| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
9,490 |
9,395 |
-95 |
-1.0% |
9,495 |
| High |
9,515 |
9,515 |
0 |
0.0% |
9,775 |
| Low |
9,360 |
9,385 |
25 |
0.3% |
9,470 |
| Close |
9,395 |
9,440 |
45 |
0.5% |
9,485 |
| Range |
155 |
130 |
-25 |
-16.1% |
305 |
| ATR |
97 |
100 |
2 |
2.4% |
0 |
| Volume |
15,908 |
13,608 |
-2,300 |
-14.5% |
2,511 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,837 |
9,768 |
9,512 |
|
| R3 |
9,707 |
9,638 |
9,476 |
|
| R2 |
9,577 |
9,577 |
9,464 |
|
| R1 |
9,508 |
9,508 |
9,452 |
9,543 |
| PP |
9,447 |
9,447 |
9,447 |
9,464 |
| S1 |
9,378 |
9,378 |
9,428 |
9,413 |
| S2 |
9,317 |
9,317 |
9,416 |
|
| S3 |
9,187 |
9,248 |
9,404 |
|
| S4 |
9,057 |
9,118 |
9,369 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,492 |
10,293 |
9,653 |
|
| R3 |
10,187 |
9,988 |
9,569 |
|
| R2 |
9,882 |
9,882 |
9,541 |
|
| R1 |
9,683 |
9,683 |
9,513 |
9,630 |
| PP |
9,577 |
9,577 |
9,577 |
9,550 |
| S1 |
9,378 |
9,378 |
9,457 |
9,325 |
| S2 |
9,272 |
9,272 |
9,429 |
|
| S3 |
8,967 |
9,073 |
9,401 |
|
| S4 |
8,662 |
8,768 |
9,317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,715 |
9,360 |
355 |
3.8% |
128 |
1.4% |
23% |
False |
False |
6,381 |
| 10 |
9,775 |
9,360 |
415 |
4.4% |
107 |
1.1% |
19% |
False |
False |
3,212 |
| 20 |
9,910 |
9,360 |
550 |
5.8% |
68 |
0.7% |
15% |
False |
False |
1,616 |
| 40 |
10,020 |
9,360 |
660 |
7.0% |
42 |
0.4% |
12% |
False |
False |
810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,068 |
|
2.618 |
9,855 |
|
1.618 |
9,725 |
|
1.000 |
9,645 |
|
0.618 |
9,595 |
|
HIGH |
9,515 |
|
0.618 |
9,465 |
|
0.500 |
9,450 |
|
0.382 |
9,435 |
|
LOW |
9,385 |
|
0.618 |
9,305 |
|
1.000 |
9,255 |
|
1.618 |
9,175 |
|
2.618 |
9,045 |
|
4.250 |
8,833 |
|
|