Day Change Summary |
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Previous |
Current |
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06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
6,375.0 |
6,273.0 |
-102.0 |
-1.6% |
6,300.0 |
High |
6,377.0 |
6,331.0 |
-46.0 |
-0.7% |
6,370.0 |
Low |
6,339.0 |
6,270.0 |
-69.0 |
-1.1% |
6,248.0 |
Close |
6,354.0 |
6,331.0 |
-23.0 |
-0.4% |
6,365.0 |
Range |
38.0 |
61.0 |
23.0 |
60.5% |
122.0 |
ATR |
52.7 |
54.9 |
2.2 |
4.2% |
0.0 |
Volume |
498 |
478 |
-20 |
-4.0% |
1,099 |
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Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,493.7 |
6,473.3 |
6,364.6 |
|
R3 |
6,432.7 |
6,412.3 |
6,347.8 |
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R2 |
6,371.7 |
6,371.7 |
6,342.2 |
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R1 |
6,351.3 |
6,351.3 |
6,336.6 |
6,361.5 |
PP |
6,310.7 |
6,310.7 |
6,310.7 |
6,315.8 |
S1 |
6,290.3 |
6,290.3 |
6,325.4 |
6,300.5 |
S2 |
6,249.7 |
6,249.7 |
6,319.8 |
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S3 |
6,188.7 |
6,229.3 |
6,314.2 |
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S4 |
6,127.7 |
6,168.3 |
6,297.5 |
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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 |
6,270.0 |
164.0 |
2.6% |
35.2 |
0.6% |
37% |
False |
True |
326 |
10 |
6,434.0 |
6,245.0 |
189.0 |
3.0% |
42.8 |
0.7% |
46% |
False |
False |
270 |
20 |
6,434.0 |
6,245.0 |
189.0 |
3.0% |
36.8 |
0.6% |
46% |
False |
False |
217 |
40 |
6,434.0 |
6,150.0 |
284.0 |
4.5% |
25.9 |
0.4% |
64% |
False |
False |
167 |
60 |
6,434.0 |
5,784.0 |
650.0 |
10.3% |
25.0 |
0.4% |
84% |
False |
False |
126 |
80 |
6,434.0 |
5,667.0 |
767.0 |
12.1% |
21.9 |
0.3% |
87% |
False |
False |
124 |
100 |
6,434.0 |
5,667.0 |
767.0 |
12.1% |
18.3 |
0.3% |
87% |
False |
False |
101 |
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Fibonacci Retracements and Extensions |
4.250 |
6,590.3 |
2.618 |
6,490.7 |
1.618 |
6,429.7 |
1.000 |
6,392.0 |
0.618 |
6,368.7 |
HIGH |
6,331.0 |
0.618 |
6,307.7 |
0.500 |
6,300.5 |
0.382 |
6,293.3 |
LOW |
6,270.0 |
0.618 |
6,232.3 |
1.000 |
6,209.0 |
1.618 |
6,171.3 |
2.618 |
6,110.3 |
4.250 |
6,010.8 |
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