| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,093.0 |
2,085.0 |
-8.0 |
-0.4% |
2,147.0 |
| High |
2,105.0 |
2,091.0 |
-14.0 |
-0.7% |
2,161.0 |
| Low |
2,069.0 |
2,027.0 |
-42.0 |
-2.0% |
2,027.0 |
| Close |
2,081.0 |
2,044.0 |
-37.0 |
-1.8% |
2,044.0 |
| Range |
36.0 |
64.0 |
28.0 |
77.8% |
134.0 |
| ATR |
47.6 |
48.7 |
1.2 |
2.5% |
0.0 |
| Volume |
3,383 |
4,182 |
799 |
23.6% |
17,116 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,246.0 |
2,209.0 |
2,079.2 |
|
| R3 |
2,182.0 |
2,145.0 |
2,061.6 |
|
| R2 |
2,118.0 |
2,118.0 |
2,055.7 |
|
| R1 |
2,081.0 |
2,081.0 |
2,049.9 |
2,067.5 |
| PP |
2,054.0 |
2,054.0 |
2,054.0 |
2,047.3 |
| S1 |
2,017.0 |
2,017.0 |
2,038.1 |
2,003.5 |
| S2 |
1,990.0 |
1,990.0 |
2,032.3 |
|
| S3 |
1,926.0 |
1,953.0 |
2,026.4 |
|
| S4 |
1,862.0 |
1,889.0 |
2,008.8 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,479.3 |
2,395.7 |
2,117.7 |
|
| R3 |
2,345.3 |
2,261.7 |
2,080.9 |
|
| R2 |
2,211.3 |
2,211.3 |
2,068.6 |
|
| R1 |
2,127.7 |
2,127.7 |
2,056.3 |
2,102.5 |
| PP |
2,077.3 |
2,077.3 |
2,077.3 |
2,064.8 |
| S1 |
1,993.7 |
1,993.7 |
2,031.7 |
1,968.5 |
| S2 |
1,943.3 |
1,943.3 |
2,019.4 |
|
| S3 |
1,809.3 |
1,859.7 |
2,007.2 |
|
| S4 |
1,675.3 |
1,725.7 |
1,970.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,161.0 |
2,027.0 |
134.0 |
6.6% |
44.0 |
2.2% |
13% |
False |
True |
3,423 |
| 10 |
2,165.0 |
2,027.0 |
138.0 |
6.8% |
40.0 |
2.0% |
12% |
False |
True |
2,337 |
| 20 |
2,223.0 |
2,027.0 |
196.0 |
9.6% |
47.8 |
2.3% |
9% |
False |
True |
1,472 |
| 40 |
2,357.0 |
2,027.0 |
330.0 |
16.1% |
47.3 |
2.3% |
5% |
False |
True |
938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,363.0 |
|
2.618 |
2,258.6 |
|
1.618 |
2,194.6 |
|
1.000 |
2,155.0 |
|
0.618 |
2,130.6 |
|
HIGH |
2,091.0 |
|
0.618 |
2,066.6 |
|
0.500 |
2,059.0 |
|
0.382 |
2,051.4 |
|
LOW |
2,027.0 |
|
0.618 |
1,987.4 |
|
1.000 |
1,963.0 |
|
1.618 |
1,923.4 |
|
2.618 |
1,859.4 |
|
4.250 |
1,755.0 |
|
|