| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,504.08 |
2,569.24 |
65.16 |
2.6% |
2,542.66 |
| High |
2,546.32 |
2,570.48 |
24.16 |
0.9% |
2,570.79 |
| Low |
2,504.08 |
2,531.95 |
27.87 |
1.1% |
2,458.73 |
| Close |
2,546.32 |
2,535.41 |
-10.91 |
-0.4% |
2,458.83 |
| Range |
42.24 |
38.53 |
-3.71 |
-8.8% |
112.06 |
| ATR |
41.90 |
41.66 |
-0.24 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,661.54 |
2,637.00 |
2,556.60 |
|
| R3 |
2,623.01 |
2,598.47 |
2,546.01 |
|
| R2 |
2,584.48 |
2,584.48 |
2,542.47 |
|
| R1 |
2,559.94 |
2,559.94 |
2,538.94 |
2,552.95 |
| PP |
2,545.95 |
2,545.95 |
2,545.95 |
2,542.45 |
| S1 |
2,521.41 |
2,521.41 |
2,531.88 |
2,514.42 |
| S2 |
2,507.42 |
2,507.42 |
2,528.35 |
|
| S3 |
2,468.89 |
2,482.88 |
2,524.81 |
|
| S4 |
2,430.36 |
2,444.35 |
2,514.22 |
|
|
| 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 |
2,570.48 |
2,443.92 |
126.56 |
5.0% |
38.96 |
1.5% |
72% |
True |
False |
|
| 10 |
2,570.79 |
2,443.92 |
126.87 |
5.0% |
34.45 |
1.4% |
72% |
False |
False |
|
| 20 |
2,643.22 |
2,443.92 |
199.30 |
7.9% |
38.95 |
1.5% |
46% |
False |
False |
|
| 40 |
2,756.81 |
2,443.92 |
312.89 |
12.3% |
37.72 |
1.5% |
29% |
False |
False |
|
| 60 |
2,795.35 |
2,443.92 |
351.43 |
13.9% |
34.42 |
1.4% |
26% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.9% |
31.99 |
1.3% |
26% |
False |
False |
|
| 100 |
2,795.35 |
2,385.79 |
409.56 |
16.2% |
30.00 |
1.2% |
37% |
False |
False |
|
| 120 |
2,795.35 |
2,209.57 |
585.78 |
23.1% |
29.20 |
1.2% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,734.23 |
|
2.618 |
2,671.35 |
|
1.618 |
2,632.82 |
|
1.000 |
2,609.01 |
|
0.618 |
2,594.29 |
|
HIGH |
2,570.48 |
|
0.618 |
2,555.76 |
|
0.500 |
2,551.22 |
|
0.382 |
2,546.67 |
|
LOW |
2,531.95 |
|
0.618 |
2,508.14 |
|
1.000 |
2,493.42 |
|
1.618 |
2,469.61 |
|
2.618 |
2,431.08 |
|
4.250 |
2,368.20 |
|
|