Day Change Summary |
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Previous |
Current |
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02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
2,319.00 |
2,280.50 |
-38.50 |
-1.7% |
2,335.00 |
High |
2,319.00 |
2,280.50 |
-38.50 |
-1.7% |
2,350.25 |
Low |
2,319.00 |
2,280.50 |
-38.50 |
-1.7% |
2,280.50 |
Close |
2,319.00 |
2,280.50 |
-38.50 |
-1.7% |
2,280.50 |
Range |
|
|
|
|
|
ATR |
18.04 |
19.50 |
1.46 |
8.1% |
0.00 |
Volume |
1 |
1 |
0 |
0.0% |
6 |
|
Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,280.50 |
2,280.50 |
2,280.50 |
|
R3 |
2,280.50 |
2,280.50 |
2,280.50 |
|
R2 |
2,280.50 |
2,280.50 |
2,280.50 |
|
R1 |
2,280.50 |
2,280.50 |
2,280.50 |
2,280.50 |
PP |
2,280.50 |
2,280.50 |
2,280.50 |
2,280.50 |
S1 |
2,280.50 |
2,280.50 |
2,280.50 |
2,280.50 |
S2 |
2,280.50 |
2,280.50 |
2,280.50 |
|
S3 |
2,280.50 |
2,280.50 |
2,280.50 |
|
S4 |
2,280.50 |
2,280.50 |
2,280.50 |
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|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,513.00 |
2,466.50 |
2,318.75 |
|
R3 |
2,443.25 |
2,396.75 |
2,299.75 |
|
R2 |
2,373.50 |
2,373.50 |
2,293.25 |
|
R1 |
2,327.00 |
2,327.00 |
2,287.00 |
2,315.50 |
PP |
2,303.75 |
2,303.75 |
2,303.75 |
2,298.00 |
S1 |
2,257.25 |
2,257.25 |
2,274.00 |
2,245.50 |
S2 |
2,234.00 |
2,234.00 |
2,267.75 |
|
S3 |
2,164.25 |
2,187.50 |
2,261.25 |
|
S4 |
2,094.50 |
2,117.75 |
2,242.25 |
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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 |
2,280.50 |
69.75 |
3.1% |
6.00 |
0.3% |
0% |
False |
True |
1 |
10 |
2,350.25 |
2,280.50 |
69.75 |
3.1% |
3.25 |
0.1% |
0% |
False |
True |
1 |
20 |
2,402.00 |
2,280.50 |
121.50 |
5.3% |
2.50 |
0.1% |
0% |
False |
True |
1 |
40 |
2,402.00 |
2,257.75 |
144.25 |
6.3% |
3.50 |
0.1% |
16% |
False |
False |
2 |
60 |
2,402.00 |
2,193.50 |
208.50 |
9.1% |
5.00 |
0.2% |
42% |
False |
False |
4 |
80 |
2,402.00 |
2,193.50 |
208.50 |
9.1% |
3.75 |
0.2% |
42% |
False |
False |
4 |
|
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Fibonacci Retracements and Extensions |
4.250 |
2,280.50 |
2.618 |
2,280.50 |
1.618 |
2,280.50 |
1.000 |
2,280.50 |
0.618 |
2,280.50 |
HIGH |
2,280.50 |
0.618 |
2,280.50 |
0.500 |
2,280.50 |
0.382 |
2,280.50 |
LOW |
2,280.50 |
0.618 |
2,280.50 |
1.000 |
2,280.50 |
1.618 |
2,280.50 |
2.618 |
2,280.50 |
4.250 |
2,280.50 |
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