Day Change Summary |
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Previous |
Current |
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03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,765.0 |
3,763.0 |
-2.0 |
-0.1% |
3,780.0 |
High |
3,796.0 |
3,768.0 |
-28.0 |
-0.7% |
3,850.0 |
Low |
3,758.0 |
3,730.0 |
-28.0 |
-0.7% |
3,749.0 |
Close |
3,800.0 |
3,763.0 |
-37.0 |
-1.0% |
3,833.0 |
Range |
38.0 |
38.0 |
0.0 |
0.0% |
101.0 |
ATR |
49.8 |
51.2 |
1.4 |
2.9% |
0.0 |
Volume |
2,910 |
817 |
-2,093 |
-71.9% |
6,951 |
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Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,867.7 |
3,853.3 |
3,783.9 |
|
R3 |
3,829.7 |
3,815.3 |
3,773.5 |
|
R2 |
3,791.7 |
3,791.7 |
3,770.0 |
|
R1 |
3,777.3 |
3,777.3 |
3,766.5 |
3,782.0 |
PP |
3,753.7 |
3,753.7 |
3,753.7 |
3,756.0 |
S1 |
3,739.3 |
3,739.3 |
3,759.5 |
3,744.0 |
S2 |
3,715.7 |
3,715.7 |
3,756.0 |
|
S3 |
3,677.7 |
3,701.3 |
3,752.6 |
|
S4 |
3,639.7 |
3,663.3 |
3,742.1 |
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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 |
3,730.0 |
120.0 |
3.2% |
44.4 |
1.2% |
28% |
False |
True |
3,042 |
10 |
3,854.0 |
3,730.0 |
124.0 |
3.3% |
40.1 |
1.1% |
27% |
False |
True |
1,926 |
20 |
3,931.0 |
3,730.0 |
201.0 |
5.3% |
39.3 |
1.0% |
16% |
False |
True |
1,277 |
40 |
3,931.0 |
3,631.0 |
300.0 |
8.0% |
43.0 |
1.1% |
44% |
False |
False |
1,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,929.5 |
2.618 |
3,867.5 |
1.618 |
3,829.5 |
1.000 |
3,806.0 |
0.618 |
3,791.5 |
HIGH |
3,768.0 |
0.618 |
3,753.5 |
0.500 |
3,749.0 |
0.382 |
3,744.5 |
LOW |
3,730.0 |
0.618 |
3,706.5 |
1.000 |
3,692.0 |
1.618 |
3,668.5 |
2.618 |
3,630.5 |
4.250 |
3,568.5 |
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