Day Change Summary |
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Previous |
Current |
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|
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12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,934.25 |
1,938.50 |
4.25 |
0.2% |
1,996.00 |
High |
1,964.50 |
1,979.50 |
15.00 |
0.8% |
2,009.00 |
Low |
1,919.25 |
1,929.00 |
9.75 |
0.5% |
1,919.25 |
Close |
1,939.00 |
1,974.50 |
35.50 |
1.8% |
1,974.50 |
Range |
45.25 |
50.50 |
5.25 |
11.6% |
89.75 |
ATR |
41.51 |
42.15 |
0.64 |
1.5% |
0.00 |
Volume |
35,661 |
336,568 |
300,907 |
843.8% |
391,314 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,112.50 |
2,094.00 |
2,002.25 |
|
R3 |
2,062.00 |
2,043.50 |
1,988.50 |
|
R2 |
2,011.50 |
2,011.50 |
1,983.75 |
|
R1 |
1,993.00 |
1,993.00 |
1,979.25 |
2,002.25 |
PP |
1,961.00 |
1,961.00 |
1,961.00 |
1,965.50 |
S1 |
1,942.50 |
1,942.50 |
1,969.75 |
1,951.75 |
S2 |
1,910.50 |
1,910.50 |
1,965.25 |
|
S3 |
1,860.00 |
1,892.00 |
1,960.50 |
|
S4 |
1,809.50 |
1,841.50 |
1,946.75 |
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|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,236.75 |
2,195.50 |
2,023.75 |
|
R3 |
2,147.00 |
2,105.75 |
1,999.25 |
|
R2 |
2,057.25 |
2,057.25 |
1,991.00 |
|
R1 |
2,016.00 |
2,016.00 |
1,982.75 |
1,991.75 |
PP |
1,967.50 |
1,967.50 |
1,967.50 |
1,955.50 |
S1 |
1,926.25 |
1,926.25 |
1,966.25 |
1,902.00 |
S2 |
1,877.75 |
1,877.75 |
1,958.00 |
|
S3 |
1,788.00 |
1,836.50 |
1,949.75 |
|
S4 |
1,698.25 |
1,746.75 |
1,925.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,009.00 |
1,919.25 |
89.75 |
4.5% |
47.75 |
2.4% |
62% |
False |
False |
78,262 |
10 |
2,070.75 |
1,919.25 |
151.50 |
7.7% |
50.25 |
2.5% |
36% |
False |
False |
40,006 |
20 |
2,070.75 |
1,919.25 |
151.50 |
7.7% |
41.00 |
2.1% |
36% |
False |
False |
20,421 |
40 |
2,070.75 |
1,882.25 |
188.50 |
9.5% |
38.00 |
1.9% |
49% |
False |
False |
10,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,194.00 |
2.618 |
2,111.75 |
1.618 |
2,061.25 |
1.000 |
2,030.00 |
0.618 |
2,010.75 |
HIGH |
1,979.50 |
0.618 |
1,960.25 |
0.500 |
1,954.25 |
0.382 |
1,948.25 |
LOW |
1,929.00 |
0.618 |
1,897.75 |
1.000 |
1,878.50 |
1.618 |
1,847.25 |
2.618 |
1,796.75 |
4.250 |
1,714.50 |
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