Day Change Summary |
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Previous |
Current |
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06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,283.75 |
1,275.00 |
-8.75 |
-0.7% |
1,324.00 |
High |
1,287.50 |
1,284.00 |
-3.50 |
-0.3% |
1,336.25 |
Low |
1,272.75 |
1,272.25 |
-0.50 |
0.0% |
1,284.50 |
Close |
1,274.00 |
1,274.00 |
0.00 |
0.0% |
1,285.25 |
Range |
14.75 |
11.75 |
-3.00 |
-20.3% |
51.75 |
ATR |
15.78 |
15.49 |
-0.29 |
-1.8% |
0.00 |
Volume |
24 |
13 |
-11 |
-45.8% |
261 |
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Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.00 |
1,304.75 |
1,280.50 |
|
R3 |
1,300.25 |
1,293.00 |
1,277.25 |
|
R2 |
1,288.50 |
1,288.50 |
1,276.25 |
|
R1 |
1,281.25 |
1,281.25 |
1,275.00 |
1,279.00 |
PP |
1,276.75 |
1,276.75 |
1,276.75 |
1,275.50 |
S1 |
1,269.50 |
1,269.50 |
1,273.00 |
1,267.25 |
S2 |
1,265.00 |
1,265.00 |
1,271.75 |
|
S3 |
1,253.25 |
1,257.75 |
1,270.75 |
|
S4 |
1,241.50 |
1,246.00 |
1,267.50 |
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Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,457.25 |
1,423.00 |
1,313.75 |
|
R3 |
1,405.50 |
1,371.25 |
1,299.50 |
|
R2 |
1,353.75 |
1,353.75 |
1,294.75 |
|
R1 |
1,319.50 |
1,319.50 |
1,290.00 |
1,310.75 |
PP |
1,302.00 |
1,302.00 |
1,302.00 |
1,297.50 |
S1 |
1,267.75 |
1,267.75 |
1,280.50 |
1,259.00 |
S2 |
1,250.25 |
1,250.25 |
1,275.75 |
|
S3 |
1,198.50 |
1,216.00 |
1,271.00 |
|
S4 |
1,146.75 |
1,164.25 |
1,256.75 |
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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 |
1,336.25 |
1,272.25 |
64.00 |
5.0% |
17.50 |
1.4% |
3% |
False |
True |
56 |
10 |
1,336.25 |
1,272.25 |
64.00 |
5.0% |
14.75 |
1.2% |
3% |
False |
True |
41 |
20 |
1,347.25 |
1,272.25 |
75.00 |
5.9% |
15.50 |
1.2% |
2% |
False |
True |
92 |
40 |
1,361.00 |
1,272.25 |
88.75 |
7.0% |
14.25 |
1.1% |
2% |
False |
True |
170 |
60 |
1,361.00 |
1,232.00 |
129.00 |
10.1% |
14.50 |
1.1% |
33% |
False |
False |
166 |
80 |
1,361.00 |
1,232.00 |
129.00 |
10.1% |
11.00 |
0.9% |
33% |
False |
False |
127 |
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Fibonacci Retracements and Extensions |
4.250 |
1,334.00 |
2.618 |
1,314.75 |
1.618 |
1,303.00 |
1.000 |
1,295.75 |
0.618 |
1,291.25 |
HIGH |
1,284.00 |
0.618 |
1,279.50 |
0.500 |
1,278.00 |
0.382 |
1,276.75 |
LOW |
1,272.25 |
0.618 |
1,265.00 |
1.000 |
1,260.50 |
1.618 |
1,253.25 |
2.618 |
1,241.50 |
4.250 |
1,222.25 |
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