| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,368.29 |
2,325.56 |
-42.73 |
-1.8% |
2,318.15 |
| High |
2,373.82 |
2,335.65 |
-38.17 |
-1.6% |
2,339.10 |
| Low |
2,321.00 |
2,314.69 |
-6.31 |
-0.3% |
2,298.72 |
| Close |
2,322.48 |
2,326.70 |
4.22 |
0.2% |
2,336.09 |
| Range |
52.82 |
20.96 |
-31.86 |
-60.3% |
40.38 |
| ATR |
29.56 |
28.94 |
-0.61 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,388.56 |
2,378.59 |
2,338.23 |
|
| R3 |
2,367.60 |
2,357.63 |
2,332.46 |
|
| R2 |
2,346.64 |
2,346.64 |
2,330.54 |
|
| R1 |
2,336.67 |
2,336.67 |
2,328.62 |
2,341.66 |
| PP |
2,325.68 |
2,325.68 |
2,325.68 |
2,328.17 |
| S1 |
2,315.71 |
2,315.71 |
2,324.78 |
2,320.70 |
| S2 |
2,304.72 |
2,304.72 |
2,322.86 |
|
| S3 |
2,283.76 |
2,294.75 |
2,320.94 |
|
| S4 |
2,262.80 |
2,273.79 |
2,315.17 |
|
|
| 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 |
|
| 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 |
|
| S3 |
2,243.88 |
2,269.79 |
2,324.99 |
|
| S4 |
2,203.50 |
2,229.41 |
2,313.88 |
|
|
| 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 |
2,306.11 |
67.71 |
2.9% |
27.36 |
1.2% |
30% |
False |
False |
|
| 10 |
2,374.22 |
2,298.72 |
75.50 |
3.2% |
23.84 |
1.0% |
37% |
False |
False |
|
| 20 |
2,415.89 |
2,298.72 |
117.17 |
5.0% |
27.52 |
1.2% |
24% |
False |
False |
|
| 40 |
2,417.83 |
2,254.87 |
162.96 |
7.0% |
25.22 |
1.1% |
44% |
False |
False |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
9.8% |
26.27 |
1.1% |
60% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
9.8% |
26.83 |
1.2% |
60% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
9.8% |
26.73 |
1.1% |
60% |
False |
False |
|
| 120 |
2,417.83 |
2,188.92 |
228.91 |
9.8% |
25.23 |
1.1% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,424.73 |
|
2.618 |
2,390.52 |
|
1.618 |
2,369.56 |
|
1.000 |
2,356.61 |
|
0.618 |
2,348.60 |
|
HIGH |
2,335.65 |
|
0.618 |
2,327.64 |
|
0.500 |
2,325.17 |
|
0.382 |
2,322.70 |
|
LOW |
2,314.69 |
|
0.618 |
2,301.74 |
|
1.000 |
2,293.73 |
|
1.618 |
2,280.78 |
|
2.618 |
2,259.82 |
|
4.250 |
2,225.61 |
|
|