| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,962.25 |
1,966.75 |
4.50 |
0.2% |
1,921.75 |
| High |
1,970.25 |
1,966.75 |
-3.50 |
-0.2% |
1,970.25 |
| Low |
1,954.25 |
1,947.50 |
-6.75 |
-0.3% |
1,913.00 |
| Close |
1,957.25 |
1,962.00 |
4.75 |
0.2% |
1,957.25 |
| Range |
16.00 |
19.25 |
3.25 |
20.3% |
57.25 |
| ATR |
21.93 |
21.74 |
-0.19 |
-0.9% |
0.00 |
| Volume |
362 |
1,009 |
647 |
178.7% |
2,094 |
|
| Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,016.50 |
2,008.50 |
1,972.50 |
|
| R3 |
1,997.25 |
1,989.25 |
1,967.25 |
|
| R2 |
1,978.00 |
1,978.00 |
1,965.50 |
|
| R1 |
1,970.00 |
1,970.00 |
1,963.75 |
1,964.50 |
| PP |
1,958.75 |
1,958.75 |
1,958.75 |
1,956.00 |
| S1 |
1,950.75 |
1,950.75 |
1,960.25 |
1,945.00 |
| S2 |
1,939.50 |
1,939.50 |
1,958.50 |
|
| S3 |
1,920.25 |
1,931.50 |
1,956.75 |
|
| S4 |
1,901.00 |
1,912.25 |
1,951.50 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.50 |
2,095.25 |
1,988.75 |
|
| R3 |
2,061.25 |
2,038.00 |
1,973.00 |
|
| R2 |
2,004.00 |
2,004.00 |
1,967.75 |
|
| R1 |
1,980.75 |
1,980.75 |
1,962.50 |
1,992.50 |
| PP |
1,946.75 |
1,946.75 |
1,946.75 |
1,952.75 |
| S1 |
1,923.50 |
1,923.50 |
1,952.00 |
1,935.00 |
| S2 |
1,889.50 |
1,889.50 |
1,946.75 |
|
| S3 |
1,832.25 |
1,866.25 |
1,941.50 |
|
| S4 |
1,775.00 |
1,809.00 |
1,925.75 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,048.50 |
|
2.618 |
2,017.25 |
|
1.618 |
1,998.00 |
|
1.000 |
1,986.00 |
|
0.618 |
1,978.75 |
|
HIGH |
1,966.75 |
|
0.618 |
1,959.50 |
|
0.500 |
1,957.00 |
|
0.382 |
1,954.75 |
|
LOW |
1,947.50 |
|
0.618 |
1,935.50 |
|
1.000 |
1,928.25 |
|
1.618 |
1,916.25 |
|
2.618 |
1,897.00 |
|
4.250 |
1,865.75 |
|
|