Day Change Summary |
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Previous |
Current |
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08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,284.63 |
1,279.63 |
-5.00 |
-0.4% |
1,331.10 |
High |
1,287.04 |
1,294.54 |
7.50 |
0.6% |
1,345.20 |
Low |
1,277.42 |
1,279.63 |
2.21 |
0.2% |
1,297.90 |
Close |
1,279.56 |
1,289.00 |
9.44 |
0.7% |
1,300.16 |
Range |
9.62 |
14.91 |
5.29 |
55.0% |
47.30 |
ATR |
14.30 |
14.35 |
0.05 |
0.3% |
0.00 |
Volume |
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Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.45 |
1,325.64 |
1,297.20 |
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R3 |
1,317.54 |
1,310.73 |
1,293.10 |
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R2 |
1,302.63 |
1,302.63 |
1,291.73 |
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R1 |
1,295.82 |
1,295.82 |
1,290.37 |
1,299.23 |
PP |
1,287.72 |
1,287.72 |
1,287.72 |
1,289.43 |
S1 |
1,280.91 |
1,280.91 |
1,287.63 |
1,284.32 |
S2 |
1,272.81 |
1,272.81 |
1,286.27 |
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S3 |
1,257.90 |
1,266.00 |
1,284.90 |
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S4 |
1,242.99 |
1,251.09 |
1,280.80 |
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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 |
|
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 |
1,312.94 |
1,277.42 |
35.52 |
2.8% |
13.32 |
1.0% |
33% |
False |
False |
|
10 |
1,345.20 |
1,277.42 |
67.78 |
5.3% |
14.76 |
1.1% |
17% |
False |
False |
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20 |
1,351.05 |
1,277.42 |
73.63 |
5.7% |
14.64 |
1.1% |
16% |
False |
False |
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40 |
1,370.58 |
1,277.42 |
93.16 |
7.2% |
13.38 |
1.0% |
12% |
False |
False |
|
60 |
1,370.58 |
1,250.11 |
120.47 |
9.3% |
12.94 |
1.0% |
32% |
False |
False |
|
80 |
1,370.58 |
1,250.11 |
120.47 |
9.3% |
13.71 |
1.1% |
32% |
False |
False |
|
100 |
1,370.58 |
1,250.11 |
120.47 |
9.3% |
13.21 |
1.0% |
32% |
False |
False |
|
120 |
1,370.58 |
1,239.87 |
130.71 |
10.1% |
12.39 |
1.0% |
38% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,357.91 |
2.618 |
1,333.57 |
1.618 |
1,318.66 |
1.000 |
1,309.45 |
0.618 |
1,303.75 |
HIGH |
1,294.54 |
0.618 |
1,288.84 |
0.500 |
1,287.09 |
0.382 |
1,285.33 |
LOW |
1,279.63 |
0.618 |
1,270.42 |
1.000 |
1,264.72 |
1.618 |
1,255.51 |
2.618 |
1,240.60 |
4.250 |
1,216.26 |
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