Day Change Summary |
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Previous |
Current |
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03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,386.50 |
1,379.50 |
-7.00 |
-0.5% |
1,376.75 |
High |
1,395.00 |
1,390.25 |
-4.75 |
-0.3% |
1,408.50 |
Low |
1,371.25 |
1,373.00 |
1.75 |
0.1% |
1,372.50 |
Close |
1,380.25 |
1,379.25 |
-1.00 |
-0.1% |
1,402.25 |
Range |
23.75 |
17.25 |
-6.50 |
-27.4% |
36.00 |
ATR |
18.78 |
18.67 |
-0.11 |
-0.6% |
0.00 |
Volume |
27,819 |
50,004 |
22,185 |
79.7% |
46,755 |
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Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.50 |
1,423.25 |
1,388.75 |
|
R3 |
1,415.25 |
1,406.00 |
1,384.00 |
|
R2 |
1,398.00 |
1,398.00 |
1,382.50 |
|
R1 |
1,388.75 |
1,388.75 |
1,380.75 |
1,384.75 |
PP |
1,380.75 |
1,380.75 |
1,380.75 |
1,379.00 |
S1 |
1,371.50 |
1,371.50 |
1,377.75 |
1,367.50 |
S2 |
1,363.50 |
1,363.50 |
1,376.00 |
|
S3 |
1,346.25 |
1,354.25 |
1,374.50 |
|
S4 |
1,329.00 |
1,337.00 |
1,369.75 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,502.50 |
1,488.25 |
1,422.00 |
|
R3 |
1,466.50 |
1,452.25 |
1,412.25 |
|
R2 |
1,430.50 |
1,430.50 |
1,408.75 |
|
R1 |
1,416.25 |
1,416.25 |
1,405.50 |
1,423.50 |
PP |
1,394.50 |
1,394.50 |
1,394.50 |
1,398.00 |
S1 |
1,380.25 |
1,380.25 |
1,399.00 |
1,387.50 |
S2 |
1,358.50 |
1,358.50 |
1,395.75 |
|
S3 |
1,322.50 |
1,344.25 |
1,392.25 |
|
S4 |
1,286.50 |
1,308.25 |
1,382.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,408.50 |
1,371.25 |
37.25 |
2.7% |
18.75 |
1.4% |
21% |
False |
False |
22,192 |
10 |
1,408.50 |
1,371.25 |
37.25 |
2.7% |
16.00 |
1.2% |
21% |
False |
False |
14,960 |
20 |
1,442.25 |
1,371.25 |
71.00 |
5.1% |
17.00 |
1.2% |
11% |
False |
False |
10,190 |
40 |
1,442.25 |
1,326.00 |
116.25 |
8.4% |
19.00 |
1.4% |
46% |
False |
False |
7,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,463.50 |
2.618 |
1,435.50 |
1.618 |
1,418.25 |
1.000 |
1,407.50 |
0.618 |
1,401.00 |
HIGH |
1,390.25 |
0.618 |
1,383.75 |
0.500 |
1,381.50 |
0.382 |
1,379.50 |
LOW |
1,373.00 |
0.618 |
1,362.25 |
1.000 |
1,355.75 |
1.618 |
1,345.00 |
2.618 |
1,327.75 |
4.250 |
1,299.75 |
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