Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
5,660.0 |
5,666.0 |
6.0 |
0.1% |
5,734.0 |
High |
5,674.5 |
5,754.0 |
79.5 |
1.4% |
5,789.0 |
Low |
5,610.0 |
5,653.0 |
43.0 |
0.8% |
5,605.5 |
Close |
5,666.0 |
5,748.5 |
82.5 |
1.5% |
5,667.0 |
Range |
64.5 |
101.0 |
36.5 |
56.6% |
183.5 |
ATR |
79.8 |
81.3 |
1.5 |
1.9% |
0.0 |
Volume |
83,699 |
81,319 |
-2,380 |
-2.8% |
891,536 |
|
Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,021.5 |
5,986.0 |
5,804.0 |
|
R3 |
5,920.5 |
5,885.0 |
5,776.5 |
|
R2 |
5,819.5 |
5,819.5 |
5,767.0 |
|
R1 |
5,784.0 |
5,784.0 |
5,758.0 |
5,802.0 |
PP |
5,718.5 |
5,718.5 |
5,718.5 |
5,727.5 |
S1 |
5,683.0 |
5,683.0 |
5,739.0 |
5,701.0 |
S2 |
5,617.5 |
5,617.5 |
5,730.0 |
|
S3 |
5,516.5 |
5,582.0 |
5,720.5 |
|
S4 |
5,415.5 |
5,481.0 |
5,693.0 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,237.5 |
6,136.0 |
5,768.0 |
|
R3 |
6,054.0 |
5,952.5 |
5,717.5 |
|
R2 |
5,870.5 |
5,870.5 |
5,700.5 |
|
R1 |
5,769.0 |
5,769.0 |
5,684.0 |
5,728.0 |
PP |
5,687.0 |
5,687.0 |
5,687.0 |
5,667.0 |
S1 |
5,585.5 |
5,585.5 |
5,650.0 |
5,544.5 |
S2 |
5,503.5 |
5,503.5 |
5,633.5 |
|
S3 |
5,320.0 |
5,402.0 |
5,616.5 |
|
S4 |
5,136.5 |
5,218.5 |
5,566.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,778.0 |
5,605.5 |
172.5 |
3.0% |
93.5 |
1.6% |
83% |
False |
False |
137,875 |
10 |
5,841.5 |
5,605.5 |
236.0 |
4.1% |
87.5 |
1.5% |
61% |
False |
False |
117,463 |
20 |
5,957.0 |
5,605.5 |
351.5 |
6.1% |
72.0 |
1.3% |
41% |
False |
False |
60,132 |
40 |
6,042.0 |
5,605.5 |
436.5 |
7.6% |
67.0 |
1.2% |
33% |
False |
False |
30,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,183.0 |
2.618 |
6,018.5 |
1.618 |
5,917.5 |
1.000 |
5,855.0 |
0.618 |
5,816.5 |
HIGH |
5,754.0 |
0.618 |
5,715.5 |
0.500 |
5,703.5 |
0.382 |
5,691.5 |
LOW |
5,653.0 |
0.618 |
5,590.5 |
1.000 |
5,552.0 |
1.618 |
5,489.5 |
2.618 |
5,388.5 |
4.250 |
5,224.0 |
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