Day Change Summary |
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Previous |
Current |
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15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,943.91 |
1,947.79 |
3.88 |
0.2% |
1,904.91 |
High |
1,946.70 |
1,947.79 |
1.09 |
0.1% |
1,946.70 |
Low |
1,937.99 |
1,939.27 |
1.28 |
0.1% |
1,887.77 |
Close |
1,942.41 |
1,944.37 |
1.96 |
0.1% |
1,942.41 |
Range |
8.71 |
8.52 |
-0.19 |
-2.2% |
58.93 |
ATR |
21.57 |
20.63 |
-0.93 |
-4.3% |
0.00 |
Volume |
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Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,969.37 |
1,965.39 |
1,949.06 |
|
R3 |
1,960.85 |
1,956.87 |
1,946.71 |
|
R2 |
1,952.33 |
1,952.33 |
1,945.93 |
|
R1 |
1,948.35 |
1,948.35 |
1,945.15 |
1,946.08 |
PP |
1,943.81 |
1,943.81 |
1,943.81 |
1,942.68 |
S1 |
1,939.83 |
1,939.83 |
1,943.59 |
1,937.56 |
S2 |
1,935.29 |
1,935.29 |
1,942.81 |
|
S3 |
1,926.77 |
1,931.31 |
1,942.03 |
|
S4 |
1,918.25 |
1,922.79 |
1,939.68 |
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Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,102.42 |
2,081.34 |
1,974.82 |
|
R3 |
2,043.49 |
2,022.41 |
1,958.62 |
|
R2 |
1,984.56 |
1,984.56 |
1,953.21 |
|
R1 |
1,963.48 |
1,963.48 |
1,947.81 |
1,974.02 |
PP |
1,925.63 |
1,925.63 |
1,925.63 |
1,930.90 |
S1 |
1,904.55 |
1,904.55 |
1,937.01 |
1,915.09 |
S2 |
1,866.70 |
1,866.70 |
1,931.61 |
|
S3 |
1,807.77 |
1,845.62 |
1,926.20 |
|
S4 |
1,748.84 |
1,786.69 |
1,910.00 |
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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 |
1,947.79 |
1,887.77 |
60.02 |
3.1% |
15.60 |
0.8% |
94% |
True |
False |
|
10 |
1,947.79 |
1,876.52 |
71.27 |
3.7% |
19.39 |
1.0% |
95% |
True |
False |
|
20 |
1,947.79 |
1,869.51 |
78.28 |
4.0% |
20.17 |
1.0% |
96% |
True |
False |
|
40 |
1,947.79 |
1,844.05 |
103.74 |
5.3% |
19.25 |
1.0% |
97% |
True |
False |
|
60 |
1,947.79 |
1,753.43 |
194.36 |
10.0% |
18.69 |
1.0% |
98% |
True |
False |
|
80 |
1,947.79 |
1,710.97 |
236.82 |
12.2% |
20.46 |
1.1% |
99% |
True |
False |
|
100 |
1,947.79 |
1,710.97 |
236.82 |
12.2% |
20.33 |
1.0% |
99% |
True |
False |
|
120 |
1,947.79 |
1,710.97 |
236.82 |
12.2% |
20.73 |
1.1% |
99% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,984.00 |
2.618 |
1,970.10 |
1.618 |
1,961.58 |
1.000 |
1,956.31 |
0.618 |
1,953.06 |
HIGH |
1,947.79 |
0.618 |
1,944.54 |
0.500 |
1,943.53 |
0.382 |
1,942.52 |
LOW |
1,939.27 |
0.618 |
1,934.00 |
1.000 |
1,930.75 |
1.618 |
1,925.48 |
2.618 |
1,916.96 |
4.250 |
1,903.06 |
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