| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,794.0 |
2,782.0 |
-12.0 |
-0.4% |
2,810.0 |
| High |
2,801.0 |
2,791.0 |
-10.0 |
-0.4% |
2,866.0 |
| Low |
2,767.0 |
2,742.0 |
-25.0 |
-0.9% |
2,742.0 |
| Close |
2,776.0 |
2,776.0 |
0.0 |
0.0% |
2,776.0 |
| Range |
34.0 |
49.0 |
15.0 |
44.1% |
124.0 |
| ATR |
44.5 |
44.8 |
0.3 |
0.7% |
0.0 |
| Volume |
26,679 |
1,922 |
-24,757 |
-92.8% |
31,423 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.7 |
2,895.3 |
2,803.0 |
|
| R3 |
2,867.7 |
2,846.3 |
2,789.5 |
|
| R2 |
2,818.7 |
2,818.7 |
2,785.0 |
|
| R1 |
2,797.3 |
2,797.3 |
2,780.5 |
2,783.5 |
| PP |
2,769.7 |
2,769.7 |
2,769.7 |
2,762.8 |
| S1 |
2,748.3 |
2,748.3 |
2,771.5 |
2,734.5 |
| S2 |
2,720.7 |
2,720.7 |
2,767.0 |
|
| S3 |
2,671.7 |
2,699.3 |
2,762.5 |
|
| S4 |
2,622.7 |
2,650.3 |
2,749.1 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.7 |
3,095.3 |
2,844.2 |
|
| R3 |
3,042.7 |
2,971.3 |
2,810.1 |
|
| R2 |
2,918.7 |
2,918.7 |
2,798.7 |
|
| R1 |
2,847.3 |
2,847.3 |
2,787.4 |
2,821.0 |
| PP |
2,794.7 |
2,794.7 |
2,794.7 |
2,781.5 |
| S1 |
2,723.3 |
2,723.3 |
2,764.6 |
2,697.0 |
| S2 |
2,670.7 |
2,670.7 |
2,753.3 |
|
| S3 |
2,546.7 |
2,599.3 |
2,741.9 |
|
| S4 |
2,422.7 |
2,475.3 |
2,707.8 |
|
|
| 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 |
2,742.0 |
124.0 |
4.5% |
41.2 |
1.5% |
27% |
False |
True |
6,284 |
| 10 |
2,866.0 |
2,742.0 |
124.0 |
4.5% |
38.0 |
1.4% |
27% |
False |
True |
3,511 |
| 20 |
2,925.0 |
2,742.0 |
183.0 |
6.6% |
40.3 |
1.4% |
19% |
False |
True |
1,878 |
| 40 |
2,969.0 |
2,742.0 |
227.0 |
8.2% |
35.3 |
1.3% |
15% |
False |
True |
1,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,999.3 |
|
2.618 |
2,919.3 |
|
1.618 |
2,870.3 |
|
1.000 |
2,840.0 |
|
0.618 |
2,821.3 |
|
HIGH |
2,791.0 |
|
0.618 |
2,772.3 |
|
0.500 |
2,766.5 |
|
0.382 |
2,760.7 |
|
LOW |
2,742.0 |
|
0.618 |
2,711.7 |
|
1.000 |
2,693.0 |
|
1.618 |
2,662.7 |
|
2.618 |
2,613.7 |
|
4.250 |
2,533.8 |
|
|