| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,510.82 |
2,458.97 |
-51.85 |
-2.1% |
2,542.66 |
| High |
2,510.82 |
2,480.97 |
-29.85 |
-1.2% |
2,570.79 |
| Low |
2,458.73 |
2,443.92 |
-14.81 |
-0.6% |
2,458.73 |
| Close |
2,458.83 |
2,478.13 |
19.30 |
0.8% |
2,458.83 |
| Range |
52.09 |
37.05 |
-15.04 |
-28.9% |
112.06 |
| ATR |
42.18 |
41.81 |
-0.37 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,578.82 |
2,565.53 |
2,498.51 |
|
| R3 |
2,541.77 |
2,528.48 |
2,488.32 |
|
| R2 |
2,504.72 |
2,504.72 |
2,484.92 |
|
| R1 |
2,491.43 |
2,491.43 |
2,481.53 |
2,498.08 |
| PP |
2,467.67 |
2,467.67 |
2,467.67 |
2,471.00 |
| S1 |
2,454.38 |
2,454.38 |
2,474.73 |
2,461.03 |
| S2 |
2,430.62 |
2,430.62 |
2,471.34 |
|
| S3 |
2,393.57 |
2,417.33 |
2,467.94 |
|
| S4 |
2,356.52 |
2,380.28 |
2,457.75 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,832.30 |
2,757.62 |
2,520.46 |
|
| R3 |
2,720.24 |
2,645.56 |
2,489.65 |
|
| R2 |
2,608.18 |
2,608.18 |
2,479.37 |
|
| R1 |
2,533.50 |
2,533.50 |
2,469.10 |
2,514.81 |
| PP |
2,496.12 |
2,496.12 |
2,496.12 |
2,486.77 |
| S1 |
2,421.44 |
2,421.44 |
2,448.56 |
2,402.75 |
| S2 |
2,384.06 |
2,384.06 |
2,438.29 |
|
| S3 |
2,272.00 |
2,309.38 |
2,428.01 |
|
| S4 |
2,159.94 |
2,197.32 |
2,397.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,570.79 |
2,443.92 |
126.87 |
5.1% |
35.91 |
1.4% |
27% |
False |
True |
|
| 10 |
2,570.79 |
2,443.92 |
126.87 |
5.1% |
40.04 |
1.6% |
27% |
False |
True |
|
| 20 |
2,651.74 |
2,443.92 |
207.82 |
8.4% |
40.08 |
1.6% |
16% |
False |
True |
|
| 40 |
2,756.81 |
2,443.92 |
312.89 |
12.6% |
37.93 |
1.5% |
11% |
False |
True |
|
| 60 |
2,795.35 |
2,443.92 |
351.43 |
14.2% |
33.79 |
1.4% |
10% |
False |
True |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
14.2% |
31.41 |
1.3% |
10% |
False |
True |
|
| 100 |
2,795.35 |
2,352.76 |
442.59 |
17.9% |
29.58 |
1.2% |
28% |
False |
False |
|
| 120 |
2,795.35 |
2,209.57 |
585.78 |
23.6% |
29.32 |
1.2% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.43 |
|
2.618 |
2,577.97 |
|
1.618 |
2,540.92 |
|
1.000 |
2,518.02 |
|
0.618 |
2,503.87 |
|
HIGH |
2,480.97 |
|
0.618 |
2,466.82 |
|
0.500 |
2,462.45 |
|
0.382 |
2,458.07 |
|
LOW |
2,443.92 |
|
0.618 |
2,421.02 |
|
1.000 |
2,406.87 |
|
1.618 |
2,383.97 |
|
2.618 |
2,346.92 |
|
4.250 |
2,286.46 |
|
|