Day Change Summary |
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Previous |
Current |
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04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,554.25 |
1,554.75 |
0.50 |
0.0% |
1,532.75 |
High |
1,557.50 |
1,556.25 |
-1.25 |
-0.1% |
1,557.75 |
Low |
1,548.25 |
1,542.00 |
-6.25 |
-0.4% |
1,527.50 |
Close |
1,555.50 |
1,548.75 |
-6.75 |
-0.4% |
1,554.75 |
Range |
9.25 |
14.25 |
5.00 |
54.1% |
30.25 |
ATR |
11.97 |
12.13 |
0.16 |
1.4% |
0.00 |
Volume |
16,275 |
69,590 |
53,315 |
327.6% |
53,679 |
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Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,591.75 |
1,584.50 |
1,556.50 |
|
R3 |
1,577.50 |
1,570.25 |
1,552.75 |
|
R2 |
1,563.25 |
1,563.25 |
1,551.25 |
|
R1 |
1,556.00 |
1,556.00 |
1,550.00 |
1,552.50 |
PP |
1,549.00 |
1,549.00 |
1,549.00 |
1,547.25 |
S1 |
1,541.75 |
1,541.75 |
1,547.50 |
1,538.25 |
S2 |
1,534.75 |
1,534.75 |
1,546.25 |
|
S3 |
1,520.50 |
1,527.50 |
1,544.75 |
|
S4 |
1,506.25 |
1,513.25 |
1,541.00 |
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|
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 |
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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 |
1,557.75 |
1,527.50 |
30.25 |
2.0% |
12.50 |
0.8% |
70% |
False |
False |
27,522 |
10 |
1,557.75 |
1,522.50 |
35.25 |
2.3% |
12.50 |
0.8% |
74% |
False |
False |
15,574 |
20 |
1,557.75 |
1,510.50 |
47.25 |
3.1% |
12.50 |
0.8% |
81% |
False |
False |
8,964 |
40 |
1,557.75 |
1,456.00 |
101.75 |
6.6% |
11.75 |
0.8% |
91% |
False |
False |
4,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,616.75 |
2.618 |
1,593.50 |
1.618 |
1,579.25 |
1.000 |
1,570.50 |
0.618 |
1,565.00 |
HIGH |
1,556.25 |
0.618 |
1,550.75 |
0.500 |
1,549.00 |
0.382 |
1,547.50 |
LOW |
1,542.00 |
0.618 |
1,533.25 |
1.000 |
1,527.75 |
1.618 |
1,519.00 |
2.618 |
1,504.75 |
4.250 |
1,481.50 |
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