| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,317.00 |
2,321.00 |
4.00 |
0.2% |
2,329.50 |
| High |
2,331.50 |
2,324.25 |
-7.25 |
-0.3% |
2,376.75 |
| Low |
2,310.50 |
2,282.00 |
-28.50 |
-1.2% |
2,282.00 |
| Close |
2,322.50 |
2,284.00 |
-38.50 |
-1.7% |
2,284.00 |
| Range |
21.00 |
42.25 |
21.25 |
101.2% |
94.75 |
| ATR |
32.87 |
33.54 |
0.67 |
2.0% |
0.00 |
| Volume |
1,352 |
1,429 |
77 |
5.7% |
3,463 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.50 |
2,396.00 |
2,307.25 |
|
| R3 |
2,381.25 |
2,353.75 |
2,295.50 |
|
| R2 |
2,339.00 |
2,339.00 |
2,291.75 |
|
| R1 |
2,311.50 |
2,311.50 |
2,287.75 |
2,304.00 |
| PP |
2,296.75 |
2,296.75 |
2,296.75 |
2,293.00 |
| S1 |
2,269.25 |
2,269.25 |
2,280.25 |
2,262.00 |
| S2 |
2,254.50 |
2,254.50 |
2,276.25 |
|
| S3 |
2,212.25 |
2,227.00 |
2,272.50 |
|
| S4 |
2,170.00 |
2,184.75 |
2,260.75 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.50 |
2,536.00 |
2,336.00 |
|
| R3 |
2,503.75 |
2,441.25 |
2,310.00 |
|
| R2 |
2,409.00 |
2,409.00 |
2,301.25 |
|
| R1 |
2,346.50 |
2,346.50 |
2,292.75 |
2,330.50 |
| PP |
2,314.25 |
2,314.25 |
2,314.25 |
2,306.25 |
| S1 |
2,251.75 |
2,251.75 |
2,275.25 |
2,235.50 |
| S2 |
2,219.50 |
2,219.50 |
2,266.75 |
|
| S3 |
2,124.75 |
2,157.00 |
2,258.00 |
|
| S4 |
2,030.00 |
2,062.25 |
2,232.00 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,503.75 |
|
2.618 |
2,434.75 |
|
1.618 |
2,392.50 |
|
1.000 |
2,366.50 |
|
0.618 |
2,350.25 |
|
HIGH |
2,324.25 |
|
0.618 |
2,308.00 |
|
0.500 |
2,303.00 |
|
0.382 |
2,298.25 |
|
LOW |
2,282.00 |
|
0.618 |
2,256.00 |
|
1.000 |
2,239.75 |
|
1.618 |
2,213.75 |
|
2.618 |
2,171.50 |
|
4.250 |
2,102.50 |
|
|