Day Change Summary |
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Previous |
Current |
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09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,270.00 |
1,277.50 |
7.50 |
0.6% |
1,283.75 |
High |
1,282.50 |
1,277.50 |
-5.00 |
-0.4% |
1,287.50 |
Low |
1,267.75 |
1,256.50 |
-11.25 |
-0.9% |
1,256.50 |
Close |
1,276.50 |
1,258.25 |
-18.25 |
-1.4% |
1,258.25 |
Range |
14.75 |
21.00 |
6.25 |
42.4% |
31.00 |
ATR |
15.23 |
15.64 |
0.41 |
2.7% |
0.00 |
Volume |
83 |
354 |
271 |
326.5% |
634 |
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Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.00 |
1,313.75 |
1,269.75 |
|
R3 |
1,306.00 |
1,292.75 |
1,264.00 |
|
R2 |
1,285.00 |
1,285.00 |
1,262.00 |
|
R1 |
1,271.75 |
1,271.75 |
1,260.25 |
1,268.00 |
PP |
1,264.00 |
1,264.00 |
1,264.00 |
1,262.25 |
S1 |
1,250.75 |
1,250.75 |
1,256.25 |
1,247.00 |
S2 |
1,243.00 |
1,243.00 |
1,254.50 |
|
S3 |
1,222.00 |
1,229.75 |
1,252.50 |
|
S4 |
1,201.00 |
1,208.75 |
1,246.75 |
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Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,360.50 |
1,340.25 |
1,275.25 |
|
R3 |
1,329.50 |
1,309.25 |
1,266.75 |
|
R2 |
1,298.50 |
1,298.50 |
1,264.00 |
|
R1 |
1,278.25 |
1,278.25 |
1,261.00 |
1,273.00 |
PP |
1,267.50 |
1,267.50 |
1,267.50 |
1,264.75 |
S1 |
1,247.25 |
1,247.25 |
1,255.50 |
1,242.00 |
S2 |
1,236.50 |
1,236.50 |
1,252.50 |
|
S3 |
1,205.50 |
1,216.25 |
1,249.75 |
|
S4 |
1,174.50 |
1,185.25 |
1,241.25 |
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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 |
1,287.50 |
1,256.50 |
31.00 |
2.5% |
14.50 |
1.2% |
6% |
False |
True |
126 |
10 |
1,336.25 |
1,256.50 |
79.75 |
6.3% |
15.00 |
1.2% |
2% |
False |
True |
91 |
20 |
1,341.00 |
1,256.50 |
84.50 |
6.7% |
15.00 |
1.2% |
2% |
False |
True |
121 |
40 |
1,361.00 |
1,256.50 |
104.50 |
8.3% |
14.50 |
1.1% |
2% |
False |
True |
184 |
60 |
1,361.00 |
1,232.00 |
129.00 |
10.3% |
14.00 |
1.1% |
20% |
False |
False |
169 |
80 |
1,361.00 |
1,232.00 |
129.00 |
10.3% |
11.75 |
0.9% |
20% |
False |
False |
134 |
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Fibonacci Retracements and Extensions |
4.250 |
1,366.75 |
2.618 |
1,332.50 |
1.618 |
1,311.50 |
1.000 |
1,298.50 |
0.618 |
1,290.50 |
HIGH |
1,277.50 |
0.618 |
1,269.50 |
0.500 |
1,267.00 |
0.382 |
1,264.50 |
LOW |
1,256.50 |
0.618 |
1,243.50 |
1.000 |
1,235.50 |
1.618 |
1,222.50 |
2.618 |
1,201.50 |
4.250 |
1,167.25 |
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