| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,335.00 |
2,337.00 |
2.00 |
0.1% |
2,308.75 |
| High |
2,350.25 |
2,337.00 |
-13.25 |
-0.6% |
2,325.25 |
| Low |
2,335.00 |
2,322.25 |
-12.75 |
-0.5% |
2,294.50 |
| Close |
2,364.50 |
2,312.50 |
-52.00 |
-2.2% |
2,325.25 |
| Range |
15.25 |
14.75 |
-0.50 |
-3.3% |
30.75 |
| ATR |
17.13 |
18.93 |
1.79 |
10.5% |
0.00 |
| Volume |
2 |
2 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,368.25 |
2,355.00 |
2,320.50 |
|
| R3 |
2,353.50 |
2,340.25 |
2,316.50 |
|
| R2 |
2,338.75 |
2,338.75 |
2,315.25 |
|
| R1 |
2,325.50 |
2,325.50 |
2,313.75 |
2,324.75 |
| PP |
2,324.00 |
2,324.00 |
2,324.00 |
2,323.50 |
| S1 |
2,310.75 |
2,310.75 |
2,311.25 |
2,310.00 |
| S2 |
2,309.25 |
2,309.25 |
2,309.75 |
|
| S3 |
2,294.50 |
2,296.00 |
2,308.50 |
|
| S4 |
2,279.75 |
2,281.25 |
2,304.50 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,407.25 |
2,397.00 |
2,342.25 |
|
| R3 |
2,376.50 |
2,366.25 |
2,333.75 |
|
| R2 |
2,345.75 |
2,345.75 |
2,331.00 |
|
| R1 |
2,335.50 |
2,335.50 |
2,328.00 |
2,340.50 |
| PP |
2,315.00 |
2,315.00 |
2,315.00 |
2,317.50 |
| S1 |
2,304.75 |
2,304.75 |
2,322.50 |
2,310.00 |
| S2 |
2,284.25 |
2,284.25 |
2,319.50 |
|
| S3 |
2,253.50 |
2,274.00 |
2,316.75 |
|
| S4 |
2,222.75 |
2,243.25 |
2,308.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,350.25 |
2,302.25 |
48.00 |
2.1% |
6.00 |
0.3% |
21% |
False |
False |
2 |
| 10 |
2,361.75 |
2,294.50 |
67.25 |
2.9% |
3.25 |
0.1% |
27% |
False |
False |
1 |
| 20 |
2,402.00 |
2,294.50 |
107.50 |
4.6% |
2.50 |
0.1% |
17% |
False |
False |
2 |
| 40 |
2,402.00 |
2,257.75 |
144.25 |
6.2% |
3.50 |
0.1% |
38% |
False |
False |
3 |
| 60 |
2,402.00 |
2,193.50 |
208.50 |
9.0% |
5.00 |
0.2% |
57% |
False |
False |
4 |
| 80 |
2,402.00 |
2,193.50 |
208.50 |
9.0% |
3.75 |
0.2% |
57% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,399.75 |
|
2.618 |
2,375.50 |
|
1.618 |
2,360.75 |
|
1.000 |
2,351.75 |
|
0.618 |
2,346.00 |
|
HIGH |
2,337.00 |
|
0.618 |
2,331.25 |
|
0.500 |
2,329.50 |
|
0.382 |
2,328.00 |
|
LOW |
2,322.25 |
|
0.618 |
2,313.25 |
|
1.000 |
2,307.50 |
|
1.618 |
2,298.50 |
|
2.618 |
2,283.75 |
|
4.250 |
2,259.50 |
|
|