Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,548.50 |
1,549.00 |
0.50 |
0.0% |
1,532.75 |
High |
1,553.00 |
1,557.75 |
4.75 |
0.3% |
1,557.75 |
Low |
1,545.50 |
1,548.00 |
2.50 |
0.2% |
1,527.50 |
Close |
1,548.00 |
1,554.75 |
6.75 |
0.4% |
1,554.75 |
Range |
7.50 |
9.75 |
2.25 |
30.0% |
30.25 |
ATR |
12.36 |
12.18 |
-0.19 |
-1.5% |
0.00 |
Volume |
12,506 |
23,148 |
10,642 |
85.1% |
53,679 |
|
Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,582.75 |
1,578.50 |
1,560.00 |
|
R3 |
1,573.00 |
1,568.75 |
1,557.50 |
|
R2 |
1,563.25 |
1,563.25 |
1,556.50 |
|
R1 |
1,559.00 |
1,559.00 |
1,555.75 |
1,561.00 |
PP |
1,553.50 |
1,553.50 |
1,553.50 |
1,554.50 |
S1 |
1,549.25 |
1,549.25 |
1,553.75 |
1,551.50 |
S2 |
1,543.75 |
1,543.75 |
1,553.00 |
|
S3 |
1,534.00 |
1,539.50 |
1,552.00 |
|
S4 |
1,524.25 |
1,529.75 |
1,549.50 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,637.50 |
1,626.25 |
1,571.50 |
|
R3 |
1,607.25 |
1,596.00 |
1,563.00 |
|
R2 |
1,577.00 |
1,577.00 |
1,560.25 |
|
R1 |
1,565.75 |
1,565.75 |
1,557.50 |
1,571.50 |
PP |
1,546.75 |
1,546.75 |
1,546.75 |
1,549.50 |
S1 |
1,535.50 |
1,535.50 |
1,552.00 |
1,541.00 |
S2 |
1,516.50 |
1,516.50 |
1,549.25 |
|
S3 |
1,486.25 |
1,505.25 |
1,546.50 |
|
S4 |
1,456.00 |
1,475.00 |
1,538.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,557.75 |
1,525.25 |
32.50 |
2.1% |
11.75 |
0.7% |
91% |
True |
False |
12,223 |
10 |
1,557.75 |
1,522.50 |
35.25 |
2.3% |
12.25 |
0.8% |
91% |
True |
False |
7,286 |
20 |
1,557.75 |
1,510.50 |
47.25 |
3.0% |
12.00 |
0.8% |
94% |
True |
False |
4,741 |
40 |
1,557.75 |
1,456.00 |
101.75 |
6.5% |
11.50 |
0.7% |
97% |
True |
False |
2,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,599.25 |
2.618 |
1,583.25 |
1.618 |
1,573.50 |
1.000 |
1,567.50 |
0.618 |
1,563.75 |
HIGH |
1,557.75 |
0.618 |
1,554.00 |
0.500 |
1,553.00 |
0.382 |
1,551.75 |
LOW |
1,548.00 |
0.618 |
1,542.00 |
1.000 |
1,538.25 |
1.618 |
1,532.25 |
2.618 |
1,522.50 |
4.250 |
1,506.50 |
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