Day Change Summary |
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Previous |
Current |
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01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
6,365.0 |
6,407.0 |
42.0 |
0.7% |
6,300.0 |
High |
6,370.0 |
6,434.0 |
64.0 |
1.0% |
6,370.0 |
Low |
6,353.0 |
6,399.0 |
46.0 |
0.7% |
6,248.0 |
Close |
6,365.0 |
6,416.0 |
51.0 |
0.8% |
6,365.0 |
Range |
17.0 |
35.0 |
18.0 |
105.9% |
122.0 |
ATR |
52.6 |
53.8 |
1.2 |
2.2% |
0.0 |
Volume |
243 |
98 |
-145 |
-59.7% |
1,099 |
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Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,521.3 |
6,503.7 |
6,435.3 |
|
R3 |
6,486.3 |
6,468.7 |
6,425.6 |
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R2 |
6,451.3 |
6,451.3 |
6,422.4 |
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R1 |
6,433.7 |
6,433.7 |
6,419.2 |
6,442.5 |
PP |
6,416.3 |
6,416.3 |
6,416.3 |
6,420.8 |
S1 |
6,398.7 |
6,398.7 |
6,412.8 |
6,407.5 |
S2 |
6,381.3 |
6,381.3 |
6,409.6 |
|
S3 |
6,346.3 |
6,363.7 |
6,406.4 |
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S4 |
6,311.3 |
6,328.7 |
6,396.8 |
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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 |
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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 |
6,434.0 |
6,248.0 |
186.0 |
2.9% |
47.0 |
0.7% |
90% |
True |
False |
148 |
10 |
6,434.0 |
6,245.0 |
189.0 |
2.9% |
43.9 |
0.7% |
90% |
True |
False |
177 |
20 |
6,434.0 |
6,245.0 |
189.0 |
2.9% |
35.2 |
0.5% |
90% |
True |
False |
181 |
40 |
6,434.0 |
6,117.0 |
317.0 |
4.9% |
22.8 |
0.4% |
94% |
True |
False |
144 |
60 |
6,434.0 |
5,784.0 |
650.0 |
10.1% |
23.0 |
0.4% |
97% |
True |
False |
104 |
80 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
20.6 |
0.3% |
98% |
True |
False |
108 |
100 |
6,434.0 |
5,554.0 |
880.0 |
13.7% |
17.1 |
0.3% |
98% |
True |
False |
88 |
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Fibonacci Retracements and Extensions |
4.250 |
6,582.8 |
2.618 |
6,525.6 |
1.618 |
6,490.6 |
1.000 |
6,469.0 |
0.618 |
6,455.6 |
HIGH |
6,434.0 |
0.618 |
6,420.6 |
0.500 |
6,416.5 |
0.382 |
6,412.4 |
LOW |
6,399.0 |
0.618 |
6,377.4 |
1.000 |
6,364.0 |
1.618 |
6,342.4 |
2.618 |
6,307.4 |
4.250 |
6,250.3 |
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