| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,516.00 |
2,447.75 |
-68.25 |
-2.7% |
2,536.00 |
| High |
2,516.25 |
2,472.50 |
-43.75 |
-1.7% |
2,564.50 |
| Low |
2,448.75 |
2,418.25 |
-30.50 |
-1.2% |
2,448.75 |
| Close |
2,449.25 |
2,463.00 |
13.75 |
0.6% |
2,449.25 |
| Range |
67.50 |
54.25 |
-13.25 |
-19.6% |
115.75 |
| ATR |
43.33 |
44.11 |
0.78 |
1.8% |
0.00 |
| Volume |
443 |
1,757 |
1,314 |
296.6% |
1,421 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,614.00 |
2,592.75 |
2,492.75 |
|
| R3 |
2,559.75 |
2,538.50 |
2,478.00 |
|
| R2 |
2,505.50 |
2,505.50 |
2,473.00 |
|
| R1 |
2,484.25 |
2,484.25 |
2,468.00 |
2,495.00 |
| PP |
2,451.25 |
2,451.25 |
2,451.25 |
2,456.50 |
| S1 |
2,430.00 |
2,430.00 |
2,458.00 |
2,440.50 |
| S2 |
2,397.00 |
2,397.00 |
2,453.00 |
|
| S3 |
2,342.75 |
2,375.75 |
2,448.00 |
|
| S4 |
2,288.50 |
2,321.50 |
2,433.25 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.75 |
2,757.75 |
2,513.00 |
|
| R3 |
2,719.00 |
2,642.00 |
2,481.00 |
|
| R2 |
2,603.25 |
2,603.25 |
2,470.50 |
|
| R1 |
2,526.25 |
2,526.25 |
2,459.75 |
2,507.00 |
| PP |
2,487.50 |
2,487.50 |
2,487.50 |
2,477.75 |
| S1 |
2,410.50 |
2,410.50 |
2,438.75 |
2,391.00 |
| S2 |
2,371.75 |
2,371.75 |
2,428.00 |
|
| S3 |
2,256.00 |
2,294.75 |
2,417.50 |
|
| S4 |
2,140.25 |
2,179.00 |
2,385.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,564.50 |
2,418.25 |
146.25 |
5.9% |
48.00 |
1.9% |
31% |
False |
True |
635 |
| 10 |
2,564.50 |
2,418.25 |
146.25 |
5.9% |
45.75 |
1.9% |
31% |
False |
True |
386 |
| 20 |
2,640.00 |
2,418.25 |
221.75 |
9.0% |
44.50 |
1.8% |
20% |
False |
True |
247 |
| 40 |
2,742.50 |
2,418.25 |
324.25 |
13.2% |
40.50 |
1.6% |
14% |
False |
True |
148 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
15.0% |
34.00 |
1.4% |
12% |
False |
True |
119 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
15.0% |
26.25 |
1.1% |
12% |
False |
True |
89 |
| 100 |
2,788.00 |
2,367.00 |
421.00 |
17.1% |
22.00 |
0.9% |
23% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,703.00 |
|
2.618 |
2,614.50 |
|
1.618 |
2,560.25 |
|
1.000 |
2,526.75 |
|
0.618 |
2,506.00 |
|
HIGH |
2,472.50 |
|
0.618 |
2,451.75 |
|
0.500 |
2,445.50 |
|
0.382 |
2,439.00 |
|
LOW |
2,418.25 |
|
0.618 |
2,384.75 |
|
1.000 |
2,364.00 |
|
1.618 |
2,330.50 |
|
2.618 |
2,276.25 |
|
4.250 |
2,187.75 |
|
|