| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
2,027.17 |
2,036.15 |
8.98 |
0.4% |
2,026.58 |
| High |
2,055.82 |
2,039.50 |
-16.32 |
-0.8% |
2,055.82 |
| Low |
2,020.59 |
1,990.39 |
-30.20 |
-1.5% |
1,977.87 |
| Close |
2,055.11 |
1,990.39 |
-64.72 |
-3.1% |
1,990.39 |
| Range |
35.23 |
49.11 |
13.88 |
39.4% |
77.95 |
| ATR |
36.02 |
38.07 |
2.05 |
5.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.09 |
2,121.35 |
2,017.40 |
|
| R3 |
2,104.98 |
2,072.24 |
2,003.90 |
|
| R2 |
2,055.87 |
2,055.87 |
1,999.39 |
|
| R1 |
2,023.13 |
2,023.13 |
1,994.89 |
2,014.95 |
| PP |
2,006.76 |
2,006.76 |
2,006.76 |
2,002.67 |
| S1 |
1,974.02 |
1,974.02 |
1,985.89 |
1,965.84 |
| S2 |
1,957.65 |
1,957.65 |
1,981.39 |
|
| S3 |
1,908.54 |
1,924.91 |
1,976.88 |
|
| S4 |
1,859.43 |
1,875.80 |
1,963.38 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,241.88 |
2,194.08 |
2,033.26 |
|
| R3 |
2,163.93 |
2,116.13 |
2,011.83 |
|
| R2 |
2,085.98 |
2,085.98 |
2,004.68 |
|
| R1 |
2,038.18 |
2,038.18 |
1,997.54 |
2,023.11 |
| PP |
2,008.03 |
2,008.03 |
2,008.03 |
2,000.49 |
| S1 |
1,960.23 |
1,960.23 |
1,983.24 |
1,945.16 |
| S2 |
1,930.08 |
1,930.08 |
1,976.10 |
|
| S3 |
1,852.13 |
1,882.28 |
1,968.95 |
|
| S4 |
1,774.18 |
1,804.33 |
1,947.52 |
|
|
| 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 |
3.9% |
43.65 |
2.2% |
16% |
False |
False |
|
| 10 |
2,055.82 |
1,943.85 |
111.97 |
5.6% |
34.22 |
1.7% |
42% |
False |
False |
|
| 20 |
2,055.82 |
1,943.85 |
111.97 |
5.6% |
34.03 |
1.7% |
42% |
False |
False |
|
| 40 |
2,055.82 |
1,776.60 |
279.22 |
14.0% |
33.38 |
1.7% |
77% |
False |
False |
|
| 60 |
2,055.82 |
1,668.57 |
387.25 |
19.5% |
35.38 |
1.8% |
83% |
False |
False |
|
| 80 |
2,055.82 |
1,668.57 |
387.25 |
19.5% |
35.75 |
1.8% |
83% |
False |
False |
|
| 100 |
2,055.82 |
1,668.57 |
387.25 |
19.5% |
38.60 |
1.9% |
83% |
False |
False |
|
| 120 |
2,141.08 |
1,668.57 |
472.51 |
23.7% |
38.36 |
1.9% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,248.22 |
|
2.618 |
2,168.07 |
|
1.618 |
2,118.96 |
|
1.000 |
2,088.61 |
|
0.618 |
2,069.85 |
|
HIGH |
2,039.50 |
|
0.618 |
2,020.74 |
|
0.500 |
2,014.95 |
|
0.382 |
2,009.15 |
|
LOW |
1,990.39 |
|
0.618 |
1,960.04 |
|
1.000 |
1,941.28 |
|
1.618 |
1,910.93 |
|
2.618 |
1,861.82 |
|
4.250 |
1,781.67 |
|
|