| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,458.97 |
2,467.81 |
8.84 |
0.4% |
2,542.66 |
| High |
2,480.97 |
2,492.53 |
11.56 |
0.5% |
2,570.79 |
| Low |
2,443.92 |
2,467.66 |
23.74 |
1.0% |
2,458.73 |
| Close |
2,478.13 |
2,487.50 |
9.37 |
0.4% |
2,458.83 |
| Range |
37.05 |
24.87 |
-12.18 |
-32.9% |
112.06 |
| ATR |
41.81 |
40.60 |
-1.21 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,557.17 |
2,547.21 |
2,501.18 |
|
| R3 |
2,532.30 |
2,522.34 |
2,494.34 |
|
| R2 |
2,507.43 |
2,507.43 |
2,492.06 |
|
| R1 |
2,497.47 |
2,497.47 |
2,489.78 |
2,502.45 |
| PP |
2,482.56 |
2,482.56 |
2,482.56 |
2,485.06 |
| S1 |
2,472.60 |
2,472.60 |
2,485.22 |
2,477.58 |
| S2 |
2,457.69 |
2,457.69 |
2,482.94 |
|
| S3 |
2,432.82 |
2,447.73 |
2,480.66 |
|
| S4 |
2,407.95 |
2,422.86 |
2,473.82 |
|
|
| 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 |
2,546.01 |
2,443.92 |
102.09 |
4.1% |
34.05 |
1.4% |
43% |
False |
False |
|
| 10 |
2,570.79 |
2,443.92 |
126.87 |
5.1% |
35.59 |
1.4% |
34% |
False |
False |
|
| 20 |
2,643.22 |
2,443.92 |
199.30 |
8.0% |
39.78 |
1.6% |
22% |
False |
False |
|
| 40 |
2,756.81 |
2,443.92 |
312.89 |
12.6% |
37.83 |
1.5% |
14% |
False |
False |
|
| 60 |
2,795.35 |
2,443.92 |
351.43 |
14.1% |
34.00 |
1.4% |
12% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
14.1% |
31.39 |
1.3% |
12% |
False |
False |
|
| 100 |
2,795.35 |
2,352.76 |
442.59 |
17.8% |
29.64 |
1.2% |
30% |
False |
False |
|
| 120 |
2,795.35 |
2,209.57 |
585.78 |
23.5% |
29.35 |
1.2% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,598.23 |
|
2.618 |
2,557.64 |
|
1.618 |
2,532.77 |
|
1.000 |
2,517.40 |
|
0.618 |
2,507.90 |
|
HIGH |
2,492.53 |
|
0.618 |
2,483.03 |
|
0.500 |
2,480.10 |
|
0.382 |
2,477.16 |
|
LOW |
2,467.66 |
|
0.618 |
2,452.29 |
|
1.000 |
2,442.79 |
|
1.618 |
2,427.42 |
|
2.618 |
2,402.55 |
|
4.250 |
2,361.96 |
|
|