Day Change Summary |
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Previous |
Current |
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05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,277.82 |
1,285.61 |
7.79 |
0.6% |
1,318.90 |
High |
1,287.62 |
1,315.13 |
27.51 |
2.1% |
1,334.93 |
Low |
1,274.16 |
1,285.61 |
11.45 |
0.9% |
1,277.25 |
Close |
1,285.50 |
1,315.13 |
29.63 |
2.3% |
1,278.04 |
Range |
13.46 |
29.52 |
16.06 |
119.3% |
57.68 |
ATR |
17.89 |
18.73 |
0.84 |
4.7% |
0.00 |
Volume |
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Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.85 |
1,384.01 |
1,331.37 |
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R3 |
1,364.33 |
1,354.49 |
1,323.25 |
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R2 |
1,334.81 |
1,334.81 |
1,320.54 |
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R1 |
1,324.97 |
1,324.97 |
1,317.84 |
1,329.89 |
PP |
1,305.29 |
1,305.29 |
1,305.29 |
1,307.75 |
S1 |
1,295.45 |
1,295.45 |
1,312.42 |
1,300.37 |
S2 |
1,275.77 |
1,275.77 |
1,309.72 |
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S3 |
1,246.25 |
1,265.93 |
1,307.01 |
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S4 |
1,216.73 |
1,236.41 |
1,298.89 |
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Weekly Pivots for week ending 01-Jun-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.78 |
1,431.59 |
1,309.76 |
|
R3 |
1,412.10 |
1,373.91 |
1,293.90 |
|
R2 |
1,354.42 |
1,354.42 |
1,288.61 |
|
R1 |
1,316.23 |
1,316.23 |
1,283.33 |
1,306.49 |
PP |
1,296.74 |
1,296.74 |
1,296.74 |
1,291.87 |
S1 |
1,258.55 |
1,258.55 |
1,272.75 |
1,248.81 |
S2 |
1,239.06 |
1,239.06 |
1,267.47 |
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S3 |
1,181.38 |
1,200.87 |
1,262.18 |
|
S4 |
1,123.70 |
1,143.19 |
1,246.32 |
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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 |
1,319.74 |
1,266.74 |
53.00 |
4.0% |
22.45 |
1.7% |
91% |
False |
False |
|
10 |
1,334.93 |
1,266.74 |
68.19 |
5.2% |
19.66 |
1.5% |
71% |
False |
False |
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20 |
1,365.88 |
1,266.74 |
99.14 |
7.5% |
18.75 |
1.4% |
49% |
False |
False |
|
40 |
1,415.32 |
1,266.74 |
148.58 |
11.3% |
17.12 |
1.3% |
33% |
False |
False |
|
60 |
1,422.38 |
1,266.74 |
155.64 |
11.8% |
15.92 |
1.2% |
31% |
False |
False |
|
80 |
1,422.38 |
1,266.74 |
155.64 |
11.8% |
14.66 |
1.1% |
31% |
False |
False |
|
100 |
1,422.38 |
1,266.74 |
155.64 |
11.8% |
14.23 |
1.1% |
31% |
False |
False |
|
120 |
1,422.38 |
1,202.37 |
220.01 |
16.7% |
14.21 |
1.1% |
51% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,440.59 |
2.618 |
1,392.41 |
1.618 |
1,362.89 |
1.000 |
1,344.65 |
0.618 |
1,333.37 |
HIGH |
1,315.13 |
0.618 |
1,303.85 |
0.500 |
1,300.37 |
0.382 |
1,296.89 |
LOW |
1,285.61 |
0.618 |
1,267.37 |
1.000 |
1,256.09 |
1.618 |
1,237.85 |
2.618 |
1,208.33 |
4.250 |
1,160.15 |
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