Day Change Summary |
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Previous |
Current |
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04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
6,407.0 |
6,420.0 |
13.0 |
0.2% |
6,300.0 |
High |
6,434.0 |
6,420.0 |
-14.0 |
-0.2% |
6,370.0 |
Low |
6,399.0 |
6,395.0 |
-4.0 |
-0.1% |
6,248.0 |
Close |
6,416.0 |
6,404.0 |
-12.0 |
-0.2% |
6,365.0 |
Range |
35.0 |
25.0 |
-10.0 |
-28.6% |
122.0 |
ATR |
53.8 |
51.7 |
-2.1 |
-3.8% |
0.0 |
Volume |
98 |
314 |
216 |
220.4% |
1,099 |
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Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,481.3 |
6,467.7 |
6,417.8 |
|
R3 |
6,456.3 |
6,442.7 |
6,410.9 |
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R2 |
6,431.3 |
6,431.3 |
6,408.6 |
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R1 |
6,417.7 |
6,417.7 |
6,406.3 |
6,412.0 |
PP |
6,406.3 |
6,406.3 |
6,406.3 |
6,403.5 |
S1 |
6,392.7 |
6,392.7 |
6,401.7 |
6,387.0 |
S2 |
6,381.3 |
6,381.3 |
6,399.4 |
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S3 |
6,356.3 |
6,367.7 |
6,397.1 |
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S4 |
6,331.3 |
6,342.7 |
6,390.3 |
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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% |
37.2 |
0.6% |
84% |
False |
False |
202 |
10 |
6,434.0 |
6,245.0 |
189.0 |
3.0% |
42.8 |
0.7% |
84% |
False |
False |
193 |
20 |
6,434.0 |
6,245.0 |
189.0 |
3.0% |
34.9 |
0.5% |
84% |
False |
False |
197 |
40 |
6,434.0 |
6,119.0 |
315.0 |
4.9% |
23.4 |
0.4% |
90% |
False |
False |
143 |
60 |
6,434.0 |
5,784.0 |
650.0 |
10.1% |
23.4 |
0.4% |
95% |
False |
False |
110 |
80 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
20.9 |
0.3% |
96% |
False |
False |
112 |
100 |
6,434.0 |
5,583.0 |
851.0 |
13.3% |
17.4 |
0.3% |
96% |
False |
False |
91 |
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Fibonacci Retracements and Extensions |
4.250 |
6,526.3 |
2.618 |
6,485.5 |
1.618 |
6,460.5 |
1.000 |
6,445.0 |
0.618 |
6,435.5 |
HIGH |
6,420.0 |
0.618 |
6,410.5 |
0.500 |
6,407.5 |
0.382 |
6,404.6 |
LOW |
6,395.0 |
0.618 |
6,379.6 |
1.000 |
6,370.0 |
1.618 |
6,354.6 |
2.618 |
6,329.6 |
4.250 |
6,288.8 |
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