Day Change Summary |
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Previous |
Current |
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06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,300.26 |
1,286.31 |
-13.95 |
-1.1% |
1,331.10 |
High |
1,300.26 |
1,296.22 |
-4.04 |
-0.3% |
1,345.20 |
Low |
1,284.72 |
1,284.74 |
0.02 |
0.0% |
1,297.90 |
Close |
1,286.17 |
1,284.94 |
-1.23 |
-0.1% |
1,300.16 |
Range |
15.54 |
11.48 |
-4.06 |
-26.1% |
47.30 |
ATR |
14.91 |
14.66 |
-0.24 |
-1.6% |
0.00 |
Volume |
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Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.07 |
1,315.49 |
1,291.25 |
|
R3 |
1,311.59 |
1,304.01 |
1,288.10 |
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R2 |
1,300.11 |
1,300.11 |
1,287.04 |
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R1 |
1,292.53 |
1,292.53 |
1,285.99 |
1,290.58 |
PP |
1,288.63 |
1,288.63 |
1,288.63 |
1,287.66 |
S1 |
1,281.05 |
1,281.05 |
1,283.89 |
1,279.10 |
S2 |
1,277.15 |
1,277.15 |
1,282.84 |
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S3 |
1,265.67 |
1,269.57 |
1,281.78 |
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S4 |
1,254.19 |
1,258.09 |
1,278.63 |
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Weekly Pivots for week ending 03-Jun-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,456.32 |
1,425.54 |
1,326.18 |
|
R3 |
1,409.02 |
1,378.24 |
1,313.17 |
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R2 |
1,361.72 |
1,361.72 |
1,308.83 |
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R1 |
1,330.94 |
1,330.94 |
1,304.50 |
1,322.68 |
PP |
1,314.42 |
1,314.42 |
1,314.42 |
1,310.29 |
S1 |
1,283.64 |
1,283.64 |
1,295.82 |
1,275.38 |
S2 |
1,267.12 |
1,267.12 |
1,291.49 |
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S3 |
1,219.82 |
1,236.34 |
1,287.15 |
|
S4 |
1,172.52 |
1,189.04 |
1,274.15 |
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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 |
1,345.20 |
1,284.72 |
60.48 |
4.7% |
17.19 |
1.3% |
0% |
False |
False |
|
10 |
1,345.20 |
1,284.72 |
60.48 |
4.7% |
14.70 |
1.1% |
0% |
False |
False |
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20 |
1,359.44 |
1,284.72 |
74.72 |
5.8% |
14.86 |
1.2% |
0% |
False |
False |
|
40 |
1,370.58 |
1,284.72 |
85.86 |
6.7% |
13.39 |
1.0% |
0% |
False |
False |
|
60 |
1,370.58 |
1,250.11 |
120.47 |
9.4% |
13.24 |
1.0% |
29% |
False |
False |
|
80 |
1,370.58 |
1,250.11 |
120.47 |
9.4% |
13.66 |
1.1% |
29% |
False |
False |
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100 |
1,370.58 |
1,250.11 |
120.47 |
9.4% |
13.15 |
1.0% |
29% |
False |
False |
|
120 |
1,370.58 |
1,232.85 |
137.73 |
10.7% |
12.36 |
1.0% |
38% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,345.01 |
2.618 |
1,326.27 |
1.618 |
1,314.79 |
1.000 |
1,307.70 |
0.618 |
1,303.31 |
HIGH |
1,296.22 |
0.618 |
1,291.83 |
0.500 |
1,290.48 |
0.382 |
1,289.13 |
LOW |
1,284.74 |
0.618 |
1,277.65 |
1.000 |
1,273.26 |
1.618 |
1,266.17 |
2.618 |
1,254.69 |
4.250 |
1,235.95 |
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