| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,301.39 |
2,288.61 |
-12.78 |
-0.6% |
2,359.05 |
| High |
2,317.93 |
2,299.39 |
-18.54 |
-0.8% |
2,373.82 |
| Low |
2,289.40 |
2,273.24 |
-16.16 |
-0.7% |
2,289.40 |
| Close |
2,292.31 |
2,274.48 |
-17.83 |
-0.8% |
2,292.31 |
| Range |
28.53 |
26.15 |
-2.38 |
-8.3% |
84.42 |
| ATR |
29.54 |
29.30 |
-0.24 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,360.82 |
2,343.80 |
2,288.86 |
|
| R3 |
2,334.67 |
2,317.65 |
2,281.67 |
|
| R2 |
2,308.52 |
2,308.52 |
2,279.27 |
|
| R1 |
2,291.50 |
2,291.50 |
2,276.88 |
2,286.94 |
| PP |
2,282.37 |
2,282.37 |
2,282.37 |
2,280.09 |
| S1 |
2,265.35 |
2,265.35 |
2,272.08 |
2,260.79 |
| S2 |
2,256.22 |
2,256.22 |
2,269.69 |
|
| S3 |
2,230.07 |
2,239.20 |
2,267.29 |
|
| S4 |
2,203.92 |
2,213.05 |
2,260.10 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,571.77 |
2,516.46 |
2,338.74 |
|
| R3 |
2,487.35 |
2,432.04 |
2,315.53 |
|
| R2 |
2,402.93 |
2,402.93 |
2,307.79 |
|
| R1 |
2,347.62 |
2,347.62 |
2,300.05 |
2,333.07 |
| PP |
2,318.51 |
2,318.51 |
2,318.51 |
2,311.23 |
| S1 |
2,263.20 |
2,263.20 |
2,284.57 |
2,248.65 |
| S2 |
2,234.09 |
2,234.09 |
2,276.83 |
|
| S3 |
2,149.67 |
2,178.78 |
2,269.09 |
|
| S4 |
2,065.25 |
2,094.36 |
2,245.88 |
|
|
| 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 |
2,273.24 |
100.58 |
4.4% |
30.75 |
1.4% |
1% |
False |
True |
|
| 10 |
2,373.82 |
2,273.24 |
100.58 |
4.4% |
25.39 |
1.1% |
1% |
False |
True |
|
| 20 |
2,415.89 |
2,273.24 |
142.65 |
6.3% |
26.71 |
1.2% |
1% |
False |
True |
|
| 40 |
2,417.83 |
2,254.87 |
162.96 |
7.2% |
25.01 |
1.1% |
12% |
False |
False |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
10.1% |
26.42 |
1.2% |
37% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
10.1% |
27.10 |
1.2% |
37% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
10.1% |
26.88 |
1.2% |
37% |
False |
False |
|
| 120 |
2,417.83 |
2,188.92 |
228.91 |
10.1% |
25.39 |
1.1% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,410.53 |
|
2.618 |
2,367.85 |
|
1.618 |
2,341.70 |
|
1.000 |
2,325.54 |
|
0.618 |
2,315.55 |
|
HIGH |
2,299.39 |
|
0.618 |
2,289.40 |
|
0.500 |
2,286.32 |
|
0.382 |
2,283.23 |
|
LOW |
2,273.24 |
|
0.618 |
2,257.08 |
|
1.000 |
2,247.09 |
|
1.618 |
2,230.93 |
|
2.618 |
2,204.78 |
|
4.250 |
2,162.10 |
|
|