| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,995.00 |
1,981.00 |
-14.00 |
-0.7% |
2,044.50 |
| High |
1,998.00 |
1,992.25 |
-5.75 |
-0.3% |
2,070.75 |
| Low |
1,965.50 |
1,933.00 |
-32.50 |
-1.7% |
1,988.25 |
| Close |
1,982.25 |
1,935.75 |
-46.50 |
-2.3% |
1,997.50 |
| Range |
32.50 |
59.25 |
26.75 |
82.3% |
82.50 |
| ATR |
39.84 |
41.22 |
1.39 |
3.5% |
0.00 |
| Volume |
7,864 |
8,831 |
967 |
12.3% |
8,752 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,131.50 |
2,092.75 |
1,968.25 |
|
| R3 |
2,072.25 |
2,033.50 |
1,952.00 |
|
| R2 |
2,013.00 |
2,013.00 |
1,946.50 |
|
| R1 |
1,974.25 |
1,974.25 |
1,941.25 |
1,964.00 |
| PP |
1,953.75 |
1,953.75 |
1,953.75 |
1,948.50 |
| S1 |
1,915.00 |
1,915.00 |
1,930.25 |
1,904.75 |
| S2 |
1,894.50 |
1,894.50 |
1,925.00 |
|
| S3 |
1,835.25 |
1,855.75 |
1,919.50 |
|
| S4 |
1,776.00 |
1,796.50 |
1,903.25 |
|
|
| 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 |
1,933.00 |
137.75 |
7.1% |
52.00 |
2.7% |
2% |
False |
True |
4,558 |
| 10 |
2,070.75 |
1,933.00 |
137.75 |
7.1% |
46.50 |
2.4% |
2% |
False |
True |
3,036 |
| 20 |
2,070.75 |
1,933.00 |
137.75 |
7.1% |
39.75 |
2.1% |
2% |
False |
True |
1,866 |
| 40 |
2,070.75 |
1,843.75 |
227.00 |
11.7% |
37.75 |
1.9% |
41% |
False |
False |
1,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,244.00 |
|
2.618 |
2,147.25 |
|
1.618 |
2,088.00 |
|
1.000 |
2,051.50 |
|
0.618 |
2,028.75 |
|
HIGH |
1,992.25 |
|
0.618 |
1,969.50 |
|
0.500 |
1,962.50 |
|
0.382 |
1,955.75 |
|
LOW |
1,933.00 |
|
0.618 |
1,896.50 |
|
1.000 |
1,873.75 |
|
1.618 |
1,837.25 |
|
2.618 |
1,778.00 |
|
4.250 |
1,681.25 |
|
|