Day Change Summary |
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Previous |
Current |
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02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,303.00 |
1,296.00 |
-7.00 |
-0.5% |
1,324.00 |
High |
1,305.75 |
1,298.00 |
-7.75 |
-0.6% |
1,336.25 |
Low |
1,294.00 |
1,284.50 |
-9.50 |
-0.7% |
1,284.50 |
Close |
1,301.50 |
1,285.25 |
-16.25 |
-1.2% |
1,285.25 |
Range |
11.75 |
13.50 |
1.75 |
14.9% |
51.75 |
ATR |
15.77 |
15.86 |
0.09 |
0.6% |
0.00 |
Volume |
39 |
140 |
101 |
259.0% |
261 |
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Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.75 |
1,321.00 |
1,292.75 |
|
R3 |
1,316.25 |
1,307.50 |
1,289.00 |
|
R2 |
1,302.75 |
1,302.75 |
1,287.75 |
|
R1 |
1,294.00 |
1,294.00 |
1,286.50 |
1,291.50 |
PP |
1,289.25 |
1,289.25 |
1,289.25 |
1,288.00 |
S1 |
1,280.50 |
1,280.50 |
1,284.00 |
1,278.00 |
S2 |
1,275.75 |
1,275.75 |
1,282.75 |
|
S3 |
1,262.25 |
1,267.00 |
1,281.50 |
|
S4 |
1,248.75 |
1,253.50 |
1,277.75 |
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Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,457.25 |
1,423.00 |
1,313.75 |
|
R3 |
1,405.50 |
1,371.25 |
1,299.50 |
|
R2 |
1,353.75 |
1,353.75 |
1,294.75 |
|
R1 |
1,319.50 |
1,319.50 |
1,290.00 |
1,310.75 |
PP |
1,302.00 |
1,302.00 |
1,302.00 |
1,297.50 |
S1 |
1,267.75 |
1,267.75 |
1,280.50 |
1,259.00 |
S2 |
1,250.25 |
1,250.25 |
1,275.75 |
|
S3 |
1,198.50 |
1,216.00 |
1,271.00 |
|
S4 |
1,146.75 |
1,164.25 |
1,256.75 |
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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 |
1,284.50 |
51.75 |
4.0% |
15.50 |
1.2% |
1% |
False |
True |
56 |
10 |
1,336.25 |
1,284.50 |
51.75 |
4.0% |
15.00 |
1.2% |
1% |
False |
True |
43 |
20 |
1,347.25 |
1,284.50 |
62.75 |
4.9% |
15.75 |
1.2% |
1% |
False |
True |
132 |
40 |
1,361.00 |
1,280.25 |
80.75 |
6.3% |
14.25 |
1.1% |
6% |
False |
False |
193 |
60 |
1,361.00 |
1,232.00 |
129.00 |
10.0% |
14.25 |
1.1% |
41% |
False |
False |
166 |
80 |
1,361.00 |
1,232.00 |
129.00 |
10.0% |
10.75 |
0.8% |
41% |
False |
False |
127 |
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Fibonacci Retracements and Extensions |
4.250 |
1,355.50 |
2.618 |
1,333.25 |
1.618 |
1,319.75 |
1.000 |
1,311.50 |
0.618 |
1,306.25 |
HIGH |
1,298.00 |
0.618 |
1,292.75 |
0.500 |
1,291.25 |
0.382 |
1,289.75 |
LOW |
1,284.50 |
0.618 |
1,276.25 |
1.000 |
1,271.00 |
1.618 |
1,262.75 |
2.618 |
1,249.25 |
4.250 |
1,227.00 |
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