Day Change Summary |
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Previous |
Current |
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08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4,563.0 |
4,502.0 |
-61.0 |
-1.3% |
4,674.0 |
High |
4,563.0 |
4,547.0 |
-16.0 |
-0.4% |
4,725.0 |
Low |
4,507.0 |
4,502.0 |
-5.0 |
-0.1% |
4,572.0 |
Close |
4,525.0 |
4,542.0 |
17.0 |
0.4% |
4,569.0 |
Range |
56.0 |
45.0 |
-11.0 |
-19.6% |
153.0 |
ATR |
45.6 |
45.5 |
0.0 |
-0.1% |
0.0 |
Volume |
1,623 |
1,543 |
-80 |
-4.9% |
1,118 |
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Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,665.3 |
4,648.7 |
4,566.8 |
|
R3 |
4,620.3 |
4,603.7 |
4,554.4 |
|
R2 |
4,575.3 |
4,575.3 |
4,550.3 |
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R1 |
4,558.7 |
4,558.7 |
4,546.1 |
4,567.0 |
PP |
4,530.3 |
4,530.3 |
4,530.3 |
4,534.5 |
S1 |
4,513.7 |
4,513.7 |
4,537.9 |
4,522.0 |
S2 |
4,485.3 |
4,485.3 |
4,533.8 |
|
S3 |
4,440.3 |
4,468.7 |
4,529.6 |
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S4 |
4,395.3 |
4,423.7 |
4,517.3 |
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Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,081.0 |
4,978.0 |
4,653.2 |
|
R3 |
4,928.0 |
4,825.0 |
4,611.1 |
|
R2 |
4,775.0 |
4,775.0 |
4,597.1 |
|
R1 |
4,672.0 |
4,672.0 |
4,583.0 |
4,647.0 |
PP |
4,622.0 |
4,622.0 |
4,622.0 |
4,609.5 |
S1 |
4,519.0 |
4,519.0 |
4,555.0 |
4,494.0 |
S2 |
4,469.0 |
4,469.0 |
4,541.0 |
|
S3 |
4,316.0 |
4,366.0 |
4,526.9 |
|
S4 |
4,163.0 |
4,213.0 |
4,484.9 |
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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 |
4,606.0 |
4,502.0 |
104.0 |
2.3% |
36.4 |
0.8% |
38% |
False |
True |
1,042 |
10 |
4,725.0 |
4,502.0 |
223.0 |
4.9% |
38.3 |
0.8% |
18% |
False |
True |
668 |
20 |
4,756.0 |
4,502.0 |
254.0 |
5.6% |
34.8 |
0.8% |
16% |
False |
True |
382 |
40 |
4,920.0 |
4,502.0 |
418.0 |
9.2% |
28.0 |
0.6% |
10% |
False |
True |
210 |
60 |
4,970.0 |
4,498.0 |
472.0 |
10.4% |
22.2 |
0.5% |
9% |
False |
False |
165 |
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Fibonacci Retracements and Extensions |
4.250 |
4,738.3 |
2.618 |
4,664.8 |
1.618 |
4,619.8 |
1.000 |
4,592.0 |
0.618 |
4,574.8 |
HIGH |
4,547.0 |
0.618 |
4,529.8 |
0.500 |
4,524.5 |
0.382 |
4,519.2 |
LOW |
4,502.0 |
0.618 |
4,474.2 |
1.000 |
4,457.0 |
1.618 |
4,429.2 |
2.618 |
4,384.2 |
4.250 |
4,310.8 |
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