Day Change Summary |
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Previous |
Current |
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14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,266.50 |
1,278.00 |
11.50 |
0.9% |
1,283.75 |
High |
1,281.25 |
1,278.00 |
-3.25 |
-0.3% |
1,287.50 |
Low |
1,260.00 |
1,250.75 |
-9.25 |
-0.7% |
1,256.50 |
Close |
1,279.00 |
1,254.50 |
-24.50 |
-1.9% |
1,258.25 |
Range |
21.25 |
27.25 |
6.00 |
28.2% |
31.00 |
ATR |
15.75 |
16.64 |
0.89 |
5.7% |
0.00 |
Volume |
953 |
3,186 |
2,233 |
234.3% |
634 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,342.75 |
1,326.00 |
1,269.50 |
|
R3 |
1,315.50 |
1,298.75 |
1,262.00 |
|
R2 |
1,288.25 |
1,288.25 |
1,259.50 |
|
R1 |
1,271.50 |
1,271.50 |
1,257.00 |
1,266.25 |
PP |
1,261.00 |
1,261.00 |
1,261.00 |
1,258.50 |
S1 |
1,244.25 |
1,244.25 |
1,252.00 |
1,239.00 |
S2 |
1,233.75 |
1,233.75 |
1,249.50 |
|
S3 |
1,206.50 |
1,217.00 |
1,247.00 |
|
S4 |
1,179.25 |
1,189.75 |
1,239.50 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,282.50 |
1,250.75 |
31.75 |
2.5% |
19.00 |
1.5% |
12% |
False |
True |
939 |
10 |
1,305.75 |
1,250.75 |
55.00 |
4.4% |
15.75 |
1.3% |
7% |
False |
True |
507 |
20 |
1,336.25 |
1,250.75 |
85.50 |
6.8% |
15.50 |
1.2% |
4% |
False |
True |
320 |
40 |
1,361.00 |
1,250.75 |
110.25 |
8.8% |
15.00 |
1.2% |
3% |
False |
True |
260 |
60 |
1,361.00 |
1,250.75 |
110.25 |
8.8% |
13.75 |
1.1% |
3% |
False |
True |
216 |
80 |
1,361.00 |
1,232.00 |
129.00 |
10.3% |
12.50 |
1.0% |
17% |
False |
False |
188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,393.75 |
2.618 |
1,349.25 |
1.618 |
1,322.00 |
1.000 |
1,305.25 |
0.618 |
1,294.75 |
HIGH |
1,278.00 |
0.618 |
1,267.50 |
0.500 |
1,264.50 |
0.382 |
1,261.25 |
LOW |
1,250.75 |
0.618 |
1,234.00 |
1.000 |
1,223.50 |
1.618 |
1,206.75 |
2.618 |
1,179.50 |
4.250 |
1,135.00 |
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