Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,834.0 |
3,830.0 |
-4.0 |
-0.1% |
3,780.0 |
High |
3,850.0 |
3,830.0 |
-20.0 |
-0.5% |
3,850.0 |
Low |
3,822.0 |
3,761.0 |
-61.0 |
-1.6% |
3,749.0 |
Close |
3,833.0 |
3,781.0 |
-52.0 |
-1.4% |
3,833.0 |
Range |
28.0 |
69.0 |
41.0 |
146.4% |
101.0 |
ATR |
49.0 |
50.7 |
1.6 |
3.3% |
0.0 |
Volume |
1,920 |
6,898 |
4,978 |
259.3% |
6,951 |
|
Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,997.7 |
3,958.3 |
3,819.0 |
|
R3 |
3,928.7 |
3,889.3 |
3,800.0 |
|
R2 |
3,859.7 |
3,859.7 |
3,793.7 |
|
R1 |
3,820.3 |
3,820.3 |
3,787.3 |
3,805.5 |
PP |
3,790.7 |
3,790.7 |
3,790.7 |
3,783.3 |
S1 |
3,751.3 |
3,751.3 |
3,774.7 |
3,736.5 |
S2 |
3,721.7 |
3,721.7 |
3,768.4 |
|
S3 |
3,652.7 |
3,682.3 |
3,762.0 |
|
S4 |
3,583.7 |
3,613.3 |
3,743.1 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,113.7 |
4,074.3 |
3,888.6 |
|
R3 |
4,012.7 |
3,973.3 |
3,860.8 |
|
R2 |
3,911.7 |
3,911.7 |
3,851.5 |
|
R1 |
3,872.3 |
3,872.3 |
3,842.3 |
3,892.0 |
PP |
3,810.7 |
3,810.7 |
3,810.7 |
3,820.5 |
S1 |
3,771.3 |
3,771.3 |
3,823.7 |
3,791.0 |
S2 |
3,709.7 |
3,709.7 |
3,814.5 |
|
S3 |
3,608.7 |
3,670.3 |
3,805.2 |
|
S4 |
3,507.7 |
3,569.3 |
3,777.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,850.0 |
3,749.0 |
101.0 |
2.7% |
44.2 |
1.2% |
32% |
False |
False |
2,756 |
10 |
3,898.0 |
3,749.0 |
149.0 |
3.9% |
41.8 |
1.1% |
21% |
False |
False |
1,646 |
20 |
3,931.0 |
3,749.0 |
182.0 |
4.8% |
40.0 |
1.1% |
18% |
False |
False |
1,193 |
40 |
3,931.0 |
3,631.0 |
300.0 |
7.9% |
41.4 |
1.1% |
50% |
False |
False |
1,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,123.3 |
2.618 |
4,010.6 |
1.618 |
3,941.6 |
1.000 |
3,899.0 |
0.618 |
3,872.6 |
HIGH |
3,830.0 |
0.618 |
3,803.6 |
0.500 |
3,795.5 |
0.382 |
3,787.4 |
LOW |
3,761.0 |
0.618 |
3,718.4 |
1.000 |
3,692.0 |
1.618 |
3,649.4 |
2.618 |
3,580.4 |
4.250 |
3,467.8 |
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