| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,085.0 |
2,020.0 |
-65.0 |
-3.1% |
2,147.0 |
| High |
2,091.0 |
2,068.0 |
-23.0 |
-1.1% |
2,161.0 |
| Low |
2,027.0 |
2,016.0 |
-11.0 |
-0.5% |
2,027.0 |
| Close |
2,044.0 |
2,052.0 |
8.0 |
0.4% |
2,044.0 |
| Range |
64.0 |
52.0 |
-12.0 |
-18.8% |
134.0 |
| ATR |
48.7 |
49.0 |
0.2 |
0.5% |
0.0 |
| Volume |
4,182 |
6,663 |
2,481 |
59.3% |
17,116 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,201.3 |
2,178.7 |
2,080.6 |
|
| R3 |
2,149.3 |
2,126.7 |
2,066.3 |
|
| R2 |
2,097.3 |
2,097.3 |
2,061.5 |
|
| R1 |
2,074.7 |
2,074.7 |
2,056.8 |
2,086.0 |
| PP |
2,045.3 |
2,045.3 |
2,045.3 |
2,051.0 |
| S1 |
2,022.7 |
2,022.7 |
2,047.2 |
2,034.0 |
| S2 |
1,993.3 |
1,993.3 |
2,042.5 |
|
| S3 |
1,941.3 |
1,970.7 |
2,037.7 |
|
| S4 |
1,889.3 |
1,918.7 |
2,023.4 |
|
|
| 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 |
2,142.0 |
2,016.0 |
126.0 |
6.1% |
45.6 |
2.2% |
29% |
False |
True |
4,611 |
| 10 |
2,165.0 |
2,016.0 |
149.0 |
7.3% |
42.9 |
2.1% |
24% |
False |
True |
2,969 |
| 20 |
2,223.0 |
2,016.0 |
207.0 |
10.1% |
46.2 |
2.3% |
17% |
False |
True |
1,795 |
| 40 |
2,322.0 |
2,016.0 |
306.0 |
14.9% |
47.4 |
2.3% |
12% |
False |
True |
1,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,289.0 |
|
2.618 |
2,204.1 |
|
1.618 |
2,152.1 |
|
1.000 |
2,120.0 |
|
0.618 |
2,100.1 |
|
HIGH |
2,068.0 |
|
0.618 |
2,048.1 |
|
0.500 |
2,042.0 |
|
0.382 |
2,035.9 |
|
LOW |
2,016.0 |
|
0.618 |
1,983.9 |
|
1.000 |
1,964.0 |
|
1.618 |
1,931.9 |
|
2.618 |
1,879.9 |
|
4.250 |
1,795.0 |
|
|