| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,960.41 |
1,968.87 |
8.46 |
0.4% |
2,026.58 |
| High |
1,988.00 |
1,970.31 |
-17.69 |
-0.9% |
2,055.82 |
| Low |
1,957.05 |
1,924.33 |
-32.72 |
-1.7% |
1,977.87 |
| Close |
1,972.54 |
1,924.33 |
-48.21 |
-2.4% |
1,990.39 |
| Range |
30.95 |
45.98 |
15.03 |
48.6% |
77.95 |
| ATR |
38.33 |
39.04 |
0.71 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,077.60 |
2,046.94 |
1,949.62 |
|
| R3 |
2,031.62 |
2,000.96 |
1,936.97 |
|
| R2 |
1,985.64 |
1,985.64 |
1,932.76 |
|
| R1 |
1,954.98 |
1,954.98 |
1,928.54 |
1,947.32 |
| PP |
1,939.66 |
1,939.66 |
1,939.66 |
1,935.83 |
| S1 |
1,909.00 |
1,909.00 |
1,920.12 |
1,901.34 |
| S2 |
1,893.68 |
1,893.68 |
1,915.90 |
|
| S3 |
1,847.70 |
1,863.02 |
1,911.69 |
|
| S4 |
1,801.72 |
1,817.04 |
1,899.04 |
|
|
| 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 |
1,924.33 |
131.49 |
6.8% |
42.19 |
2.2% |
0% |
False |
True |
|
| 10 |
2,055.82 |
1,924.33 |
131.49 |
6.8% |
39.21 |
2.0% |
0% |
False |
True |
|
| 20 |
2,055.82 |
1,924.33 |
131.49 |
6.8% |
36.18 |
1.9% |
0% |
False |
True |
|
| 40 |
2,055.82 |
1,815.80 |
240.02 |
12.5% |
34.44 |
1.8% |
45% |
False |
False |
|
| 60 |
2,055.82 |
1,712.21 |
343.61 |
17.9% |
34.75 |
1.8% |
62% |
False |
False |
|
| 80 |
2,055.82 |
1,668.57 |
387.25 |
20.1% |
36.25 |
1.9% |
66% |
False |
False |
|
| 100 |
2,055.82 |
1,668.57 |
387.25 |
20.1% |
38.26 |
2.0% |
66% |
False |
False |
|
| 120 |
2,141.08 |
1,668.57 |
472.51 |
24.6% |
38.43 |
2.0% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,165.73 |
|
2.618 |
2,090.69 |
|
1.618 |
2,044.71 |
|
1.000 |
2,016.29 |
|
0.618 |
1,998.73 |
|
HIGH |
1,970.31 |
|
0.618 |
1,952.75 |
|
0.500 |
1,947.32 |
|
0.382 |
1,941.89 |
|
LOW |
1,924.33 |
|
0.618 |
1,895.91 |
|
1.000 |
1,878.35 |
|
1.618 |
1,849.93 |
|
2.618 |
1,803.95 |
|
4.250 |
1,728.92 |
|
|