| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,467.81 |
2,504.08 |
36.27 |
1.5% |
2,542.66 |
| High |
2,492.53 |
2,546.32 |
53.79 |
2.2% |
2,570.79 |
| Low |
2,467.66 |
2,504.08 |
36.42 |
1.5% |
2,458.73 |
| Close |
2,487.50 |
2,546.32 |
58.82 |
2.4% |
2,458.83 |
| Range |
24.87 |
42.24 |
17.37 |
69.8% |
112.06 |
| ATR |
40.60 |
41.90 |
1.30 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,658.96 |
2,644.88 |
2,569.55 |
|
| R3 |
2,616.72 |
2,602.64 |
2,557.94 |
|
| R2 |
2,574.48 |
2,574.48 |
2,554.06 |
|
| R1 |
2,560.40 |
2,560.40 |
2,550.19 |
2,567.44 |
| PP |
2,532.24 |
2,532.24 |
2,532.24 |
2,535.76 |
| S1 |
2,518.16 |
2,518.16 |
2,542.45 |
2,525.20 |
| S2 |
2,490.00 |
2,490.00 |
2,538.58 |
|
| S3 |
2,447.76 |
2,475.92 |
2,534.70 |
|
| S4 |
2,405.52 |
2,433.68 |
2,523.09 |
|
|
| 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 |
2,546.32 |
2,443.92 |
102.40 |
4.0% |
37.81 |
1.5% |
100% |
True |
False |
|
| 10 |
2,570.79 |
2,443.92 |
126.87 |
5.0% |
35.98 |
1.4% |
81% |
False |
False |
|
| 20 |
2,643.22 |
2,443.92 |
199.30 |
7.8% |
39.36 |
1.5% |
51% |
False |
False |
|
| 40 |
2,756.81 |
2,443.92 |
312.89 |
12.3% |
37.36 |
1.5% |
33% |
False |
False |
|
| 60 |
2,795.35 |
2,443.92 |
351.43 |
13.8% |
34.44 |
1.4% |
29% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.8% |
31.73 |
1.2% |
29% |
False |
False |
|
| 100 |
2,795.35 |
2,352.76 |
442.59 |
17.4% |
29.82 |
1.2% |
44% |
False |
False |
|
| 120 |
2,795.35 |
2,209.57 |
585.78 |
23.0% |
29.21 |
1.1% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,725.84 |
|
2.618 |
2,656.90 |
|
1.618 |
2,614.66 |
|
1.000 |
2,588.56 |
|
0.618 |
2,572.42 |
|
HIGH |
2,546.32 |
|
0.618 |
2,530.18 |
|
0.500 |
2,525.20 |
|
0.382 |
2,520.22 |
|
LOW |
2,504.08 |
|
0.618 |
2,477.98 |
|
1.000 |
2,461.84 |
|
1.618 |
2,435.74 |
|
2.618 |
2,393.50 |
|
4.250 |
2,324.56 |
|
|