| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,828.0 |
2,856.0 |
28.0 |
1.0% |
2,804.0 |
| High |
2,866.0 |
2,858.0 |
-8.0 |
-0.3% |
2,824.0 |
| Low |
2,827.0 |
2,789.0 |
-38.0 |
-1.3% |
2,761.0 |
| Close |
2,850.0 |
2,821.0 |
-29.0 |
-1.0% |
2,808.0 |
| Range |
39.0 |
69.0 |
30.0 |
76.9% |
63.0 |
| ATR |
41.8 |
43.8 |
1.9 |
4.6% |
0.0 |
| Volume |
1,256 |
1,421 |
165 |
13.1% |
3,692 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,029.7 |
2,994.3 |
2,859.0 |
|
| R3 |
2,960.7 |
2,925.3 |
2,840.0 |
|
| R2 |
2,891.7 |
2,891.7 |
2,833.7 |
|
| R1 |
2,856.3 |
2,856.3 |
2,827.3 |
2,839.5 |
| PP |
2,822.7 |
2,822.7 |
2,822.7 |
2,814.3 |
| S1 |
2,787.3 |
2,787.3 |
2,814.7 |
2,770.5 |
| S2 |
2,753.7 |
2,753.7 |
2,808.4 |
|
| S3 |
2,684.7 |
2,718.3 |
2,802.0 |
|
| S4 |
2,615.7 |
2,649.3 |
2,783.1 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,986.7 |
2,960.3 |
2,842.7 |
|
| R3 |
2,923.7 |
2,897.3 |
2,825.3 |
|
| R2 |
2,860.7 |
2,860.7 |
2,819.6 |
|
| R1 |
2,834.3 |
2,834.3 |
2,813.8 |
2,847.5 |
| PP |
2,797.7 |
2,797.7 |
2,797.7 |
2,804.3 |
| S1 |
2,771.3 |
2,771.3 |
2,802.2 |
2,784.5 |
| S2 |
2,734.7 |
2,734.7 |
2,796.5 |
|
| S3 |
2,671.7 |
2,708.3 |
2,790.7 |
|
| S4 |
2,608.7 |
2,645.3 |
2,773.4 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,151.3 |
|
2.618 |
3,038.6 |
|
1.618 |
2,969.6 |
|
1.000 |
2,927.0 |
|
0.618 |
2,900.6 |
|
HIGH |
2,858.0 |
|
0.618 |
2,831.6 |
|
0.500 |
2,823.5 |
|
0.382 |
2,815.4 |
|
LOW |
2,789.0 |
|
0.618 |
2,746.4 |
|
1.000 |
2,720.0 |
|
1.618 |
2,677.4 |
|
2.618 |
2,608.4 |
|
4.250 |
2,495.8 |
|
|