Day Change Summary |
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Previous |
Current |
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01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,934.74 |
1,921.95 |
-12.79 |
-0.7% |
1,891.07 |
High |
1,940.81 |
1,935.85 |
-4.96 |
-0.3% |
1,940.81 |
Low |
1,925.65 |
1,920.21 |
-5.44 |
-0.3% |
1,884.45 |
Close |
1,928.26 |
1,933.73 |
5.47 |
0.3% |
1,928.26 |
Range |
15.16 |
15.64 |
0.48 |
3.2% |
56.36 |
ATR |
20.64 |
20.28 |
-0.36 |
-1.7% |
0.00 |
Volume |
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Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.85 |
1,970.93 |
1,942.33 |
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R3 |
1,961.21 |
1,955.29 |
1,938.03 |
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R2 |
1,945.57 |
1,945.57 |
1,936.60 |
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R1 |
1,939.65 |
1,939.65 |
1,935.16 |
1,942.61 |
PP |
1,929.93 |
1,929.93 |
1,929.93 |
1,931.41 |
S1 |
1,924.01 |
1,924.01 |
1,932.30 |
1,926.97 |
S2 |
1,914.29 |
1,914.29 |
1,930.86 |
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S3 |
1,898.65 |
1,908.37 |
1,929.43 |
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S4 |
1,883.01 |
1,892.73 |
1,925.13 |
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Weekly Pivots for week ending 01-Jun-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,086.92 |
2,063.95 |
1,959.26 |
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R3 |
2,030.56 |
2,007.59 |
1,943.76 |
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R2 |
1,974.20 |
1,974.20 |
1,938.59 |
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R1 |
1,951.23 |
1,951.23 |
1,933.43 |
1,962.72 |
PP |
1,917.84 |
1,917.84 |
1,917.84 |
1,923.58 |
S1 |
1,894.87 |
1,894.87 |
1,923.09 |
1,906.36 |
S2 |
1,861.48 |
1,861.48 |
1,917.93 |
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S3 |
1,805.12 |
1,838.51 |
1,912.76 |
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S4 |
1,748.76 |
1,782.15 |
1,897.26 |
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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 |
1,940.81 |
1,884.45 |
56.36 |
2.9% |
18.66 |
1.0% |
87% |
False |
False |
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10 |
1,940.81 |
1,869.51 |
71.30 |
3.7% |
20.96 |
1.1% |
90% |
False |
False |
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20 |
1,940.81 |
1,866.98 |
73.83 |
3.8% |
20.33 |
1.1% |
90% |
False |
False |
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40 |
1,940.81 |
1,788.40 |
152.41 |
7.9% |
18.52 |
1.0% |
95% |
False |
False |
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60 |
1,940.81 |
1,711.28 |
229.53 |
11.9% |
19.24 |
1.0% |
97% |
False |
False |
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80 |
1,940.81 |
1,710.97 |
229.84 |
11.9% |
20.34 |
1.1% |
97% |
False |
False |
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100 |
1,940.81 |
1,710.97 |
229.84 |
11.9% |
20.59 |
1.1% |
97% |
False |
False |
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120 |
1,940.81 |
1,710.97 |
229.84 |
11.9% |
21.13 |
1.1% |
97% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,002.32 |
2.618 |
1,976.80 |
1.618 |
1,961.16 |
1.000 |
1,951.49 |
0.618 |
1,945.52 |
HIGH |
1,935.85 |
0.618 |
1,929.88 |
0.500 |
1,928.03 |
0.382 |
1,926.18 |
LOW |
1,920.21 |
0.618 |
1,910.54 |
1.000 |
1,904.57 |
1.618 |
1,894.90 |
2.618 |
1,879.26 |
4.250 |
1,853.74 |
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