| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,759.0 |
2,749.0 |
-10.0 |
-0.4% |
2,810.0 |
| High |
2,777.0 |
2,758.0 |
-19.0 |
-0.7% |
2,866.0 |
| Low |
2,749.0 |
2,726.0 |
-23.0 |
-0.8% |
2,742.0 |
| Close |
2,767.0 |
2,742.0 |
-25.0 |
-0.9% |
2,776.0 |
| Range |
28.0 |
32.0 |
4.0 |
14.3% |
124.0 |
| ATR |
43.4 |
43.2 |
-0.2 |
-0.4% |
0.0 |
| Volume |
2,825 |
5,455 |
2,630 |
93.1% |
31,423 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,838.0 |
2,822.0 |
2,759.6 |
|
| R3 |
2,806.0 |
2,790.0 |
2,750.8 |
|
| R2 |
2,774.0 |
2,774.0 |
2,747.9 |
|
| R1 |
2,758.0 |
2,758.0 |
2,744.9 |
2,750.0 |
| PP |
2,742.0 |
2,742.0 |
2,742.0 |
2,738.0 |
| S1 |
2,726.0 |
2,726.0 |
2,739.1 |
2,718.0 |
| S2 |
2,710.0 |
2,710.0 |
2,736.1 |
|
| S3 |
2,678.0 |
2,694.0 |
2,733.2 |
|
| S4 |
2,646.0 |
2,662.0 |
2,724.4 |
|
|
| 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 |
2,801.0 |
2,726.0 |
75.0 |
2.7% |
36.4 |
1.3% |
21% |
False |
True |
8,313 |
| 10 |
2,866.0 |
2,726.0 |
140.0 |
5.1% |
37.0 |
1.3% |
11% |
False |
True |
4,667 |
| 20 |
2,902.0 |
2,726.0 |
176.0 |
6.4% |
39.2 |
1.4% |
9% |
False |
True |
2,492 |
| 40 |
2,969.0 |
2,726.0 |
243.0 |
8.9% |
36.4 |
1.3% |
7% |
False |
True |
1,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,894.0 |
|
2.618 |
2,841.8 |
|
1.618 |
2,809.8 |
|
1.000 |
2,790.0 |
|
0.618 |
2,777.8 |
|
HIGH |
2,758.0 |
|
0.618 |
2,745.8 |
|
0.500 |
2,742.0 |
|
0.382 |
2,738.2 |
|
LOW |
2,726.0 |
|
0.618 |
2,706.2 |
|
1.000 |
2,694.0 |
|
1.618 |
2,674.2 |
|
2.618 |
2,642.2 |
|
4.250 |
2,590.0 |
|
|