| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,996.00 |
1,995.00 |
-1.00 |
-0.1% |
2,044.50 |
| High |
2,009.00 |
1,998.00 |
-11.00 |
-0.5% |
2,070.75 |
| Low |
1,958.25 |
1,965.50 |
7.25 |
0.4% |
1,988.25 |
| Close |
1,996.75 |
1,982.25 |
-14.50 |
-0.7% |
1,997.50 |
| Range |
50.75 |
32.50 |
-18.25 |
-36.0% |
82.50 |
| ATR |
40.40 |
39.84 |
-0.56 |
-1.4% |
0.00 |
| Volume |
2,390 |
7,864 |
5,474 |
229.0% |
8,752 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,079.50 |
2,063.25 |
2,000.00 |
|
| R3 |
2,047.00 |
2,030.75 |
1,991.25 |
|
| R2 |
2,014.50 |
2,014.50 |
1,988.25 |
|
| R1 |
1,998.25 |
1,998.25 |
1,985.25 |
1,990.00 |
| PP |
1,982.00 |
1,982.00 |
1,982.00 |
1,977.75 |
| S1 |
1,965.75 |
1,965.75 |
1,979.25 |
1,957.50 |
| S2 |
1,949.50 |
1,949.50 |
1,976.25 |
|
| S3 |
1,917.00 |
1,933.25 |
1,973.25 |
|
| S4 |
1,884.50 |
1,900.75 |
1,964.50 |
|
|
| 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 |
5.7% |
50.25 |
2.5% |
21% |
False |
False |
3,379 |
| 10 |
2,070.75 |
1,958.25 |
112.50 |
5.7% |
43.00 |
2.2% |
21% |
False |
False |
2,224 |
| 20 |
2,070.75 |
1,954.25 |
116.50 |
5.9% |
38.75 |
1.9% |
24% |
False |
False |
1,444 |
| 40 |
2,070.75 |
1,823.00 |
247.75 |
12.5% |
37.50 |
1.9% |
64% |
False |
False |
1,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,136.00 |
|
2.618 |
2,083.00 |
|
1.618 |
2,050.50 |
|
1.000 |
2,030.50 |
|
0.618 |
2,018.00 |
|
HIGH |
1,998.00 |
|
0.618 |
1,985.50 |
|
0.500 |
1,981.75 |
|
0.382 |
1,978.00 |
|
LOW |
1,965.50 |
|
0.618 |
1,945.50 |
|
1.000 |
1,933.00 |
|
1.618 |
1,913.00 |
|
2.618 |
1,880.50 |
|
4.250 |
1,827.50 |
|
|