.86 |
2,031.86 |
2,051.88 |
2,037.85 |
| S2 |
2,008.61 |
2,008.61 |
2,048.65 |
|
| S3 |
1,973.38 |
1,996.63 |
2,045.42 |
|
| S4 |
1,938.15 |
1,961.40 |
2,035.73 |
|
|
| 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 |
2,055.82 |
1,977.87 |
77.95 |
3.8% |
37.59 |
1.8% |
99% |
True |
False |
|
| 10 |
2,055.82 |
1,943.85 |
111.97 |
5.4% |
31.55 |
1.5% |
99% |
True |
False |
|
| 20 |
2,055.82 |
1,943.85 |
111.97 |
5.4% |
32.82 |
1.6% |
99% |
True |
False |
|
| 40 |
2,055.82 |
1,776.60 |
279.22 |
13.6% |
33.05 |
1.6% |
100% |
True |
False |
|
| 60 |
2,055.82 |
1,668.57 |
387.25 |
18.8% |
35.13 |
1.7% |
100% |
True |
False |
|
| 80 |
2,055.82 |
1,668.57 |
387.25 |
18.8% |
35.67 |
1.7% |
100% |
True |
False |
|
| 100 |
2,055.82 |
1,668.57 |
387.25 |
18.8% |
38.39 |
1.9% |
100% |
True |
False |
|
| 120 |
2,141.08 |
1,668.57 |
472.51 |
23.0% |
38.16 |
1.9% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,205.55 |
|
2.618 |
2,148.05 |
|
1.618 |
2,112.82 |
|
1.000 |
2,091.05 |
|
0.618 |
2,077.59 |
|
HIGH |
2,055.82 |
|
0.618 |
2,042.36 |
|
0.500 |
2,038.21 |
|
0.382 |
2,034.05 |
|
LOW |
2,020.59 |
|
0.618 |
1,998.82 |
|
1.000 |
1,985.36 |
|
1.618 |
1,963.59 |
|
2.618 |
1,928.36 |
|
4.250 |
1,870.86 |
|
|