| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
9,395 |
9,450 |
55 |
0.6% |
9,495 |
| High |
9,515 |
9,490 |
-25 |
-0.3% |
9,775 |
| Low |
9,385 |
9,350 |
-35 |
-0.4% |
9,470 |
| Close |
9,440 |
9,405 |
-35 |
-0.4% |
9,485 |
| Range |
130 |
140 |
10 |
7.7% |
305 |
| ATR |
100 |
102 |
3 |
2.9% |
0 |
| Volume |
13,608 |
9,394 |
-4,214 |
-31.0% |
2,511 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,835 |
9,760 |
9,482 |
|
| R3 |
9,695 |
9,620 |
9,444 |
|
| R2 |
9,555 |
9,555 |
9,431 |
|
| R1 |
9,480 |
9,480 |
9,418 |
9,448 |
| PP |
9,415 |
9,415 |
9,415 |
9,399 |
| S1 |
9,340 |
9,340 |
9,392 |
9,308 |
| S2 |
9,275 |
9,275 |
9,379 |
|
| S3 |
9,135 |
9,200 |
9,367 |
|
| S4 |
8,995 |
9,060 |
9,328 |
|
|
| 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 |
9,630 |
9,350 |
280 |
3.0% |
130 |
1.4% |
20% |
False |
True |
8,196 |
| 10 |
9,775 |
9,350 |
425 |
4.5% |
120 |
1.3% |
13% |
False |
True |
4,148 |
| 20 |
9,795 |
9,350 |
445 |
4.7% |
75 |
0.8% |
12% |
False |
True |
2,084 |
| 40 |
10,020 |
9,350 |
670 |
7.1% |
45 |
0.5% |
8% |
False |
True |
1,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,085 |
|
2.618 |
9,857 |
|
1.618 |
9,717 |
|
1.000 |
9,630 |
|
0.618 |
9,577 |
|
HIGH |
9,490 |
|
0.618 |
9,437 |
|
0.500 |
9,420 |
|
0.382 |
9,404 |
|
LOW |
9,350 |
|
0.618 |
9,264 |
|
1.000 |
9,210 |
|
1.618 |
9,124 |
|
2.618 |
8,984 |
|
4.250 |
8,755 |
|
|