Day Change Summary |
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Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,503.75 |
1,521.75 |
18.00 |
1.2% |
1,554.25 |
High |
1,524.00 |
1,531.25 |
7.25 |
0.5% |
1,557.50 |
Low |
1,494.25 |
1,518.50 |
24.25 |
1.6% |
1,494.25 |
Close |
1,522.50 |
1,525.25 |
2.75 |
0.2% |
1,522.50 |
Range |
29.75 |
12.75 |
-17.00 |
-57.1% |
63.25 |
ATR |
15.47 |
15.28 |
-0.19 |
-1.3% |
0.00 |
Volume |
1,859,481 |
2,013,560 |
154,079 |
8.3% |
2,278,165 |
|
Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,563.25 |
1,557.00 |
1,532.25 |
|
R3 |
1,550.50 |
1,544.25 |
1,528.75 |
|
R2 |
1,537.75 |
1,537.75 |
1,527.50 |
|
R1 |
1,531.50 |
1,531.50 |
1,526.50 |
1,534.50 |
PP |
1,525.00 |
1,525.00 |
1,525.00 |
1,526.50 |
S1 |
1,518.75 |
1,518.75 |
1,524.00 |
1,522.00 |
S2 |
1,512.25 |
1,512.25 |
1,523.00 |
|
S3 |
1,499.50 |
1,506.00 |
1,521.75 |
|
S4 |
1,486.75 |
1,493.25 |
1,518.25 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,714.50 |
1,681.75 |
1,557.25 |
|
R3 |
1,651.25 |
1,618.50 |
1,540.00 |
|
R2 |
1,588.00 |
1,588.00 |
1,534.00 |
|
R1 |
1,555.25 |
1,555.25 |
1,528.25 |
1,540.00 |
PP |
1,524.75 |
1,524.75 |
1,524.75 |
1,517.00 |
S1 |
1,492.00 |
1,492.00 |
1,516.75 |
1,476.75 |
S2 |
1,461.50 |
1,461.50 |
1,511.00 |
|
S3 |
1,398.25 |
1,428.75 |
1,505.00 |
|
S4 |
1,335.00 |
1,365.50 |
1,487.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,556.25 |
1,494.25 |
62.00 |
4.1% |
22.50 |
1.5% |
50% |
False |
False |
855,090 |
10 |
1,557.75 |
1,494.25 |
63.50 |
4.2% |
17.00 |
1.1% |
49% |
False |
False |
434,540 |
20 |
1,557.75 |
1,494.25 |
63.50 |
4.2% |
14.75 |
1.0% |
49% |
False |
False |
218,986 |
40 |
1,557.75 |
1,475.25 |
82.50 |
5.4% |
13.25 |
0.9% |
61% |
False |
False |
109,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,585.50 |
2.618 |
1,564.75 |
1.618 |
1,552.00 |
1.000 |
1,544.00 |
0.618 |
1,539.25 |
HIGH |
1,531.25 |
0.618 |
1,526.50 |
0.500 |
1,525.00 |
0.382 |
1,523.25 |
LOW |
1,518.50 |
0.618 |
1,510.50 |
1.000 |
1,505.75 |
1.618 |
1,497.75 |
2.618 |
1,485.00 |
4.250 |
1,464.25 |
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