| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,275.00 |
2,275.00 |
0.00 |
0.0% |
2,335.00 |
| High |
2,279.75 |
2,275.00 |
-4.75 |
-0.2% |
2,350.25 |
| Low |
2,275.00 |
2,272.25 |
-2.75 |
-0.1% |
2,280.50 |
| Close |
2,267.00 |
2,266.50 |
-0.50 |
0.0% |
2,280.50 |
| Range |
4.75 |
2.75 |
-2.00 |
-42.1% |
69.75 |
| ATR |
18.50 |
17.75 |
-0.75 |
-4.1% |
0.00 |
| Volume |
1 |
10 |
9 |
900.0% |
6 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,279.50 |
2,275.75 |
2,268.00 |
|
| R3 |
2,276.75 |
2,273.00 |
2,267.25 |
|
| R2 |
2,274.00 |
2,274.00 |
2,267.00 |
|
| R1 |
2,270.25 |
2,270.25 |
2,266.75 |
2,270.75 |
| PP |
2,271.25 |
2,271.25 |
2,271.25 |
2,271.50 |
| S1 |
2,267.50 |
2,267.50 |
2,266.25 |
2,268.00 |
| S2 |
2,268.50 |
2,268.50 |
2,266.00 |
|
| S3 |
2,265.75 |
2,264.75 |
2,265.75 |
|
| S4 |
2,263.00 |
2,262.00 |
2,265.00 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,337.00 |
2,272.25 |
64.75 |
2.9% |
4.50 |
0.2% |
-9% |
False |
True |
3 |
| 10 |
2,350.25 |
2,272.25 |
78.00 |
3.4% |
3.75 |
0.2% |
-7% |
False |
True |
2 |
| 20 |
2,402.00 |
2,272.25 |
129.75 |
5.7% |
2.75 |
0.1% |
-4% |
False |
True |
2 |
| 40 |
2,402.00 |
2,257.75 |
144.25 |
6.4% |
3.00 |
0.1% |
6% |
False |
False |
2 |
| 60 |
2,402.00 |
2,193.50 |
208.50 |
9.2% |
4.25 |
0.2% |
35% |
False |
False |
4 |
| 80 |
2,402.00 |
2,193.50 |
208.50 |
9.2% |
4.00 |
0.2% |
35% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,286.75 |
|
2.618 |
2,282.25 |
|
1.618 |
2,279.50 |
|
1.000 |
2,277.75 |
|
0.618 |
2,276.75 |
|
HIGH |
2,275.00 |
|
0.618 |
2,274.00 |
|
0.500 |
2,273.50 |
|
0.382 |
2,273.25 |
|
LOW |
2,272.25 |
|
0.618 |
2,270.50 |
|
1.000 |
2,269.50 |
|
1.618 |
2,267.75 |
|
2.618 |
2,265.00 |
|
4.250 |
2,260.50 |
|
|