Day Change Summary |
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Previous |
Current |
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31-May-2006 |
01-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
1,575.77 |
1,581.08 |
5.31 |
0.3% |
1,587.98 |
High |
1,587.78 |
1,616.57 |
28.79 |
1.8% |
1,606.46 |
Low |
1,568.22 |
1,579.58 |
11.36 |
0.7% |
1,554.76 |
Close |
1,579.58 |
1,616.57 |
36.99 |
2.3% |
1,606.37 |
Range |
19.56 |
36.99 |
17.43 |
89.1% |
51.70 |
ATR |
23.39 |
24.36 |
0.97 |
4.2% |
0.00 |
Volume |
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Daily Pivots for day following 01-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,715.21 |
1,702.88 |
1,636.91 |
|
R3 |
1,678.22 |
1,665.89 |
1,626.74 |
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R2 |
1,641.23 |
1,641.23 |
1,623.35 |
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R1 |
1,628.90 |
1,628.90 |
1,619.96 |
1,635.07 |
PP |
1,604.24 |
1,604.24 |
1,604.24 |
1,607.32 |
S1 |
1,591.91 |
1,591.91 |
1,613.18 |
1,598.08 |
S2 |
1,567.25 |
1,567.25 |
1,609.79 |
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S3 |
1,530.26 |
1,554.92 |
1,606.40 |
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S4 |
1,493.27 |
1,517.93 |
1,596.23 |
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Weekly Pivots for week ending 26-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,744.30 |
1,727.03 |
1,634.81 |
|
R3 |
1,692.60 |
1,675.33 |
1,620.59 |
|
R2 |
1,640.90 |
1,640.90 |
1,615.85 |
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R1 |
1,623.63 |
1,623.63 |
1,611.11 |
1,632.27 |
PP |
1,589.20 |
1,589.20 |
1,589.20 |
1,593.51 |
S1 |
1,571.93 |
1,571.93 |
1,601.63 |
1,580.57 |
S2 |
1,537.50 |
1,537.50 |
1,596.89 |
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S3 |
1,485.80 |
1,520.23 |
1,592.15 |
|
S4 |
1,434.10 |
1,468.53 |
1,577.94 |
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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 |
1,616.57 |
1,568.22 |
48.35 |
3.0% |
23.30 |
1.4% |
100% |
True |
False |
|
10 |
1,616.57 |
1,554.76 |
61.81 |
3.8% |
25.93 |
1.6% |
100% |
True |
False |
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20 |
1,721.13 |
1,554.76 |
166.37 |
10.3% |
22.17 |
1.4% |
37% |
False |
False |
|
40 |
1,750.23 |
1,554.76 |
195.47 |
12.1% |
21.72 |
1.3% |
32% |
False |
False |
|
60 |
1,750.23 |
1,554.76 |
195.47 |
12.1% |
21.27 |
1.3% |
32% |
False |
False |
|
80 |
1,750.23 |
1,554.76 |
195.47 |
12.1% |
21.30 |
1.3% |
32% |
False |
False |
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100 |
1,761.46 |
1,554.76 |
206.70 |
12.8% |
20.86 |
1.3% |
30% |
False |
False |
|
120 |
1,761.46 |
1,554.76 |
206.70 |
12.8% |
20.52 |
1.3% |
30% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,773.78 |
2.618 |
1,713.41 |
1.618 |
1,676.42 |
1.000 |
1,653.56 |
0.618 |
1,639.43 |
HIGH |
1,616.57 |
0.618 |
1,602.44 |
0.500 |
1,598.08 |
0.382 |
1,593.71 |
LOW |
1,579.58 |
0.618 |
1,556.72 |
1.000 |
1,542.59 |
1.618 |
1,519.73 |
2.618 |
1,482.74 |
4.250 |
1,422.37 |
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