| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,749.0 |
2,744.0 |
-5.0 |
-0.2% |
2,810.0 |
| High |
2,758.0 |
2,783.0 |
25.0 |
0.9% |
2,866.0 |
| Low |
2,726.0 |
2,732.0 |
6.0 |
0.2% |
2,742.0 |
| Close |
2,742.0 |
2,766.0 |
24.0 |
0.9% |
2,776.0 |
| Range |
32.0 |
51.0 |
19.0 |
59.4% |
124.0 |
| ATR |
43.2 |
43.8 |
0.6 |
1.3% |
0.0 |
| Volume |
5,455 |
7,096 |
1,641 |
30.1% |
31,423 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.3 |
2,890.7 |
2,794.1 |
|
| R3 |
2,862.3 |
2,839.7 |
2,780.0 |
|
| R2 |
2,811.3 |
2,811.3 |
2,775.4 |
|
| R1 |
2,788.7 |
2,788.7 |
2,770.7 |
2,800.0 |
| PP |
2,760.3 |
2,760.3 |
2,760.3 |
2,766.0 |
| S1 |
2,737.7 |
2,737.7 |
2,761.3 |
2,749.0 |
| S2 |
2,709.3 |
2,709.3 |
2,756.7 |
|
| S3 |
2,658.3 |
2,686.7 |
2,752.0 |
|
| S4 |
2,607.3 |
2,635.7 |
2,738.0 |
|
|
| 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 |
2,791.0 |
2,726.0 |
65.0 |
2.3% |
39.8 |
1.4% |
62% |
False |
False |
4,397 |
| 10 |
2,866.0 |
2,726.0 |
140.0 |
5.1% |
38.1 |
1.4% |
29% |
False |
False |
5,338 |
| 20 |
2,902.0 |
2,726.0 |
176.0 |
6.4% |
39.7 |
1.4% |
23% |
False |
False |
2,841 |
| 40 |
2,969.0 |
2,726.0 |
243.0 |
8.8% |
36.9 |
1.3% |
16% |
False |
False |
1,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,999.8 |
|
2.618 |
2,916.5 |
|
1.618 |
2,865.5 |
|
1.000 |
2,834.0 |
|
0.618 |
2,814.5 |
|
HIGH |
2,783.0 |
|
0.618 |
2,763.5 |
|
0.500 |
2,757.5 |
|
0.382 |
2,751.5 |
|
LOW |
2,732.0 |
|
0.618 |
2,700.5 |
|
1.000 |
2,681.0 |
|
1.618 |
2,649.5 |
|
2.618 |
2,598.5 |
|
4.250 |
2,515.3 |
|
|