| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,282.75 |
2,271.25 |
-11.50 |
-0.5% |
2,329.50 |
| High |
2,296.00 |
2,284.25 |
-11.75 |
-0.5% |
2,376.75 |
| Low |
2,268.25 |
2,264.25 |
-4.00 |
-0.2% |
2,282.00 |
| Close |
2,270.50 |
2,270.00 |
-0.50 |
0.0% |
2,284.00 |
| Range |
27.75 |
20.00 |
-7.75 |
-27.9% |
94.75 |
| ATR |
33.12 |
32.19 |
-0.94 |
-2.8% |
0.00 |
| Volume |
2,604 |
11,109 |
8,505 |
326.6% |
3,463 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,332.75 |
2,321.50 |
2,281.00 |
|
| R3 |
2,312.75 |
2,301.50 |
2,275.50 |
|
| R2 |
2,292.75 |
2,292.75 |
2,273.75 |
|
| R1 |
2,281.50 |
2,281.50 |
2,271.75 |
2,277.00 |
| PP |
2,272.75 |
2,272.75 |
2,272.75 |
2,270.75 |
| S1 |
2,261.50 |
2,261.50 |
2,268.25 |
2,257.00 |
| S2 |
2,252.75 |
2,252.75 |
2,266.25 |
|
| S3 |
2,232.75 |
2,241.50 |
2,264.50 |
|
| S4 |
2,212.75 |
2,221.50 |
2,259.00 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,376.75 |
2,264.25 |
112.50 |
5.0% |
34.50 |
1.5% |
5% |
False |
True |
3,388 |
| 10 |
2,376.75 |
2,264.25 |
112.50 |
5.0% |
32.50 |
1.4% |
5% |
False |
True |
1,824 |
| 20 |
2,411.50 |
2,264.25 |
147.25 |
6.5% |
33.25 |
1.5% |
4% |
False |
True |
1,020 |
| 40 |
2,423.00 |
2,246.50 |
176.50 |
7.8% |
30.50 |
1.3% |
13% |
False |
False |
628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,369.25 |
|
2.618 |
2,336.50 |
|
1.618 |
2,316.50 |
|
1.000 |
2,304.25 |
|
0.618 |
2,296.50 |
|
HIGH |
2,284.25 |
|
0.618 |
2,276.50 |
|
0.500 |
2,274.25 |
|
0.382 |
2,272.00 |
|
LOW |
2,264.25 |
|
0.618 |
2,252.00 |
|
1.000 |
2,244.25 |
|
1.618 |
2,232.00 |
|
2.618 |
2,212.00 |
|
4.250 |
2,179.25 |
|
|