Day Change Summary |
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Previous |
Current |
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04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,763.0 |
3,759.0 |
-4.0 |
-0.1% |
3,780.0 |
High |
3,768.0 |
3,776.0 |
8.0 |
0.2% |
3,850.0 |
Low |
3,730.0 |
3,742.0 |
12.0 |
0.3% |
3,749.0 |
Close |
3,763.0 |
3,750.0 |
-13.0 |
-0.3% |
3,833.0 |
Range |
38.0 |
34.0 |
-4.0 |
-10.5% |
101.0 |
ATR |
51.2 |
50.0 |
-1.2 |
-2.4% |
0.0 |
Volume |
817 |
12,898 |
12,081 |
1,478.7% |
6,951 |
|
Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,858.0 |
3,838.0 |
3,768.7 |
|
R3 |
3,824.0 |
3,804.0 |
3,759.4 |
|
R2 |
3,790.0 |
3,790.0 |
3,756.2 |
|
R1 |
3,770.0 |
3,770.0 |
3,753.1 |
3,763.0 |
PP |
3,756.0 |
3,756.0 |
3,756.0 |
3,752.5 |
S1 |
3,736.0 |
3,736.0 |
3,746.9 |
3,729.0 |
S2 |
3,722.0 |
3,722.0 |
3,743.8 |
|
S3 |
3,688.0 |
3,702.0 |
3,740.7 |
|
S4 |
3,654.0 |
3,668.0 |
3,731.3 |
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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% |
41.4 |
1.1% |
17% |
False |
False |
5,088 |
10 |
3,850.0 |
3,730.0 |
120.0 |
3.2% |
38.5 |
1.0% |
17% |
False |
False |
3,176 |
20 |
3,931.0 |
3,730.0 |
201.0 |
5.4% |
39.6 |
1.1% |
10% |
False |
False |
1,792 |
40 |
3,931.0 |
3,631.0 |
300.0 |
8.0% |
42.3 |
1.1% |
40% |
False |
False |
1,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,920.5 |
2.618 |
3,865.0 |
1.618 |
3,831.0 |
1.000 |
3,810.0 |
0.618 |
3,797.0 |
HIGH |
3,776.0 |
0.618 |
3,763.0 |
0.500 |
3,759.0 |
0.382 |
3,755.0 |
LOW |
3,742.0 |
0.618 |
3,721.0 |
1.000 |
3,708.0 |
1.618 |
3,687.0 |
2.618 |
3,653.0 |
4.250 |
3,597.5 |
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