Day Change Summary |
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Previous |
Current |
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|
|
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05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,554.75 |
1,548.75 |
-6.00 |
-0.4% |
1,532.75 |
High |
1,556.25 |
1,550.50 |
-5.75 |
-0.4% |
1,557.75 |
Low |
1,542.00 |
1,530.25 |
-11.75 |
-0.8% |
1,527.50 |
Close |
1,548.75 |
1,531.25 |
-17.50 |
-1.1% |
1,554.75 |
Range |
14.25 |
20.25 |
6.00 |
42.1% |
30.25 |
ATR |
12.13 |
12.71 |
0.58 |
4.8% |
0.00 |
Volume |
69,590 |
153,168 |
83,578 |
120.1% |
53,679 |
|
Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,598.00 |
1,585.00 |
1,542.50 |
|
R3 |
1,577.75 |
1,564.75 |
1,536.75 |
|
R2 |
1,557.50 |
1,557.50 |
1,535.00 |
|
R1 |
1,544.50 |
1,544.50 |
1,533.00 |
1,541.00 |
PP |
1,537.25 |
1,537.25 |
1,537.25 |
1,535.50 |
S1 |
1,524.25 |
1,524.25 |
1,529.50 |
1,520.50 |
S2 |
1,517.00 |
1,517.00 |
1,527.50 |
|
S3 |
1,496.75 |
1,504.00 |
1,525.75 |
|
S4 |
1,476.50 |
1,483.75 |
1,520.00 |
|
|
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 |
1,530.25 |
27.50 |
1.8% |
12.25 |
0.8% |
4% |
False |
True |
54,937 |
10 |
1,557.75 |
1,522.50 |
35.25 |
2.3% |
13.75 |
0.9% |
25% |
False |
False |
30,781 |
20 |
1,557.75 |
1,510.50 |
47.25 |
3.1% |
13.25 |
0.9% |
44% |
False |
False |
16,588 |
40 |
1,557.75 |
1,456.00 |
101.75 |
6.6% |
12.00 |
0.8% |
74% |
False |
False |
8,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,636.50 |
2.618 |
1,603.50 |
1.618 |
1,583.25 |
1.000 |
1,570.75 |
0.618 |
1,563.00 |
HIGH |
1,550.50 |
0.618 |
1,542.75 |
0.500 |
1,540.50 |
0.382 |
1,538.00 |
LOW |
1,530.25 |
0.618 |
1,517.75 |
1.000 |
1,510.00 |
1.618 |
1,497.50 |
2.618 |
1,477.25 |
4.250 |
1,444.25 |
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