Day Change Summary |
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Previous |
Current |
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10-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4,560.0 |
4,527.0 |
-33.0 |
-0.7% |
4,557.0 |
High |
4,582.0 |
4,586.0 |
4.0 |
0.1% |
4,582.0 |
Low |
4,545.0 |
4,501.0 |
-44.0 |
-1.0% |
4,502.0 |
Close |
4,566.0 |
4,572.0 |
6.0 |
0.1% |
4,566.0 |
Range |
37.0 |
85.0 |
48.0 |
129.7% |
80.0 |
ATR |
45.1 |
48.0 |
2.8 |
6.3% |
0.0 |
Volume |
22,943 |
103,170 |
80,227 |
349.7% |
28,115 |
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Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,808.0 |
4,775.0 |
4,618.8 |
|
R3 |
4,723.0 |
4,690.0 |
4,595.4 |
|
R2 |
4,638.0 |
4,638.0 |
4,587.6 |
|
R1 |
4,605.0 |
4,605.0 |
4,579.8 |
4,621.5 |
PP |
4,553.0 |
4,553.0 |
4,553.0 |
4,561.3 |
S1 |
4,520.0 |
4,520.0 |
4,564.2 |
4,536.5 |
S2 |
4,468.0 |
4,468.0 |
4,556.4 |
|
S3 |
4,383.0 |
4,435.0 |
4,548.6 |
|
S4 |
4,298.0 |
4,350.0 |
4,525.3 |
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|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,790.0 |
4,758.0 |
4,610.0 |
|
R3 |
4,710.0 |
4,678.0 |
4,588.0 |
|
R2 |
4,630.0 |
4,630.0 |
4,580.7 |
|
R1 |
4,598.0 |
4,598.0 |
4,573.3 |
4,614.0 |
PP |
4,550.0 |
4,550.0 |
4,550.0 |
4,558.0 |
S1 |
4,518.0 |
4,518.0 |
4,558.7 |
4,534.0 |
S2 |
4,470.0 |
4,470.0 |
4,551.3 |
|
S3 |
4,390.0 |
4,438.0 |
4,544.0 |
|
S4 |
4,310.0 |
4,358.0 |
4,522.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,586.0 |
4,501.0 |
85.0 |
1.9% |
51.8 |
1.1% |
84% |
True |
True |
26,152 |
10 |
4,725.0 |
4,501.0 |
224.0 |
4.9% |
47.4 |
1.0% |
32% |
False |
True |
13,231 |
20 |
4,756.0 |
4,501.0 |
255.0 |
5.6% |
38.7 |
0.8% |
28% |
False |
True |
6,686 |
40 |
4,920.0 |
4,501.0 |
419.0 |
9.2% |
30.4 |
0.7% |
17% |
False |
True |
3,363 |
60 |
4,970.0 |
4,501.0 |
469.0 |
10.3% |
23.9 |
0.5% |
15% |
False |
True |
2,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,947.3 |
2.618 |
4,808.5 |
1.618 |
4,723.5 |
1.000 |
4,671.0 |
0.618 |
4,638.5 |
HIGH |
4,586.0 |
0.618 |
4,553.5 |
0.500 |
4,543.5 |
0.382 |
4,533.5 |
LOW |
4,501.0 |
0.618 |
4,448.5 |
1.000 |
4,416.0 |
1.618 |
4,363.5 |
2.618 |
4,278.5 |
4.250 |
4,139.8 |
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