Day Change Summary |
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Previous |
Current |
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|
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08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,907.75 |
1,933.75 |
26.00 |
1.4% |
1,966.75 |
High |
1,934.75 |
1,944.75 |
10.00 |
0.5% |
1,966.75 |
Low |
1,898.00 |
1,927.25 |
29.25 |
1.5% |
1,898.00 |
Close |
1,934.00 |
1,930.50 |
-3.50 |
-0.2% |
1,934.00 |
Range |
36.75 |
17.50 |
-19.25 |
-52.4% |
68.75 |
ATR |
24.37 |
23.88 |
-0.49 |
-2.0% |
0.00 |
Volume |
538,760 |
436,499 |
-102,261 |
-19.0% |
562,962 |
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Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,986.75 |
1,976.00 |
1,940.00 |
|
R3 |
1,969.25 |
1,958.50 |
1,935.25 |
|
R2 |
1,951.75 |
1,951.75 |
1,933.75 |
|
R1 |
1,941.00 |
1,941.00 |
1,932.00 |
1,937.50 |
PP |
1,934.25 |
1,934.25 |
1,934.25 |
1,932.50 |
S1 |
1,923.50 |
1,923.50 |
1,929.00 |
1,920.00 |
S2 |
1,916.75 |
1,916.75 |
1,927.25 |
|
S3 |
1,899.25 |
1,906.00 |
1,925.75 |
|
S4 |
1,881.75 |
1,888.50 |
1,921.00 |
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|
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 |
1,963.50 |
1,898.00 |
65.50 |
3.4% |
28.50 |
1.5% |
50% |
False |
False |
199,690 |
10 |
1,970.25 |
1,898.00 |
72.25 |
3.7% |
24.50 |
1.3% |
45% |
False |
False |
100,155 |
20 |
1,970.25 |
1,898.00 |
72.25 |
3.7% |
24.75 |
1.3% |
45% |
False |
False |
50,187 |
40 |
1,970.25 |
1,855.50 |
114.75 |
5.9% |
21.75 |
1.1% |
65% |
False |
False |
25,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,019.00 |
2.618 |
1,990.50 |
1.618 |
1,973.00 |
1.000 |
1,962.25 |
0.618 |
1,955.50 |
HIGH |
1,944.75 |
0.618 |
1,938.00 |
0.500 |
1,936.00 |
0.382 |
1,934.00 |
LOW |
1,927.25 |
0.618 |
1,916.50 |
1.000 |
1,909.75 |
1.618 |
1,899.00 |
2.618 |
1,881.50 |
4.250 |
1,853.00 |
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