| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,371.75 |
2,317.00 |
-54.75 |
-2.3% |
2,339.25 |
| High |
2,376.75 |
2,331.50 |
-45.25 |
-1.9% |
2,339.25 |
| Low |
2,314.75 |
2,310.50 |
-4.25 |
-0.2% |
2,277.75 |
| Close |
2,316.00 |
2,322.50 |
6.50 |
0.3% |
2,328.75 |
| Range |
62.00 |
21.00 |
-41.00 |
-66.1% |
61.50 |
| ATR |
33.78 |
32.87 |
-0.91 |
-2.7% |
0.00 |
| Volume |
447 |
1,352 |
905 |
202.5% |
1,256 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.50 |
2,374.50 |
2,334.00 |
|
| R3 |
2,363.50 |
2,353.50 |
2,328.25 |
|
| R2 |
2,342.50 |
2,342.50 |
2,326.25 |
|
| R1 |
2,332.50 |
2,332.50 |
2,324.50 |
2,337.50 |
| PP |
2,321.50 |
2,321.50 |
2,321.50 |
2,324.00 |
| S1 |
2,311.50 |
2,311.50 |
2,320.50 |
2,316.50 |
| S2 |
2,300.50 |
2,300.50 |
2,318.75 |
|
| S3 |
2,279.50 |
2,290.50 |
2,316.75 |
|
| S4 |
2,258.50 |
2,269.50 |
2,311.00 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,499.75 |
2,475.75 |
2,362.50 |
|
| R3 |
2,438.25 |
2,414.25 |
2,345.75 |
|
| R2 |
2,376.75 |
2,376.75 |
2,340.00 |
|
| R1 |
2,352.75 |
2,352.75 |
2,334.50 |
2,334.00 |
| PP |
2,315.25 |
2,315.25 |
2,315.25 |
2,306.00 |
| S1 |
2,291.25 |
2,291.25 |
2,323.00 |
2,272.50 |
| S2 |
2,253.75 |
2,253.75 |
2,317.50 |
|
| S3 |
2,192.25 |
2,229.75 |
2,311.75 |
|
| S4 |
2,130.75 |
2,168.25 |
2,295.00 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,420.75 |
|
2.618 |
2,386.50 |
|
1.618 |
2,365.50 |
|
1.000 |
2,352.50 |
|
0.618 |
2,344.50 |
|
HIGH |
2,331.50 |
|
0.618 |
2,323.50 |
|
0.500 |
2,321.00 |
|
0.382 |
2,318.50 |
|
LOW |
2,310.50 |
|
0.618 |
2,297.50 |
|
1.000 |
2,289.50 |
|
1.618 |
2,276.50 |
|
2.618 |
2,255.50 |
|
4.250 |
2,221.25 |
|
|