Day Change Summary |
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Previous |
Current |
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06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,548.75 |
1,532.00 |
-16.75 |
-1.1% |
1,532.75 |
High |
1,550.50 |
1,538.25 |
-12.25 |
-0.8% |
1,557.75 |
Low |
1,530.25 |
1,502.25 |
-28.00 |
-1.8% |
1,527.50 |
Close |
1,531.25 |
1,503.75 |
-27.50 |
-1.8% |
1,554.75 |
Range |
20.25 |
36.00 |
15.75 |
77.8% |
30.25 |
ATR |
12.71 |
14.37 |
1.66 |
13.1% |
0.00 |
Volume |
153,168 |
179,651 |
26,483 |
17.3% |
53,679 |
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Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,622.75 |
1,599.25 |
1,523.50 |
|
R3 |
1,586.75 |
1,563.25 |
1,513.75 |
|
R2 |
1,550.75 |
1,550.75 |
1,510.25 |
|
R1 |
1,527.25 |
1,527.25 |
1,507.00 |
1,521.00 |
PP |
1,514.75 |
1,514.75 |
1,514.75 |
1,511.50 |
S1 |
1,491.25 |
1,491.25 |
1,500.50 |
1,485.00 |
S2 |
1,478.75 |
1,478.75 |
1,497.25 |
|
S3 |
1,442.75 |
1,455.25 |
1,493.75 |
|
S4 |
1,406.75 |
1,419.25 |
1,484.00 |
|
|
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 |
1,502.25 |
55.50 |
3.7% |
18.00 |
1.2% |
3% |
False |
True |
88,366 |
10 |
1,557.75 |
1,502.25 |
55.50 |
3.7% |
16.25 |
1.1% |
3% |
False |
True |
48,214 |
20 |
1,557.75 |
1,502.25 |
55.50 |
3.7% |
14.50 |
1.0% |
3% |
False |
True |
25,513 |
40 |
1,557.75 |
1,456.00 |
101.75 |
6.8% |
12.75 |
0.8% |
47% |
False |
False |
13,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,691.25 |
2.618 |
1,632.50 |
1.618 |
1,596.50 |
1.000 |
1,574.25 |
0.618 |
1,560.50 |
HIGH |
1,538.25 |
0.618 |
1,524.50 |
0.500 |
1,520.25 |
0.382 |
1,516.00 |
LOW |
1,502.25 |
0.618 |
1,480.00 |
1.000 |
1,466.25 |
1.618 |
1,444.00 |
2.618 |
1,408.00 |
4.250 |
1,349.25 |
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