Day Change Summary |
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Previous |
Current |
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02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,830.0 |
3,765.0 |
-65.0 |
-1.7% |
3,780.0 |
High |
3,830.0 |
3,796.0 |
-34.0 |
-0.9% |
3,850.0 |
Low |
3,761.0 |
3,758.0 |
-3.0 |
-0.1% |
3,749.0 |
Close |
3,781.0 |
3,800.0 |
19.0 |
0.5% |
3,833.0 |
Range |
69.0 |
38.0 |
-31.0 |
-44.9% |
101.0 |
ATR |
50.7 |
49.8 |
-0.9 |
-1.8% |
0.0 |
Volume |
6,898 |
2,910 |
-3,988 |
-57.8% |
6,951 |
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Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,898.7 |
3,887.3 |
3,820.9 |
|
R3 |
3,860.7 |
3,849.3 |
3,810.5 |
|
R2 |
3,822.7 |
3,822.7 |
3,807.0 |
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R1 |
3,811.3 |
3,811.3 |
3,803.5 |
3,817.0 |
PP |
3,784.7 |
3,784.7 |
3,784.7 |
3,787.5 |
S1 |
3,773.3 |
3,773.3 |
3,796.5 |
3,779.0 |
S2 |
3,746.7 |
3,746.7 |
3,793.0 |
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S3 |
3,708.7 |
3,735.3 |
3,789.6 |
|
S4 |
3,670.7 |
3,697.3 |
3,779.1 |
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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 |
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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 |
3,850.0 |
3,758.0 |
92.0 |
2.4% |
45.2 |
1.2% |
46% |
False |
True |
3,212 |
10 |
3,854.0 |
3,749.0 |
105.0 |
2.8% |
41.2 |
1.1% |
49% |
False |
False |
1,920 |
20 |
3,931.0 |
3,749.0 |
182.0 |
4.8% |
40.4 |
1.1% |
28% |
False |
False |
1,337 |
40 |
3,931.0 |
3,631.0 |
300.0 |
7.9% |
42.2 |
1.1% |
56% |
False |
False |
1,126 |
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Fibonacci Retracements and Extensions |
4.250 |
3,957.5 |
2.618 |
3,895.5 |
1.618 |
3,857.5 |
1.000 |
3,834.0 |
0.618 |
3,819.5 |
HIGH |
3,796.0 |
0.618 |
3,781.5 |
0.500 |
3,777.0 |
0.382 |
3,772.5 |
LOW |
3,758.0 |
0.618 |
3,734.5 |
1.000 |
3,720.0 |
1.618 |
3,696.5 |
2.618 |
3,658.5 |
4.250 |
3,596.5 |
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