Day Change Summary |
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Previous |
Current |
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31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
6,320.0 |
6,365.0 |
45.0 |
0.7% |
6,300.0 |
High |
6,357.0 |
6,370.0 |
13.0 |
0.2% |
6,370.0 |
Low |
6,320.0 |
6,353.0 |
33.0 |
0.5% |
6,248.0 |
Close |
6,338.0 |
6,365.0 |
27.0 |
0.4% |
6,365.0 |
Range |
37.0 |
17.0 |
-20.0 |
-54.1% |
122.0 |
ATR |
54.2 |
52.6 |
-1.6 |
-2.9% |
0.0 |
Volume |
321 |
243 |
-78 |
-24.3% |
1,099 |
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Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,413.7 |
6,406.3 |
6,374.4 |
|
R3 |
6,396.7 |
6,389.3 |
6,369.7 |
|
R2 |
6,379.7 |
6,379.7 |
6,368.1 |
|
R1 |
6,372.3 |
6,372.3 |
6,366.6 |
6,373.5 |
PP |
6,362.7 |
6,362.7 |
6,362.7 |
6,363.3 |
S1 |
6,355.3 |
6,355.3 |
6,363.4 |
6,356.5 |
S2 |
6,345.7 |
6,345.7 |
6,361.9 |
|
S3 |
6,328.7 |
6,338.3 |
6,360.3 |
|
S4 |
6,311.7 |
6,321.3 |
6,355.7 |
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Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,693.7 |
6,651.3 |
6,432.1 |
|
R3 |
6,571.7 |
6,529.3 |
6,398.6 |
|
R2 |
6,449.7 |
6,449.7 |
6,387.4 |
|
R1 |
6,407.3 |
6,407.3 |
6,376.2 |
6,428.5 |
PP |
6,327.7 |
6,327.7 |
6,327.7 |
6,338.3 |
S1 |
6,285.3 |
6,285.3 |
6,353.8 |
6,306.5 |
S2 |
6,205.7 |
6,205.7 |
6,342.6 |
|
S3 |
6,083.7 |
6,163.3 |
6,331.5 |
|
S4 |
5,961.7 |
6,041.3 |
6,297.9 |
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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 |
6,370.0 |
6,248.0 |
122.0 |
1.9% |
45.8 |
0.7% |
96% |
True |
False |
219 |
10 |
6,408.0 |
6,245.0 |
163.0 |
2.6% |
43.6 |
0.7% |
74% |
False |
False |
170 |
20 |
6,408.0 |
6,245.0 |
163.0 |
2.6% |
33.4 |
0.5% |
74% |
False |
False |
196 |
40 |
6,408.0 |
6,112.0 |
296.0 |
4.7% |
22.5 |
0.4% |
85% |
False |
False |
142 |
60 |
6,408.0 |
5,784.0 |
624.0 |
9.8% |
22.4 |
0.4% |
93% |
False |
False |
106 |
80 |
6,408.0 |
5,667.0 |
741.0 |
11.6% |
20.2 |
0.3% |
94% |
False |
False |
108 |
100 |
6,408.0 |
5,533.0 |
875.0 |
13.7% |
16.9 |
0.3% |
95% |
False |
False |
87 |
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Fibonacci Retracements and Extensions |
4.250 |
6,442.3 |
2.618 |
6,414.5 |
1.618 |
6,397.5 |
1.000 |
6,387.0 |
0.618 |
6,380.5 |
HIGH |
6,370.0 |
0.618 |
6,363.5 |
0.500 |
6,361.5 |
0.382 |
6,359.5 |
LOW |
6,353.0 |
0.618 |
6,342.5 |
1.000 |
6,336.0 |
1.618 |
6,325.5 |
2.618 |
6,308.5 |
4.250 |
6,280.8 |
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