| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
2,066.50 |
1,996.00 |
-70.50 |
-3.4% |
2,044.50 |
| High |
2,070.75 |
2,009.00 |
-61.75 |
-3.0% |
2,070.75 |
| Low |
1,996.50 |
1,958.25 |
-38.25 |
-1.9% |
1,988.25 |
| Close |
1,997.50 |
1,996.75 |
-0.75 |
0.0% |
1,997.50 |
| Range |
74.25 |
50.75 |
-23.50 |
-31.6% |
82.50 |
| ATR |
39.60 |
40.40 |
0.80 |
2.0% |
0.00 |
| Volume |
1,916 |
2,390 |
474 |
24.7% |
8,752 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.25 |
2,119.25 |
2,024.75 |
|
| R3 |
2,089.50 |
2,068.50 |
2,010.75 |
|
| R2 |
2,038.75 |
2,038.75 |
2,006.00 |
|
| R1 |
2,017.75 |
2,017.75 |
2,001.50 |
2,028.25 |
| PP |
1,988.00 |
1,988.00 |
1,988.00 |
1,993.25 |
| S1 |
1,967.00 |
1,967.00 |
1,992.00 |
1,977.50 |
| S2 |
1,937.25 |
1,937.25 |
1,987.50 |
|
| S3 |
1,886.50 |
1,916.25 |
1,982.75 |
|
| S4 |
1,835.75 |
1,865.50 |
1,968.75 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,266.25 |
2,214.50 |
2,043.00 |
|
| R3 |
2,183.75 |
2,132.00 |
2,020.25 |
|
| R2 |
2,101.25 |
2,101.25 |
2,012.50 |
|
| R1 |
2,049.50 |
2,049.50 |
2,005.00 |
2,034.00 |
| PP |
2,018.75 |
2,018.75 |
2,018.75 |
2,011.25 |
| S1 |
1,967.00 |
1,967.00 |
1,990.00 |
1,951.50 |
| S2 |
1,936.25 |
1,936.25 |
1,982.50 |
|
| S3 |
1,853.75 |
1,884.50 |
1,974.75 |
|
| S4 |
1,771.25 |
1,802.00 |
1,952.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,070.75 |
1,958.25 |
112.50 |
5.6% |
53.75 |
2.7% |
34% |
False |
True |
2,126 |
| 10 |
2,070.75 |
1,958.25 |
112.50 |
5.6% |
44.00 |
2.2% |
34% |
False |
True |
1,504 |
| 20 |
2,070.75 |
1,954.25 |
116.50 |
5.8% |
38.25 |
1.9% |
36% |
False |
False |
1,077 |
| 40 |
2,070.75 |
1,789.25 |
281.50 |
14.1% |
37.25 |
1.9% |
74% |
False |
False |
815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,224.75 |
|
2.618 |
2,141.75 |
|
1.618 |
2,091.00 |
|
1.000 |
2,059.75 |
|
0.618 |
2,040.25 |
|
HIGH |
2,009.00 |
|
0.618 |
1,989.50 |
|
0.500 |
1,983.50 |
|
0.382 |
1,977.75 |
|
LOW |
1,958.25 |
|
0.618 |
1,927.00 |
|
1.000 |
1,907.50 |
|
1.618 |
1,876.25 |
|
2.618 |
1,825.50 |
|
4.250 |
1,742.50 |
|
|