| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,264.39 |
2,253.23 |
-11.16 |
-0.5% |
2,359.05 |
| High |
2,268.00 |
2,267.76 |
-0.24 |
0.0% |
2,373.82 |
| Low |
2,246.62 |
2,246.49 |
-0.13 |
0.0% |
2,289.40 |
| Close |
2,252.88 |
2,256.64 |
3.76 |
0.2% |
2,292.31 |
| Range |
21.38 |
21.27 |
-0.11 |
-0.5% |
84.42 |
| ATR |
28.23 |
27.73 |
-0.50 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,320.77 |
2,309.98 |
2,268.34 |
|
| R3 |
2,299.50 |
2,288.71 |
2,262.49 |
|
| R2 |
2,278.23 |
2,278.23 |
2,260.54 |
|
| R1 |
2,267.44 |
2,267.44 |
2,258.59 |
2,272.84 |
| PP |
2,256.96 |
2,256.96 |
2,256.96 |
2,259.66 |
| S1 |
2,246.17 |
2,246.17 |
2,254.69 |
2,251.57 |
| S2 |
2,235.69 |
2,235.69 |
2,252.74 |
|
| S3 |
2,214.42 |
2,224.90 |
2,250.79 |
|
| S4 |
2,193.15 |
2,203.63 |
2,244.94 |
|
|
| 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 |
2,317.93 |
2,246.49 |
71.44 |
3.2% |
23.61 |
1.0% |
14% |
False |
True |
|
| 10 |
2,373.82 |
2,246.49 |
127.33 |
5.6% |
25.48 |
1.1% |
8% |
False |
True |
|
| 20 |
2,410.45 |
2,246.49 |
163.96 |
7.3% |
25.84 |
1.1% |
6% |
False |
True |
|
| 40 |
2,417.83 |
2,246.49 |
171.34 |
7.6% |
24.59 |
1.1% |
6% |
False |
True |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
10.1% |
25.58 |
1.1% |
30% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
10.1% |
27.10 |
1.2% |
30% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
10.1% |
27.00 |
1.2% |
30% |
False |
False |
|
| 120 |
2,417.83 |
2,188.92 |
228.91 |
10.1% |
25.37 |
1.1% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,358.16 |
|
2.618 |
2,323.44 |
|
1.618 |
2,302.17 |
|
1.000 |
2,289.03 |
|
0.618 |
2,280.90 |
|
HIGH |
2,267.76 |
|
0.618 |
2,259.63 |
|
0.500 |
2,257.13 |
|
0.382 |
2,254.62 |
|
LOW |
2,246.49 |
|
0.618 |
2,233.35 |
|
1.000 |
2,225.22 |
|
1.618 |
2,212.08 |
|
2.618 |
2,190.81 |
|
4.250 |
2,156.09 |
|
|