Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,962.00 |
1,938.25 |
-23.75 |
-1.2% |
1,921.75 |
High |
1,963.50 |
1,948.25 |
-15.25 |
-0.8% |
1,970.25 |
Low |
1,936.25 |
1,905.50 |
-30.75 |
-1.6% |
1,913.00 |
Close |
1,939.00 |
1,907.25 |
-31.75 |
-1.6% |
1,957.25 |
Range |
27.25 |
42.75 |
15.50 |
56.9% |
57.25 |
ATR |
21.93 |
23.42 |
1.49 |
6.8% |
0.00 |
Volume |
4,143 |
17,919 |
13,776 |
332.5% |
2,094 |
|
Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,048.50 |
2,020.75 |
1,930.75 |
|
R3 |
2,005.75 |
1,978.00 |
1,919.00 |
|
R2 |
1,963.00 |
1,963.00 |
1,915.00 |
|
R1 |
1,935.25 |
1,935.25 |
1,911.25 |
1,927.75 |
PP |
1,920.25 |
1,920.25 |
1,920.25 |
1,916.50 |
S1 |
1,892.50 |
1,892.50 |
1,903.25 |
1,885.00 |
S2 |
1,877.50 |
1,877.50 |
1,899.50 |
|
S3 |
1,834.75 |
1,849.75 |
1,895.50 |
|
S4 |
1,792.00 |
1,807.00 |
1,883.75 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,970.25 |
1,905.50 |
64.75 |
3.4% |
24.75 |
1.3% |
3% |
False |
True |
4,912 |
10 |
1,970.25 |
1,899.00 |
71.25 |
3.7% |
25.00 |
1.3% |
12% |
False |
False |
2,730 |
20 |
1,970.25 |
1,899.00 |
71.25 |
3.7% |
25.00 |
1.3% |
12% |
False |
False |
1,442 |
40 |
1,970.25 |
1,826.00 |
144.25 |
7.6% |
21.50 |
1.1% |
56% |
False |
False |
746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,130.00 |
2.618 |
2,060.25 |
1.618 |
2,017.50 |
1.000 |
1,991.00 |
0.618 |
1,974.75 |
HIGH |
1,948.25 |
0.618 |
1,932.00 |
0.500 |
1,927.00 |
0.382 |
1,921.75 |
LOW |
1,905.50 |
0.618 |
1,879.00 |
1.000 |
1,862.75 |
1.618 |
1,836.25 |
2.618 |
1,793.50 |
4.250 |
1,723.75 |
|
|