| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,279.55 |
2,264.39 |
-15.16 |
-0.7% |
2,359.05 |
| High |
2,288.76 |
2,268.00 |
-20.76 |
-0.9% |
2,373.82 |
| Low |
2,268.06 |
2,246.62 |
-21.44 |
-0.9% |
2,289.40 |
| Close |
2,268.96 |
2,252.88 |
-16.08 |
-0.7% |
2,292.31 |
| Range |
20.70 |
21.38 |
0.68 |
3.3% |
84.42 |
| ATR |
28.68 |
28.23 |
-0.45 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,319.97 |
2,307.81 |
2,264.64 |
|
| R3 |
2,298.59 |
2,286.43 |
2,258.76 |
|
| R2 |
2,277.21 |
2,277.21 |
2,256.80 |
|
| R1 |
2,265.05 |
2,265.05 |
2,254.84 |
2,260.44 |
| PP |
2,255.83 |
2,255.83 |
2,255.83 |
2,253.53 |
| S1 |
2,243.67 |
2,243.67 |
2,250.92 |
2,239.06 |
| S2 |
2,234.45 |
2,234.45 |
2,248.96 |
|
| S3 |
2,213.07 |
2,222.29 |
2,247.00 |
|
| S4 |
2,191.69 |
2,200.91 |
2,241.12 |
|
|
| 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 |
2,335.65 |
2,246.62 |
89.03 |
4.0% |
23.54 |
1.0% |
7% |
False |
True |
|
| 10 |
2,373.82 |
2,246.62 |
127.20 |
5.6% |
25.63 |
1.1% |
5% |
False |
True |
|
| 20 |
2,415.89 |
2,246.62 |
169.27 |
7.5% |
26.70 |
1.2% |
4% |
False |
True |
|
| 40 |
2,417.83 |
2,246.62 |
171.21 |
7.6% |
24.55 |
1.1% |
4% |
False |
True |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
10.2% |
26.12 |
1.2% |
28% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
10.2% |
26.97 |
1.2% |
28% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
10.2% |
27.02 |
1.2% |
28% |
False |
False |
|
| 120 |
2,417.83 |
2,188.92 |
228.91 |
10.2% |
25.39 |
1.1% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,358.87 |
|
2.618 |
2,323.97 |
|
1.618 |
2,302.59 |
|
1.000 |
2,289.38 |
|
0.618 |
2,281.21 |
|
HIGH |
2,268.00 |
|
0.618 |
2,259.83 |
|
0.500 |
2,257.31 |
|
0.382 |
2,254.79 |
|
LOW |
2,246.62 |
|
0.618 |
2,233.41 |
|
1.000 |
2,225.24 |
|
1.618 |
2,212.03 |
|
2.618 |
2,190.65 |
|
4.250 |
2,155.76 |
|
|