| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
6,420.0 |
6,375.0 |
-45.0 |
-0.7% |
6,300.0 |
| High |
6,420.0 |
6,377.0 |
-43.0 |
-0.7% |
6,370.0 |
| Low |
6,395.0 |
6,339.0 |
-56.0 |
-0.9% |
6,248.0 |
| Close |
6,404.0 |
6,354.0 |
-50.0 |
-0.8% |
6,365.0 |
| Range |
25.0 |
38.0 |
13.0 |
52.0% |
122.0 |
| ATR |
51.7 |
52.7 |
0.9 |
1.8% |
0.0 |
| Volume |
314 |
498 |
184 |
58.6% |
1,099 |
|
| Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,470.7 |
6,450.3 |
6,374.9 |
|
| R3 |
6,432.7 |
6,412.3 |
6,364.5 |
|
| R2 |
6,394.7 |
6,394.7 |
6,361.0 |
|
| R1 |
6,374.3 |
6,374.3 |
6,357.5 |
6,365.5 |
| PP |
6,356.7 |
6,356.7 |
6,356.7 |
6,352.3 |
| S1 |
6,336.3 |
6,336.3 |
6,350.5 |
6,327.5 |
| S2 |
6,318.7 |
6,318.7 |
6,347.0 |
|
| S3 |
6,280.7 |
6,298.3 |
6,343.6 |
|
| S4 |
6,242.7 |
6,260.3 |
6,333.1 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,693.7 |
6,651.3 |
6,432.1 |
|
| R3 |
6,571.7 |
6,529.3 |
6,398.6 |
|
| R2 |
6,449.7 |
6,449.7 |
6,387.4 |
|
| R1 |
6,407.3 |
6,407.3 |
6,376.2 |
6,428.5 |
| PP |
6,327.7 |
6,327.7 |
6,327.7 |
6,338.3 |
| S1 |
6,285.3 |
6,285.3 |
6,353.8 |
6,306.5 |
| S2 |
6,205.7 |
6,205.7 |
6,342.6 |
|
| S3 |
6,083.7 |
6,163.3 |
6,331.5 |
|
| S4 |
5,961.7 |
6,041.3 |
6,297.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,434.0 |
6,320.0 |
114.0 |
1.8% |
30.4 |
0.5% |
30% |
False |
False |
294 |
| 10 |
6,434.0 |
6,245.0 |
189.0 |
3.0% |
41.6 |
0.7% |
58% |
False |
False |
240 |
| 20 |
6,434.0 |
6,245.0 |
189.0 |
3.0% |
35.3 |
0.6% |
58% |
False |
False |
220 |
| 40 |
6,434.0 |
6,150.0 |
284.0 |
4.5% |
24.4 |
0.4% |
72% |
False |
False |
155 |
| 60 |
6,434.0 |
5,784.0 |
650.0 |
10.2% |
24.0 |
0.4% |
88% |
False |
False |
118 |
| 80 |
6,434.0 |
5,667.0 |
767.0 |
12.1% |
21.4 |
0.3% |
90% |
False |
False |
119 |
| 100 |
6,434.0 |
5,648.0 |
786.0 |
12.4% |
17.7 |
0.3% |
90% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,538.5 |
|
2.618 |
6,476.5 |
|
1.618 |
6,438.5 |
|
1.000 |
6,415.0 |
|
0.618 |
6,400.5 |
|
HIGH |
6,377.0 |
|
0.618 |
6,362.5 |
|
0.500 |
6,358.0 |
|
0.382 |
6,353.5 |
|
LOW |
6,339.0 |
|
0.618 |
6,315.5 |
|
1.000 |
6,301.0 |
|
1.618 |
6,277.5 |
|
2.618 |
6,239.5 |
|
4.250 |
6,177.5 |
|
|