| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,782.0 |
2,765.0 |
-17.0 |
-0.6% |
2,810.0 |
| High |
2,791.0 |
2,774.0 |
-17.0 |
-0.6% |
2,866.0 |
| Low |
2,742.0 |
2,735.0 |
-7.0 |
-0.3% |
2,742.0 |
| Close |
2,776.0 |
2,758.0 |
-18.0 |
-0.6% |
2,776.0 |
| Range |
49.0 |
39.0 |
-10.0 |
-20.4% |
124.0 |
| ATR |
44.8 |
44.6 |
-0.3 |
-0.6% |
0.0 |
| Volume |
1,922 |
4,688 |
2,766 |
143.9% |
31,423 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,872.7 |
2,854.3 |
2,779.5 |
|
| R3 |
2,833.7 |
2,815.3 |
2,768.7 |
|
| R2 |
2,794.7 |
2,794.7 |
2,765.2 |
|
| R1 |
2,776.3 |
2,776.3 |
2,761.6 |
2,766.0 |
| PP |
2,755.7 |
2,755.7 |
2,755.7 |
2,750.5 |
| S1 |
2,737.3 |
2,737.3 |
2,754.4 |
2,727.0 |
| S2 |
2,716.7 |
2,716.7 |
2,750.9 |
|
| S3 |
2,677.7 |
2,698.3 |
2,747.3 |
|
| S4 |
2,638.7 |
2,659.3 |
2,736.6 |
|
|
| 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 |
2,735.0 |
131.0 |
4.7% |
46.0 |
1.7% |
18% |
False |
True |
7,193 |
| 10 |
2,866.0 |
2,735.0 |
131.0 |
4.7% |
39.0 |
1.4% |
18% |
False |
True |
3,969 |
| 20 |
2,925.0 |
2,735.0 |
190.0 |
6.9% |
39.9 |
1.4% |
12% |
False |
True |
2,095 |
| 40 |
2,969.0 |
2,735.0 |
234.0 |
8.5% |
35.7 |
1.3% |
10% |
False |
True |
1,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,939.8 |
|
2.618 |
2,876.1 |
|
1.618 |
2,837.1 |
|
1.000 |
2,813.0 |
|
0.618 |
2,798.1 |
|
HIGH |
2,774.0 |
|
0.618 |
2,759.1 |
|
0.500 |
2,754.5 |
|
0.382 |
2,749.9 |
|
LOW |
2,735.0 |
|
0.618 |
2,710.9 |
|
1.000 |
2,696.0 |
|
1.618 |
2,671.9 |
|
2.618 |
2,632.9 |
|
4.250 |
2,569.3 |
|
|