| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,765.0 |
2,759.0 |
-6.0 |
-0.2% |
2,810.0 |
| High |
2,774.0 |
2,777.0 |
3.0 |
0.1% |
2,866.0 |
| Low |
2,735.0 |
2,749.0 |
14.0 |
0.5% |
2,742.0 |
| Close |
2,758.0 |
2,767.0 |
9.0 |
0.3% |
2,776.0 |
| Range |
39.0 |
28.0 |
-11.0 |
-28.2% |
124.0 |
| ATR |
44.6 |
43.4 |
-1.2 |
-2.7% |
0.0 |
| Volume |
4,688 |
2,825 |
-1,863 |
-39.7% |
31,423 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.3 |
2,835.7 |
2,782.4 |
|
| R3 |
2,820.3 |
2,807.7 |
2,774.7 |
|
| R2 |
2,792.3 |
2,792.3 |
2,772.1 |
|
| R1 |
2,779.7 |
2,779.7 |
2,769.6 |
2,786.0 |
| PP |
2,764.3 |
2,764.3 |
2,764.3 |
2,767.5 |
| S1 |
2,751.7 |
2,751.7 |
2,764.4 |
2,758.0 |
| S2 |
2,736.3 |
2,736.3 |
2,761.9 |
|
| S3 |
2,708.3 |
2,723.7 |
2,759.3 |
|
| S4 |
2,680.3 |
2,695.7 |
2,751.6 |
|
|
| 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 |
2,858.0 |
2,735.0 |
123.0 |
4.4% |
43.8 |
1.6% |
26% |
False |
False |
7,507 |
| 10 |
2,866.0 |
2,735.0 |
131.0 |
4.7% |
39.1 |
1.4% |
24% |
False |
False |
4,228 |
| 20 |
2,925.0 |
2,735.0 |
190.0 |
6.9% |
39.7 |
1.4% |
17% |
False |
False |
2,223 |
| 40 |
2,969.0 |
2,735.0 |
234.0 |
8.5% |
35.9 |
1.3% |
14% |
False |
False |
1,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,896.0 |
|
2.618 |
2,850.3 |
|
1.618 |
2,822.3 |
|
1.000 |
2,805.0 |
|
0.618 |
2,794.3 |
|
HIGH |
2,777.0 |
|
0.618 |
2,766.3 |
|
0.500 |
2,763.0 |
|
0.382 |
2,759.7 |
|
LOW |
2,749.0 |
|
0.618 |
2,731.7 |
|
1.000 |
2,721.0 |
|
1.618 |
2,703.7 |
|
2.618 |
2,675.7 |
|
4.250 |
2,630.0 |
|
|