| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,288.61 |
2,279.55 |
-9.06 |
-0.4% |
2,359.05 |
| High |
2,299.39 |
2,288.76 |
-10.63 |
-0.5% |
2,373.82 |
| Low |
2,273.24 |
2,268.06 |
-5.18 |
-0.2% |
2,289.40 |
| Close |
2,274.48 |
2,268.96 |
-5.52 |
-0.2% |
2,292.31 |
| Range |
26.15 |
20.70 |
-5.45 |
-20.8% |
84.42 |
| ATR |
29.30 |
28.68 |
-0.61 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,337.36 |
2,323.86 |
2,280.35 |
|
| R3 |
2,316.66 |
2,303.16 |
2,274.65 |
|
| R2 |
2,295.96 |
2,295.96 |
2,272.76 |
|
| R1 |
2,282.46 |
2,282.46 |
2,270.86 |
2,278.86 |
| PP |
2,275.26 |
2,275.26 |
2,275.26 |
2,273.46 |
| S1 |
2,261.76 |
2,261.76 |
2,267.06 |
2,258.16 |
| S2 |
2,254.56 |
2,254.56 |
2,265.17 |
|
| S3 |
2,233.86 |
2,241.06 |
2,263.27 |
|
| S4 |
2,213.16 |
2,220.36 |
2,257.58 |
|
|
| 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 |
2,268.06 |
105.76 |
4.7% |
29.83 |
1.3% |
1% |
False |
True |
|
| 10 |
2,373.82 |
2,268.06 |
105.76 |
4.7% |
25.52 |
1.1% |
1% |
False |
True |
|
| 20 |
2,415.89 |
2,268.06 |
147.83 |
6.5% |
26.61 |
1.2% |
1% |
False |
True |
|
| 40 |
2,417.83 |
2,254.87 |
162.96 |
7.2% |
24.73 |
1.1% |
9% |
False |
False |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
10.1% |
26.25 |
1.2% |
35% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
10.1% |
27.05 |
1.2% |
35% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
10.1% |
26.92 |
1.2% |
35% |
False |
False |
|
| 120 |
2,417.83 |
2,188.92 |
228.91 |
10.1% |
25.43 |
1.1% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,376.74 |
|
2.618 |
2,342.95 |
|
1.618 |
2,322.25 |
|
1.000 |
2,309.46 |
|
0.618 |
2,301.55 |
|
HIGH |
2,288.76 |
|
0.618 |
2,280.85 |
|
0.500 |
2,278.41 |
|
0.382 |
2,275.97 |
|
LOW |
2,268.06 |
|
0.618 |
2,255.27 |
|
1.000 |
2,247.36 |
|
1.618 |
2,234.57 |
|
2.618 |
2,213.87 |
|
4.250 |
2,180.09 |
|
|