Day Change Summary |
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Previous |
Current |
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|
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07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,938.25 |
1,907.75 |
-30.50 |
-1.6% |
1,966.75 |
High |
1,948.25 |
1,934.75 |
-13.50 |
-0.7% |
1,966.75 |
Low |
1,905.50 |
1,898.00 |
-7.50 |
-0.4% |
1,898.00 |
Close |
1,907.25 |
1,934.00 |
26.75 |
1.4% |
1,934.00 |
Range |
42.75 |
36.75 |
-6.00 |
-14.0% |
68.75 |
ATR |
23.42 |
24.37 |
0.95 |
4.1% |
0.00 |
Volume |
17,919 |
538,760 |
520,841 |
2,906.6% |
562,962 |
|
Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,032.50 |
2,020.00 |
1,954.25 |
|
R3 |
1,995.75 |
1,983.25 |
1,944.00 |
|
R2 |
1,959.00 |
1,959.00 |
1,940.75 |
|
R1 |
1,946.50 |
1,946.50 |
1,937.25 |
1,952.75 |
PP |
1,922.25 |
1,922.25 |
1,922.25 |
1,925.50 |
S1 |
1,909.75 |
1,909.75 |
1,930.75 |
1,916.00 |
S2 |
1,885.50 |
1,885.50 |
1,927.25 |
|
S3 |
1,848.75 |
1,873.00 |
1,924.00 |
|
S4 |
1,812.00 |
1,836.25 |
1,913.75 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,139.25 |
2,105.25 |
1,971.75 |
|
R3 |
2,070.50 |
2,036.50 |
1,953.00 |
|
R2 |
2,001.75 |
2,001.75 |
1,946.50 |
|
R1 |
1,967.75 |
1,967.75 |
1,940.25 |
1,950.50 |
PP |
1,933.00 |
1,933.00 |
1,933.00 |
1,924.25 |
S1 |
1,899.00 |
1,899.00 |
1,927.75 |
1,881.50 |
S2 |
1,864.25 |
1,864.25 |
1,921.50 |
|
S3 |
1,795.50 |
1,830.25 |
1,915.00 |
|
S4 |
1,726.75 |
1,761.50 |
1,896.25 |
|
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,966.75 |
1,898.00 |
68.75 |
3.6% |
29.00 |
1.5% |
52% |
False |
True |
112,592 |
10 |
1,970.25 |
1,898.00 |
72.25 |
3.7% |
24.25 |
1.3% |
50% |
False |
True |
56,572 |
20 |
1,970.25 |
1,898.00 |
72.25 |
3.7% |
25.50 |
1.3% |
50% |
False |
True |
28,370 |
40 |
1,970.25 |
1,839.50 |
130.75 |
6.8% |
21.75 |
1.1% |
72% |
False |
False |
14,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,091.00 |
2.618 |
2,031.00 |
1.618 |
1,994.25 |
1.000 |
1,971.50 |
0.618 |
1,957.50 |
HIGH |
1,934.75 |
0.618 |
1,920.75 |
0.500 |
1,916.50 |
0.382 |
1,912.00 |
LOW |
1,898.00 |
0.618 |
1,875.25 |
1.000 |
1,861.25 |
1.618 |
1,838.50 |
2.618 |
1,801.75 |
4.250 |
1,741.75 |
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