| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1,966.75 |
1,960.50 |
-6.25 |
-0.3% |
1,921.75 |
| High |
1,966.75 |
1,962.75 |
-4.00 |
-0.2% |
1,970.25 |
| Low |
1,947.50 |
1,944.00 |
-3.50 |
-0.2% |
1,913.00 |
| Close |
1,962.00 |
1,961.25 |
-0.75 |
0.0% |
1,957.25 |
| Range |
19.25 |
18.75 |
-0.50 |
-2.6% |
57.25 |
| ATR |
21.74 |
21.53 |
-0.21 |
-1.0% |
0.00 |
| Volume |
1,009 |
1,131 |
122 |
12.1% |
2,094 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,012.25 |
2,005.50 |
1,971.50 |
|
| R3 |
1,993.50 |
1,986.75 |
1,966.50 |
|
| R2 |
1,974.75 |
1,974.75 |
1,964.75 |
|
| R1 |
1,968.00 |
1,968.00 |
1,963.00 |
1,971.50 |
| PP |
1,956.00 |
1,956.00 |
1,956.00 |
1,957.75 |
| S1 |
1,949.25 |
1,949.25 |
1,959.50 |
1,952.50 |
| S2 |
1,937.25 |
1,937.25 |
1,957.75 |
|
| S3 |
1,918.50 |
1,930.50 |
1,956.00 |
|
| S4 |
1,899.75 |
1,911.75 |
1,951.00 |
|
|
| 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 |
2,042.50 |
|
2.618 |
2,011.75 |
|
1.618 |
1,993.00 |
|
1.000 |
1,981.50 |
|
0.618 |
1,974.25 |
|
HIGH |
1,962.75 |
|
0.618 |
1,955.50 |
|
0.500 |
1,953.50 |
|
0.382 |
1,951.25 |
|
LOW |
1,944.00 |
|
0.618 |
1,932.50 |
|
1.000 |
1,925.25 |
|
1.618 |
1,913.75 |
|
2.618 |
1,895.00 |
|
4.250 |
1,864.25 |
|
|