| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,947.64 |
1,962.33 |
14.69 |
0.8% |
1,954.04 |
| High |
1,991.25 |
1,963.48 |
-27.77 |
-1.4% |
1,993.12 |
| Low |
1,935.85 |
1,920.32 |
-15.53 |
-0.8% |
1,920.32 |
| Close |
1,982.69 |
1,928.39 |
-54.30 |
-2.7% |
1,928.39 |
| Range |
55.40 |
43.16 |
-12.24 |
-22.1% |
72.80 |
| ATR |
39.05 |
40.72 |
1.67 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,066.88 |
2,040.79 |
1,952.13 |
|
| R3 |
2,023.72 |
1,997.63 |
1,940.26 |
|
| R2 |
1,980.56 |
1,980.56 |
1,936.30 |
|
| R1 |
1,954.47 |
1,954.47 |
1,932.35 |
1,945.94 |
| PP |
1,937.40 |
1,937.40 |
1,937.40 |
1,933.13 |
| S1 |
1,911.31 |
1,911.31 |
1,924.43 |
1,902.78 |
| S2 |
1,894.24 |
1,894.24 |
1,920.48 |
|
| S3 |
1,851.08 |
1,868.15 |
1,916.52 |
|
| S4 |
1,807.92 |
1,824.99 |
1,904.65 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.68 |
2,119.83 |
1,968.43 |
|
| R3 |
2,092.88 |
2,047.03 |
1,948.41 |
|
| R2 |
2,020.08 |
2,020.08 |
1,941.74 |
|
| R1 |
1,974.23 |
1,974.23 |
1,935.06 |
1,960.76 |
| PP |
1,947.28 |
1,947.28 |
1,947.28 |
1,940.54 |
| S1 |
1,901.43 |
1,901.43 |
1,921.72 |
1,887.96 |
| S2 |
1,874.48 |
1,874.48 |
1,915.04 |
|
| S3 |
1,801.68 |
1,828.63 |
1,908.37 |
|
| S4 |
1,728.88 |
1,755.83 |
1,888.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,993.12 |
1,920.32 |
72.80 |
3.8% |
36.92 |
1.9% |
11% |
False |
True |
|
| 10 |
1,997.94 |
1,909.89 |
88.05 |
4.6% |
39.49 |
2.0% |
21% |
False |
False |
|
| 20 |
2,055.82 |
1,909.89 |
145.93 |
7.6% |
36.85 |
1.9% |
13% |
False |
False |
|
| 40 |
2,055.82 |
1,894.11 |
161.71 |
8.4% |
35.68 |
1.9% |
21% |
False |
False |
|
| 60 |
2,055.82 |
1,762.20 |
293.62 |
15.2% |
34.41 |
1.8% |
57% |
False |
False |
|
| 80 |
2,055.82 |
1,668.57 |
387.25 |
20.1% |
36.27 |
1.9% |
67% |
False |
False |
|
| 100 |
2,055.82 |
1,668.57 |
387.25 |
20.1% |
37.00 |
1.9% |
67% |
False |
False |
|
| 120 |
2,102.39 |
1,668.57 |
433.82 |
22.5% |
39.22 |
2.0% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,146.91 |
|
2.618 |
2,076.47 |
|
1.618 |
2,033.31 |
|
1.000 |
2,006.64 |
|
0.618 |
1,990.15 |
|
HIGH |
1,963.48 |
|
0.618 |
1,946.99 |
|
0.500 |
1,941.90 |
|
0.382 |
1,936.81 |
|
LOW |
1,920.32 |
|
0.618 |
1,893.65 |
|
1.000 |
1,877.16 |
|
1.618 |
1,850.49 |
|
2.618 |
1,807.33 |
|
4.250 |
1,736.89 |
|
|