Day Change Summary |
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Previous |
Current |
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08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,884.66 |
1,904.91 |
20.25 |
1.1% |
1,921.95 |
High |
1,906.79 |
1,917.43 |
10.64 |
0.6% |
1,935.85 |
Low |
1,876.52 |
1,900.73 |
24.21 |
1.3% |
1,876.52 |
Close |
1,906.26 |
1,901.96 |
-4.30 |
-0.2% |
1,906.26 |
Range |
30.27 |
16.70 |
-13.57 |
-44.8% |
59.33 |
ATR |
22.11 |
21.73 |
-0.39 |
-1.7% |
0.00 |
Volume |
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Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,956.81 |
1,946.08 |
1,911.15 |
|
R3 |
1,940.11 |
1,929.38 |
1,906.55 |
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R2 |
1,923.41 |
1,923.41 |
1,905.02 |
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R1 |
1,912.68 |
1,912.68 |
1,903.49 |
1,909.70 |
PP |
1,906.71 |
1,906.71 |
1,906.71 |
1,905.21 |
S1 |
1,895.98 |
1,895.98 |
1,900.43 |
1,893.00 |
S2 |
1,890.01 |
1,890.01 |
1,898.90 |
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S3 |
1,873.31 |
1,879.28 |
1,897.37 |
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S4 |
1,856.61 |
1,862.58 |
1,892.78 |
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Weekly Pivots for week ending 08-Jun-2007 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,084.20 |
2,054.56 |
1,938.89 |
|
R3 |
2,024.87 |
1,995.23 |
1,922.58 |
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R2 |
1,965.54 |
1,965.54 |
1,917.14 |
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R1 |
1,935.90 |
1,935.90 |
1,911.70 |
1,921.06 |
PP |
1,906.21 |
1,906.21 |
1,906.21 |
1,898.79 |
S1 |
1,876.57 |
1,876.57 |
1,900.82 |
1,861.73 |
S2 |
1,846.88 |
1,846.88 |
1,895.38 |
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S3 |
1,787.55 |
1,817.24 |
1,889.94 |
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S4 |
1,728.22 |
1,757.91 |
1,873.63 |
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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 |
1,932.94 |
1,876.52 |
56.42 |
3.0% |
23.18 |
1.2% |
45% |
False |
False |
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10 |
1,940.81 |
1,876.52 |
64.29 |
3.4% |
20.92 |
1.1% |
40% |
False |
False |
|
20 |
1,940.81 |
1,866.98 |
73.83 |
3.9% |
21.43 |
1.1% |
47% |
False |
False |
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40 |
1,940.81 |
1,819.31 |
121.50 |
6.4% |
19.19 |
1.0% |
68% |
False |
False |
|
60 |
1,940.81 |
1,733.58 |
207.23 |
10.9% |
19.15 |
1.0% |
81% |
False |
False |
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80 |
1,940.81 |
1,710.97 |
229.84 |
12.1% |
20.50 |
1.1% |
83% |
False |
False |
|
100 |
1,940.81 |
1,710.97 |
229.84 |
12.1% |
20.75 |
1.1% |
83% |
False |
False |
|
120 |
1,940.81 |
1,710.97 |
229.84 |
12.1% |
21.07 |
1.1% |
83% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,988.41 |
2.618 |
1,961.15 |
1.618 |
1,944.45 |
1.000 |
1,934.13 |
0.618 |
1,927.75 |
HIGH |
1,917.43 |
0.618 |
1,911.05 |
0.500 |
1,909.08 |
0.382 |
1,907.11 |
LOW |
1,900.73 |
0.618 |
1,890.41 |
1.000 |
1,884.03 |
1.618 |
1,873.71 |
2.618 |
1,857.01 |
4.250 |
1,829.76 |
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