Day Change Summary |
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Previous |
Current |
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10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,277.50 |
1,259.50 |
-18.00 |
-1.4% |
1,283.75 |
High |
1,277.50 |
1,265.75 |
-11.75 |
-0.9% |
1,287.50 |
Low |
1,256.50 |
1,254.50 |
-2.00 |
-0.2% |
1,256.50 |
Close |
1,258.25 |
1,260.50 |
2.25 |
0.2% |
1,258.25 |
Range |
21.00 |
11.25 |
-9.75 |
-46.4% |
31.00 |
ATR |
15.64 |
15.33 |
-0.31 |
-2.0% |
0.00 |
Volume |
354 |
119 |
-235 |
-66.4% |
634 |
|
Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.00 |
1,288.50 |
1,266.75 |
|
R3 |
1,282.75 |
1,277.25 |
1,263.50 |
|
R2 |
1,271.50 |
1,271.50 |
1,262.50 |
|
R1 |
1,266.00 |
1,266.00 |
1,261.50 |
1,268.75 |
PP |
1,260.25 |
1,260.25 |
1,260.25 |
1,261.50 |
S1 |
1,254.75 |
1,254.75 |
1,259.50 |
1,257.50 |
S2 |
1,249.00 |
1,249.00 |
1,258.50 |
|
S3 |
1,237.75 |
1,243.50 |
1,257.50 |
|
S4 |
1,226.50 |
1,232.25 |
1,254.25 |
|
|
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 |
1,284.00 |
1,254.50 |
29.50 |
2.3% |
13.75 |
1.1% |
20% |
False |
True |
145 |
10 |
1,336.25 |
1,254.50 |
81.75 |
6.5% |
15.25 |
1.2% |
7% |
False |
True |
101 |
20 |
1,336.25 |
1,254.50 |
81.75 |
6.5% |
14.50 |
1.1% |
7% |
False |
True |
123 |
40 |
1,361.00 |
1,254.50 |
106.50 |
8.4% |
14.50 |
1.1% |
6% |
False |
True |
172 |
60 |
1,361.00 |
1,251.50 |
109.50 |
8.7% |
13.75 |
1.1% |
8% |
False |
False |
157 |
80 |
1,361.00 |
1,232.00 |
129.00 |
10.2% |
11.75 |
0.9% |
22% |
False |
False |
136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,313.50 |
2.618 |
1,295.25 |
1.618 |
1,284.00 |
1.000 |
1,277.00 |
0.618 |
1,272.75 |
HIGH |
1,265.75 |
0.618 |
1,261.50 |
0.500 |
1,260.00 |
0.382 |
1,258.75 |
LOW |
1,254.50 |
0.618 |
1,247.50 |
1.000 |
1,243.25 |
1.618 |
1,236.25 |
2.618 |
1,225.00 |
4.250 |
1,206.75 |
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