| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,856.0 |
2,794.0 |
-62.0 |
-2.2% |
2,804.0 |
| High |
2,858.0 |
2,801.0 |
-57.0 |
-2.0% |
2,824.0 |
| Low |
2,789.0 |
2,767.0 |
-22.0 |
-0.8% |
2,761.0 |
| Close |
2,821.0 |
2,776.0 |
-45.0 |
-1.6% |
2,808.0 |
| Range |
69.0 |
34.0 |
-35.0 |
-50.7% |
63.0 |
| ATR |
43.8 |
44.5 |
0.7 |
1.7% |
0.0 |
| Volume |
1,421 |
26,679 |
25,258 |
1,777.5% |
3,692 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.3 |
2,863.7 |
2,794.7 |
|
| R3 |
2,849.3 |
2,829.7 |
2,785.4 |
|
| R2 |
2,815.3 |
2,815.3 |
2,782.2 |
|
| R1 |
2,795.7 |
2,795.7 |
2,779.1 |
2,788.5 |
| PP |
2,781.3 |
2,781.3 |
2,781.3 |
2,777.8 |
| S1 |
2,761.7 |
2,761.7 |
2,772.9 |
2,754.5 |
| S2 |
2,747.3 |
2,747.3 |
2,769.8 |
|
| S3 |
2,713.3 |
2,727.7 |
2,766.7 |
|
| S4 |
2,679.3 |
2,693.7 |
2,757.3 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,866.0 |
2,767.0 |
99.0 |
3.6% |
36.4 |
1.3% |
9% |
False |
True |
6,279 |
| 10 |
2,885.0 |
2,761.0 |
124.0 |
4.5% |
38.9 |
1.4% |
12% |
False |
False |
3,329 |
| 20 |
2,925.0 |
2,761.0 |
164.0 |
5.9% |
40.4 |
1.5% |
9% |
False |
False |
1,792 |
| 40 |
2,969.0 |
2,760.0 |
209.0 |
7.5% |
35.3 |
1.3% |
8% |
False |
False |
1,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,945.5 |
|
2.618 |
2,890.0 |
|
1.618 |
2,856.0 |
|
1.000 |
2,835.0 |
|
0.618 |
2,822.0 |
|
HIGH |
2,801.0 |
|
0.618 |
2,788.0 |
|
0.500 |
2,784.0 |
|
0.382 |
2,780.0 |
|
LOW |
2,767.0 |
|
0.618 |
2,746.0 |
|
1.000 |
2,733.0 |
|
1.618 |
2,712.0 |
|
2.618 |
2,678.0 |
|
4.250 |
2,622.5 |
|
|