Day Change Summary |
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Previous |
Current |
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05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,928.65 |
1,924.43 |
-4.22 |
-0.2% |
1,891.07 |
High |
1,932.94 |
1,924.51 |
-8.43 |
-0.4% |
1,940.81 |
Low |
1,916.38 |
1,908.80 |
-7.58 |
-0.4% |
1,884.45 |
Close |
1,932.35 |
1,914.85 |
-17.50 |
-0.9% |
1,928.26 |
Range |
16.56 |
15.71 |
-0.85 |
-5.1% |
56.36 |
ATR |
20.07 |
20.32 |
0.25 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,963.18 |
1,954.73 |
1,923.49 |
|
R3 |
1,947.47 |
1,939.02 |
1,919.17 |
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R2 |
1,931.76 |
1,931.76 |
1,917.73 |
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R1 |
1,923.31 |
1,923.31 |
1,916.29 |
1,919.68 |
PP |
1,916.05 |
1,916.05 |
1,916.05 |
1,914.24 |
S1 |
1,907.60 |
1,907.60 |
1,913.41 |
1,903.97 |
S2 |
1,900.34 |
1,900.34 |
1,911.97 |
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S3 |
1,884.63 |
1,891.89 |
1,910.53 |
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S4 |
1,868.92 |
1,876.18 |
1,906.21 |
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Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,086.92 |
2,063.95 |
1,959.26 |
|
R3 |
2,030.56 |
2,007.59 |
1,943.76 |
|
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 |
|
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 |
1,908.80 |
32.01 |
1.7% |
14.98 |
0.8% |
19% |
False |
True |
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10 |
1,940.81 |
1,869.51 |
71.30 |
3.7% |
20.41 |
1.1% |
64% |
False |
False |
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20 |
1,940.81 |
1,866.98 |
73.83 |
3.9% |
20.66 |
1.1% |
65% |
False |
False |
|
40 |
1,940.81 |
1,788.40 |
152.41 |
8.0% |
18.73 |
1.0% |
83% |
False |
False |
|
60 |
1,940.81 |
1,711.28 |
229.53 |
12.0% |
19.06 |
1.0% |
89% |
False |
False |
|
80 |
1,940.81 |
1,710.97 |
229.84 |
12.0% |
20.08 |
1.0% |
89% |
False |
False |
|
100 |
1,940.81 |
1,710.97 |
229.84 |
12.0% |
20.35 |
1.1% |
89% |
False |
False |
|
120 |
1,940.81 |
1,710.97 |
229.84 |
12.0% |
20.94 |
1.1% |
89% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,991.28 |
2.618 |
1,965.64 |
1.618 |
1,949.93 |
1.000 |
1,940.22 |
0.618 |
1,934.22 |
HIGH |
1,924.51 |
0.618 |
1,918.51 |
0.500 |
1,916.66 |
0.382 |
1,914.80 |
LOW |
1,908.80 |
0.618 |
1,899.09 |
1.000 |
1,893.09 |
1.618 |
1,883.38 |
2.618 |
1,867.67 |
4.250 |
1,842.03 |
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