| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1,981.00 |
1,934.25 |
-46.75 |
-2.4% |
2,044.50 |
| High |
1,992.25 |
1,964.50 |
-27.75 |
-1.4% |
2,070.75 |
| Low |
1,933.00 |
1,919.25 |
-13.75 |
-0.7% |
1,988.25 |
| Close |
1,935.75 |
1,939.00 |
3.25 |
0.2% |
1,997.50 |
| Range |
59.25 |
45.25 |
-14.00 |
-23.6% |
82.50 |
| ATR |
41.22 |
41.51 |
0.29 |
0.7% |
0.00 |
| Volume |
8,831 |
35,661 |
26,830 |
303.8% |
8,752 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,076.75 |
2,053.00 |
1,964.00 |
|
| R3 |
2,031.50 |
2,007.75 |
1,951.50 |
|
| R2 |
1,986.25 |
1,986.25 |
1,947.25 |
|
| R1 |
1,962.50 |
1,962.50 |
1,943.25 |
1,974.50 |
| PP |
1,941.00 |
1,941.00 |
1,941.00 |
1,946.75 |
| S1 |
1,917.25 |
1,917.25 |
1,934.75 |
1,929.00 |
| S2 |
1,895.75 |
1,895.75 |
1,930.75 |
|
| S3 |
1,850.50 |
1,872.00 |
1,926.50 |
|
| S4 |
1,805.25 |
1,826.75 |
1,914.00 |
|
|
| 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 |
1,919.25 |
151.50 |
7.8% |
52.50 |
2.7% |
13% |
False |
True |
11,332 |
| 10 |
2,070.75 |
1,919.25 |
151.50 |
7.8% |
47.25 |
2.4% |
13% |
False |
True |
6,513 |
| 20 |
2,070.75 |
1,919.25 |
151.50 |
7.8% |
40.00 |
2.1% |
13% |
False |
True |
3,636 |
| 40 |
2,070.75 |
1,877.75 |
193.00 |
10.0% |
38.00 |
2.0% |
32% |
False |
False |
2,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,156.75 |
|
2.618 |
2,083.00 |
|
1.618 |
2,037.75 |
|
1.000 |
2,009.75 |
|
0.618 |
1,992.50 |
|
HIGH |
1,964.50 |
|
0.618 |
1,947.25 |
|
0.500 |
1,942.00 |
|
0.382 |
1,936.50 |
|
LOW |
1,919.25 |
|
0.618 |
1,891.25 |
|
1.000 |
1,874.00 |
|
1.618 |
1,846.00 |
|
2.618 |
1,800.75 |
|
4.250 |
1,727.00 |
|
|