| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,325.56 |
2,301.39 |
-24.17 |
-1.0% |
2,359.05 |
| High |
2,335.65 |
2,317.93 |
-17.72 |
-0.8% |
2,373.82 |
| Low |
2,314.69 |
2,289.40 |
-25.29 |
-1.1% |
2,289.40 |
| Close |
2,326.70 |
2,292.31 |
-34.39 |
-1.5% |
2,292.31 |
| Range |
20.96 |
28.53 |
7.57 |
36.1% |
84.42 |
| ATR |
28.94 |
29.54 |
0.60 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,385.47 |
2,367.42 |
2,308.00 |
|
| R3 |
2,356.94 |
2,338.89 |
2,300.16 |
|
| R2 |
2,328.41 |
2,328.41 |
2,297.54 |
|
| R1 |
2,310.36 |
2,310.36 |
2,294.93 |
2,305.12 |
| PP |
2,299.88 |
2,299.88 |
2,299.88 |
2,297.26 |
| S1 |
2,281.83 |
2,281.83 |
2,289.69 |
2,276.59 |
| S2 |
2,271.35 |
2,271.35 |
2,287.08 |
|
| S3 |
2,242.82 |
2,253.30 |
2,284.46 |
|
| S4 |
2,214.29 |
2,224.77 |
2,276.62 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,571.77 |
2,516.46 |
2,338.74 |
|
| R3 |
2,487.35 |
2,432.04 |
2,315.53 |
|
| R2 |
2,402.93 |
2,402.93 |
2,307.79 |
|
| R1 |
2,347.62 |
2,347.62 |
2,300.05 |
2,333.07 |
| PP |
2,318.51 |
2,318.51 |
2,318.51 |
2,311.23 |
| S1 |
2,263.20 |
2,263.20 |
2,284.57 |
2,248.65 |
| S2 |
2,234.09 |
2,234.09 |
2,276.83 |
|
| S3 |
2,149.67 |
2,178.78 |
2,269.09 |
|
| S4 |
2,065.25 |
2,094.36 |
2,245.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,373.82 |
2,289.40 |
84.42 |
3.7% |
27.88 |
1.2% |
3% |
False |
True |
|
| 10 |
2,373.82 |
2,289.40 |
84.42 |
3.7% |
24.81 |
1.1% |
3% |
False |
True |
|
| 20 |
2,415.89 |
2,289.40 |
126.49 |
5.5% |
27.18 |
1.2% |
2% |
False |
True |
|
| 40 |
2,417.83 |
2,254.87 |
162.96 |
7.1% |
25.13 |
1.1% |
23% |
False |
False |
|
| 60 |
2,417.83 |
2,188.92 |
228.91 |
10.0% |
26.39 |
1.2% |
45% |
False |
False |
|
| 80 |
2,417.83 |
2,188.92 |
228.91 |
10.0% |
26.95 |
1.2% |
45% |
False |
False |
|
| 100 |
2,417.83 |
2,188.92 |
228.91 |
10.0% |
26.78 |
1.2% |
45% |
False |
False |
|
| 120 |
2,417.83 |
2,188.92 |
228.91 |
10.0% |
25.32 |
1.1% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,439.18 |
|
2.618 |
2,392.62 |
|
1.618 |
2,364.09 |
|
1.000 |
2,346.46 |
|
0.618 |
2,335.56 |
|
HIGH |
2,317.93 |
|
0.618 |
2,307.03 |
|
0.500 |
2,303.67 |
|
0.382 |
2,300.30 |
|
LOW |
2,289.40 |
|
0.618 |
2,271.77 |
|
1.000 |
2,260.87 |
|
1.618 |
2,243.24 |
|
2.618 |
2,214.71 |
|
4.250 |
2,168.15 |
|
|