| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,020.0 |
2,066.0 |
46.0 |
2.3% |
2,147.0 |
| High |
2,068.0 |
2,071.0 |
3.0 |
0.1% |
2,161.0 |
| Low |
2,016.0 |
2,042.0 |
26.0 |
1.3% |
2,027.0 |
| Close |
2,052.0 |
2,058.0 |
6.0 |
0.3% |
2,044.0 |
| Range |
52.0 |
29.0 |
-23.0 |
-44.2% |
134.0 |
| ATR |
49.0 |
47.6 |
-1.4 |
-2.9% |
0.0 |
| Volume |
6,663 |
3,322 |
-3,341 |
-50.1% |
17,116 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.0 |
2,130.0 |
2,074.0 |
|
| R3 |
2,115.0 |
2,101.0 |
2,066.0 |
|
| R2 |
2,086.0 |
2,086.0 |
2,063.3 |
|
| R1 |
2,072.0 |
2,072.0 |
2,060.7 |
2,064.5 |
| PP |
2,057.0 |
2,057.0 |
2,057.0 |
2,053.3 |
| S1 |
2,043.0 |
2,043.0 |
2,055.3 |
2,035.5 |
| S2 |
2,028.0 |
2,028.0 |
2,052.7 |
|
| S3 |
1,999.0 |
2,014.0 |
2,050.0 |
|
| S4 |
1,970.0 |
1,985.0 |
2,042.1 |
|
|
| 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 |
2,135.0 |
2,016.0 |
119.0 |
5.8% |
46.6 |
2.3% |
35% |
False |
False |
4,468 |
| 10 |
2,161.0 |
2,016.0 |
145.0 |
7.0% |
42.3 |
2.1% |
29% |
False |
False |
2,979 |
| 20 |
2,211.0 |
2,016.0 |
195.0 |
9.5% |
45.0 |
2.2% |
22% |
False |
False |
1,895 |
| 40 |
2,285.0 |
2,016.0 |
269.0 |
13.1% |
47.0 |
2.3% |
16% |
False |
False |
1,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,194.3 |
|
2.618 |
2,146.9 |
|
1.618 |
2,117.9 |
|
1.000 |
2,100.0 |
|
0.618 |
2,088.9 |
|
HIGH |
2,071.0 |
|
0.618 |
2,059.9 |
|
0.500 |
2,056.5 |
|
0.382 |
2,053.1 |
|
LOW |
2,042.0 |
|
0.618 |
2,024.1 |
|
1.000 |
2,013.0 |
|
1.618 |
1,995.1 |
|
2.618 |
1,966.1 |
|
4.250 |
1,918.8 |
|
|