Day Change Summary |
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Previous |
Current |
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06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,530.57 |
1,517.36 |
-13.21 |
-0.9% |
1,515.55 |
High |
1,530.57 |
1,517.36 |
-13.21 |
-0.9% |
1,540.56 |
Low |
1,514.13 |
1,490.37 |
-23.76 |
-1.6% |
1,510.06 |
Close |
1,517.38 |
1,490.72 |
-26.66 |
-1.8% |
1,536.34 |
Range |
16.44 |
26.99 |
10.55 |
64.2% |
30.50 |
ATR |
11.96 |
13.04 |
1.07 |
9.0% |
0.00 |
Volume |
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Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.45 |
1,562.58 |
1,505.56 |
|
R3 |
1,553.46 |
1,535.59 |
1,498.14 |
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R2 |
1,526.47 |
1,526.47 |
1,495.67 |
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R1 |
1,508.60 |
1,508.60 |
1,493.19 |
1,504.04 |
PP |
1,499.48 |
1,499.48 |
1,499.48 |
1,497.21 |
S1 |
1,481.61 |
1,481.61 |
1,488.25 |
1,477.05 |
S2 |
1,472.49 |
1,472.49 |
1,485.77 |
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S3 |
1,445.50 |
1,454.62 |
1,483.30 |
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S4 |
1,418.51 |
1,427.63 |
1,475.88 |
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Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,620.49 |
1,608.91 |
1,553.12 |
|
R3 |
1,589.99 |
1,578.41 |
1,544.73 |
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R2 |
1,559.49 |
1,559.49 |
1,541.93 |
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R1 |
1,547.91 |
1,547.91 |
1,539.14 |
1,553.70 |
PP |
1,528.99 |
1,528.99 |
1,528.99 |
1,531.88 |
S1 |
1,517.41 |
1,517.41 |
1,533.54 |
1,523.20 |
S2 |
1,498.49 |
1,498.49 |
1,530.75 |
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S3 |
1,467.99 |
1,486.91 |
1,527.95 |
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S4 |
1,437.49 |
1,456.41 |
1,519.57 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,540.56 |
1,490.37 |
50.19 |
3.4% |
14.69 |
1.0% |
1% |
False |
True |
|
10 |
1,540.56 |
1,490.37 |
50.19 |
3.4% |
14.48 |
1.0% |
1% |
False |
True |
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20 |
1,540.56 |
1,490.37 |
50.19 |
3.4% |
12.95 |
0.9% |
1% |
False |
True |
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40 |
1,540.56 |
1,433.91 |
106.65 |
7.2% |
11.67 |
0.8% |
53% |
False |
False |
|
60 |
1,540.56 |
1,363.98 |
176.58 |
11.8% |
11.90 |
0.8% |
72% |
False |
False |
|
80 |
1,540.56 |
1,363.98 |
176.58 |
11.8% |
13.03 |
0.9% |
72% |
False |
False |
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100 |
1,540.56 |
1,363.98 |
176.58 |
11.8% |
12.32 |
0.8% |
72% |
False |
False |
|
120 |
1,540.56 |
1,363.98 |
176.58 |
11.8% |
12.01 |
0.8% |
72% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,632.07 |
2.618 |
1,588.02 |
1.618 |
1,561.03 |
1.000 |
1,544.35 |
0.618 |
1,534.04 |
HIGH |
1,517.36 |
0.618 |
1,507.05 |
0.500 |
1,503.87 |
0.382 |
1,500.68 |
LOW |
1,490.37 |
0.618 |
1,473.69 |
1.000 |
1,463.38 |
1.618 |
1,446.70 |
2.618 |
1,419.71 |
4.250 |
1,375.66 |
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