Day Change Summary |
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Previous |
Current |
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31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
2,359.05 |
2,368.29 |
9.24 |
0.4% |
2,318.15 |
High |
2,372.54 |
2,373.82 |
1.28 |
0.1% |
2,339.10 |
Low |
2,347.23 |
2,321.00 |
-26.23 |
-1.1% |
2,298.72 |
Close |
2,372.54 |
2,322.48 |
-50.06 |
-2.1% |
2,336.09 |
Range |
25.31 |
52.82 |
27.51 |
108.7% |
40.38 |
ATR |
27.77 |
29.56 |
1.79 |
6.4% |
0.00 |
Volume |
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Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,497.56 |
2,462.84 |
2,351.53 |
|
R3 |
2,444.74 |
2,410.02 |
2,337.01 |
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R2 |
2,391.92 |
2,391.92 |
2,332.16 |
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R1 |
2,357.20 |
2,357.20 |
2,327.32 |
2,348.15 |
PP |
2,339.10 |
2,339.10 |
2,339.10 |
2,334.58 |
S1 |
2,304.38 |
2,304.38 |
2,317.64 |
2,295.33 |
S2 |
2,286.28 |
2,286.28 |
2,312.80 |
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S3 |
2,233.46 |
2,251.56 |
2,307.95 |
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S4 |
2,180.64 |
2,198.74 |
2,293.43 |
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Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,445.78 |
2,431.31 |
2,358.30 |
|
R3 |
2,405.40 |
2,390.93 |
2,347.19 |
|
R2 |
2,365.02 |
2,365.02 |
2,343.49 |
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R1 |
2,350.55 |
2,350.55 |
2,339.79 |
2,357.79 |
PP |
2,324.64 |
2,324.64 |
2,324.64 |
2,328.25 |
S1 |
2,310.17 |
2,310.17 |
2,332.39 |
2,317.41 |
S2 |
2,284.26 |
2,284.26 |
2,328.69 |
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S3 |
2,243.88 |
2,269.79 |
2,324.99 |
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S4 |
2,203.50 |
2,229.41 |
2,313.88 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,373.82 |
2,298.72 |
75.10 |
3.2% |
27.72 |
1.2% |
32% |
True |
False |
|
10 |
2,374.22 |
2,298.72 |
75.50 |
3.3% |
24.63 |
1.1% |
31% |
False |
False |
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20 |
2,415.89 |
2,298.72 |
117.17 |
5.0% |
28.01 |
1.2% |
20% |
False |
False |
|
40 |
2,417.83 |
2,254.87 |
162.96 |
7.0% |
25.17 |
1.1% |
41% |
False |
False |
|
60 |
2,417.83 |
2,188.92 |
228.91 |
9.9% |
26.53 |
1.1% |
58% |
False |
False |
|
80 |
2,417.83 |
2,188.92 |
228.91 |
9.9% |
26.85 |
1.2% |
58% |
False |
False |
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100 |
2,417.83 |
2,188.92 |
228.91 |
9.9% |
26.81 |
1.2% |
58% |
False |
False |
|
120 |
2,417.83 |
2,188.92 |
228.91 |
9.9% |
25.21 |
1.1% |
58% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,598.31 |
2.618 |
2,512.10 |
1.618 |
2,459.28 |
1.000 |
2,426.64 |
0.618 |
2,406.46 |
HIGH |
2,373.82 |
0.618 |
2,353.64 |
0.500 |
2,347.41 |
0.382 |
2,341.18 |
LOW |
2,321.00 |
0.618 |
2,288.36 |
1.000 |
2,268.18 |
1.618 |
2,235.54 |
2.618 |
2,182.72 |
4.250 |
2,096.52 |
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