| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,329.50 |
2,371.75 |
42.25 |
1.8% |
2,339.25 |
| High |
2,373.75 |
2,376.75 |
3.00 |
0.1% |
2,339.25 |
| Low |
2,327.25 |
2,314.75 |
-12.50 |
-0.5% |
2,277.75 |
| Close |
2,368.00 |
2,316.00 |
-52.00 |
-2.2% |
2,328.75 |
| Range |
46.50 |
62.00 |
15.50 |
33.3% |
61.50 |
| ATR |
31.61 |
33.78 |
2.17 |
6.9% |
0.00 |
| Volume |
235 |
447 |
212 |
90.2% |
1,256 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.75 |
2,481.00 |
2,350.00 |
|
| R3 |
2,459.75 |
2,419.00 |
2,333.00 |
|
| R2 |
2,397.75 |
2,397.75 |
2,327.25 |
|
| R1 |
2,357.00 |
2,357.00 |
2,321.75 |
2,346.50 |
| PP |
2,335.75 |
2,335.75 |
2,335.75 |
2,330.50 |
| S1 |
2,295.00 |
2,295.00 |
2,310.25 |
2,284.50 |
| S2 |
2,273.75 |
2,273.75 |
2,304.75 |
|
| S3 |
2,211.75 |
2,233.00 |
2,299.00 |
|
| S4 |
2,149.75 |
2,171.00 |
2,282.00 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,499.75 |
2,475.75 |
2,362.50 |
|
| R3 |
2,438.25 |
2,414.25 |
2,345.75 |
|
| R2 |
2,376.75 |
2,376.75 |
2,340.00 |
|
| R1 |
2,352.75 |
2,352.75 |
2,334.50 |
2,334.00 |
| PP |
2,315.25 |
2,315.25 |
2,315.25 |
2,306.00 |
| S1 |
2,291.25 |
2,291.25 |
2,323.00 |
2,272.50 |
| S2 |
2,253.75 |
2,253.75 |
2,317.50 |
|
| S3 |
2,192.25 |
2,229.75 |
2,311.75 |
|
| S4 |
2,130.75 |
2,168.25 |
2,295.00 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,640.25 |
|
2.618 |
2,539.00 |
|
1.618 |
2,477.00 |
|
1.000 |
2,438.75 |
|
0.618 |
2,415.00 |
|
HIGH |
2,376.75 |
|
0.618 |
2,353.00 |
|
0.500 |
2,345.75 |
|
0.382 |
2,338.50 |
|
LOW |
2,314.75 |
|
0.618 |
2,276.50 |
|
1.000 |
2,252.75 |
|
1.618 |
2,214.50 |
|
2.618 |
2,152.50 |
|
4.250 |
2,051.25 |
|
|