Day Change Summary |
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Previous |
Current |
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14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
7,218.0 |
7,225.0 |
7.0 |
0.1% |
7,127.0 |
High |
7,287.5 |
7,244.5 |
-43.0 |
-0.6% |
7,240.5 |
Low |
7,218.0 |
7,129.5 |
-88.5 |
-1.2% |
7,054.5 |
Close |
7,256.5 |
7,176.0 |
-80.5 |
-1.1% |
7,127.0 |
Range |
69.5 |
115.0 |
45.5 |
65.5% |
186.0 |
ATR |
102.5 |
104.3 |
1.7 |
1.7% |
0.0 |
Volume |
4,997 |
14,175 |
9,178 |
183.7% |
6,975 |
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Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,528.3 |
7,467.2 |
7,239.3 |
|
R3 |
7,413.3 |
7,352.2 |
7,207.6 |
|
R2 |
7,298.3 |
7,298.3 |
7,197.1 |
|
R1 |
7,237.2 |
7,237.2 |
7,186.5 |
7,210.3 |
PP |
7,183.3 |
7,183.3 |
7,183.3 |
7,169.9 |
S1 |
7,122.2 |
7,122.2 |
7,165.5 |
7,095.3 |
S2 |
7,068.3 |
7,068.3 |
7,154.9 |
|
S3 |
6,953.3 |
7,007.2 |
7,144.4 |
|
S4 |
6,838.3 |
6,892.2 |
7,112.8 |
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|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,698.7 |
7,598.8 |
7,229.3 |
|
R3 |
7,512.7 |
7,412.8 |
7,178.2 |
|
R2 |
7,326.7 |
7,326.7 |
7,161.1 |
|
R1 |
7,226.8 |
7,226.8 |
7,144.1 |
7,220.0 |
PP |
7,140.7 |
7,140.7 |
7,140.7 |
7,137.3 |
S1 |
7,040.8 |
7,040.8 |
7,110.0 |
7,034.0 |
S2 |
6,954.7 |
6,954.7 |
7,092.9 |
|
S3 |
6,768.7 |
6,854.8 |
7,075.9 |
|
S4 |
6,582.7 |
6,668.8 |
7,024.7 |
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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 |
7,287.5 |
7,096.5 |
191.0 |
2.7% |
107.2 |
1.5% |
42% |
False |
False |
5,113 |
10 |
7,287.5 |
7,054.5 |
233.0 |
3.2% |
91.8 |
1.3% |
52% |
False |
False |
2,906 |
20 |
7,480.5 |
7,054.5 |
426.0 |
5.9% |
84.9 |
1.2% |
29% |
False |
False |
1,500 |
40 |
7,680.0 |
7,054.5 |
625.5 |
8.7% |
84.7 |
1.2% |
19% |
False |
False |
795 |
60 |
7,680.0 |
6,820.0 |
860.0 |
12.0% |
70.7 |
1.0% |
41% |
False |
False |
546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,733.3 |
2.618 |
7,545.6 |
1.618 |
7,430.6 |
1.000 |
7,359.5 |
0.618 |
7,315.6 |
HIGH |
7,244.5 |
0.618 |
7,200.6 |
0.500 |
7,187.0 |
0.382 |
7,173.4 |
LOW |
7,129.5 |
0.618 |
7,058.4 |
1.000 |
7,014.5 |
1.618 |
6,943.4 |
2.618 |
6,828.4 |
4.250 |
6,640.8 |
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