| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,066.0 |
2,080.0 |
14.0 |
0.7% |
2,147.0 |
| High |
2,071.0 |
2,122.0 |
51.0 |
2.5% |
2,161.0 |
| Low |
2,042.0 |
2,074.0 |
32.0 |
1.6% |
2,027.0 |
| Close |
2,058.0 |
2,114.0 |
56.0 |
2.7% |
2,044.0 |
| Range |
29.0 |
48.0 |
19.0 |
65.5% |
134.0 |
| ATR |
47.6 |
48.7 |
1.2 |
2.5% |
0.0 |
| Volume |
3,322 |
6,607 |
3,285 |
98.9% |
17,116 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,247.3 |
2,228.7 |
2,140.4 |
|
| R3 |
2,199.3 |
2,180.7 |
2,127.2 |
|
| R2 |
2,151.3 |
2,151.3 |
2,122.8 |
|
| R1 |
2,132.7 |
2,132.7 |
2,118.4 |
2,142.0 |
| PP |
2,103.3 |
2,103.3 |
2,103.3 |
2,108.0 |
| S1 |
2,084.7 |
2,084.7 |
2,109.6 |
2,094.0 |
| S2 |
2,055.3 |
2,055.3 |
2,105.2 |
|
| S3 |
2,007.3 |
2,036.7 |
2,100.8 |
|
| S4 |
1,959.3 |
1,988.7 |
2,087.6 |
|
|
| 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 |
2,122.0 |
2,016.0 |
106.0 |
5.0% |
45.8 |
2.2% |
92% |
True |
False |
4,831 |
| 10 |
2,161.0 |
2,016.0 |
145.0 |
6.9% |
43.0 |
2.0% |
68% |
False |
False |
3,498 |
| 20 |
2,211.0 |
2,016.0 |
195.0 |
9.2% |
44.7 |
2.1% |
50% |
False |
False |
2,221 |
| 40 |
2,285.0 |
2,016.0 |
269.0 |
12.7% |
46.4 |
2.2% |
36% |
False |
False |
1,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,326.0 |
|
2.618 |
2,247.7 |
|
1.618 |
2,199.7 |
|
1.000 |
2,170.0 |
|
0.618 |
2,151.7 |
|
HIGH |
2,122.0 |
|
0.618 |
2,103.7 |
|
0.500 |
2,098.0 |
|
0.382 |
2,092.3 |
|
LOW |
2,074.0 |
|
0.618 |
2,044.3 |
|
1.000 |
2,026.0 |
|
1.618 |
1,996.3 |
|
2.618 |
1,948.3 |
|
4.250 |
1,870.0 |
|
|