| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,525.50 |
2,516.00 |
-9.50 |
-0.4% |
2,536.00 |
| High |
2,531.75 |
2,516.25 |
-15.50 |
-0.6% |
2,564.50 |
| Low |
2,500.50 |
2,448.75 |
-51.75 |
-2.1% |
2,448.75 |
| Close |
2,518.25 |
2,449.25 |
-69.00 |
-2.7% |
2,449.25 |
| Range |
31.25 |
67.50 |
36.25 |
116.0% |
115.75 |
| ATR |
41.32 |
43.33 |
2.01 |
4.9% |
0.00 |
| Volume |
822 |
443 |
-379 |
-46.1% |
1,421 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.00 |
2,629.00 |
2,486.50 |
|
| R3 |
2,606.50 |
2,561.50 |
2,467.75 |
|
| R2 |
2,539.00 |
2,539.00 |
2,461.50 |
|
| R1 |
2,494.00 |
2,494.00 |
2,455.50 |
2,482.75 |
| PP |
2,471.50 |
2,471.50 |
2,471.50 |
2,465.75 |
| S1 |
2,426.50 |
2,426.50 |
2,443.00 |
2,415.25 |
| S2 |
2,404.00 |
2,404.00 |
2,437.00 |
|
| S3 |
2,336.50 |
2,359.00 |
2,430.75 |
|
| S4 |
2,269.00 |
2,291.50 |
2,412.00 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.75 |
2,757.75 |
2,513.00 |
|
| R3 |
2,719.00 |
2,642.00 |
2,481.00 |
|
| R2 |
2,603.25 |
2,603.25 |
2,470.50 |
|
| R1 |
2,526.25 |
2,526.25 |
2,459.75 |
2,507.00 |
| PP |
2,487.50 |
2,487.50 |
2,487.50 |
2,477.75 |
| S1 |
2,410.50 |
2,410.50 |
2,438.75 |
2,391.00 |
| S2 |
2,371.75 |
2,371.75 |
2,428.00 |
|
| S3 |
2,256.00 |
2,294.75 |
2,417.50 |
|
| S4 |
2,140.25 |
2,179.00 |
2,385.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,564.50 |
2,448.75 |
115.75 |
4.7% |
44.00 |
1.8% |
0% |
False |
True |
293 |
| 10 |
2,564.50 |
2,448.75 |
115.75 |
4.7% |
46.00 |
1.9% |
0% |
False |
True |
223 |
| 20 |
2,666.00 |
2,448.75 |
217.25 |
8.9% |
44.00 |
1.8% |
0% |
False |
True |
169 |
| 40 |
2,748.25 |
2,448.75 |
299.50 |
12.2% |
40.00 |
1.6% |
0% |
False |
True |
105 |
| 60 |
2,788.00 |
2,448.75 |
339.25 |
13.9% |
33.00 |
1.3% |
0% |
False |
True |
89 |
| 80 |
2,788.00 |
2,448.75 |
339.25 |
13.9% |
25.75 |
1.1% |
0% |
False |
True |
67 |
| 100 |
2,788.00 |
2,360.00 |
428.00 |
17.5% |
21.50 |
0.9% |
21% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,803.00 |
|
2.618 |
2,693.00 |
|
1.618 |
2,625.50 |
|
1.000 |
2,583.75 |
|
0.618 |
2,558.00 |
|
HIGH |
2,516.25 |
|
0.618 |
2,490.50 |
|
0.500 |
2,482.50 |
|
0.382 |
2,474.50 |
|
LOW |
2,448.75 |
|
0.618 |
2,407.00 |
|
1.000 |
2,381.25 |
|
1.618 |
2,339.50 |
|
2.618 |
2,272.00 |
|
4.250 |
2,162.00 |
|
|