Day Change Summary |
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Previous |
Current |
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01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,336.25 |
1,303.00 |
-33.25 |
-2.5% |
1,311.25 |
High |
1,336.25 |
1,305.75 |
-30.50 |
-2.3% |
1,322.25 |
Low |
1,301.00 |
1,294.00 |
-7.00 |
-0.5% |
1,292.00 |
Close |
1,301.00 |
1,301.50 |
0.50 |
0.0% |
1,319.00 |
Range |
35.25 |
11.75 |
-23.50 |
-66.7% |
30.25 |
ATR |
16.08 |
15.77 |
-0.31 |
-1.9% |
0.00 |
Volume |
66 |
39 |
-27 |
-40.9% |
141 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.75 |
1,330.25 |
1,308.00 |
|
R3 |
1,324.00 |
1,318.50 |
1,304.75 |
|
R2 |
1,312.25 |
1,312.25 |
1,303.75 |
|
R1 |
1,306.75 |
1,306.75 |
1,302.50 |
1,303.50 |
PP |
1,300.50 |
1,300.50 |
1,300.50 |
1,298.75 |
S1 |
1,295.00 |
1,295.00 |
1,300.50 |
1,292.00 |
S2 |
1,288.75 |
1,288.75 |
1,299.25 |
|
S3 |
1,277.00 |
1,283.25 |
1,298.25 |
|
S4 |
1,265.25 |
1,271.50 |
1,295.00 |
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Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.75 |
1,390.75 |
1,335.75 |
|
R3 |
1,371.50 |
1,360.50 |
1,327.25 |
|
R2 |
1,341.25 |
1,341.25 |
1,324.50 |
|
R1 |
1,330.25 |
1,330.25 |
1,321.75 |
1,335.75 |
PP |
1,311.00 |
1,311.00 |
1,311.00 |
1,314.00 |
S1 |
1,300.00 |
1,300.00 |
1,316.25 |
1,305.50 |
S2 |
1,280.75 |
1,280.75 |
1,313.50 |
|
S3 |
1,250.50 |
1,269.75 |
1,310.75 |
|
S4 |
1,220.25 |
1,239.50 |
1,302.25 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,336.25 |
1,294.00 |
42.25 |
3.2% |
15.50 |
1.2% |
18% |
False |
True |
33 |
10 |
1,336.25 |
1,292.00 |
44.25 |
3.4% |
14.75 |
1.1% |
21% |
False |
False |
32 |
20 |
1,347.25 |
1,292.00 |
55.25 |
4.2% |
16.25 |
1.2% |
17% |
False |
False |
142 |
40 |
1,361.00 |
1,280.25 |
80.75 |
6.2% |
14.00 |
1.1% |
26% |
False |
False |
190 |
60 |
1,361.00 |
1,232.00 |
129.00 |
9.9% |
14.00 |
1.1% |
54% |
False |
False |
164 |
80 |
1,361.00 |
1,232.00 |
129.00 |
9.9% |
10.50 |
0.8% |
54% |
False |
False |
125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,355.75 |
2.618 |
1,336.50 |
1.618 |
1,324.75 |
1.000 |
1,317.50 |
0.618 |
1,313.00 |
HIGH |
1,305.75 |
0.618 |
1,301.25 |
0.500 |
1,300.00 |
0.382 |
1,298.50 |
LOW |
1,294.00 |
0.618 |
1,286.75 |
1.000 |
1,282.25 |
1.618 |
1,275.00 |
2.618 |
1,263.25 |
4.250 |
1,244.00 |
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