Day Change Summary |
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Previous |
Current |
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15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,278.00 |
1,255.75 |
-22.25 |
-1.7% |
1,283.75 |
High |
1,278.00 |
1,263.00 |
-15.00 |
-1.2% |
1,287.50 |
Low |
1,250.75 |
1,247.50 |
-3.25 |
-0.3% |
1,256.50 |
Close |
1,254.50 |
1,258.25 |
3.75 |
0.3% |
1,258.25 |
Range |
27.25 |
15.50 |
-11.75 |
-43.1% |
31.00 |
ATR |
16.64 |
16.56 |
-0.08 |
-0.5% |
0.00 |
Volume |
3,186 |
165 |
-3,021 |
-94.8% |
634 |
|
Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,302.75 |
1,296.00 |
1,266.75 |
|
R3 |
1,287.25 |
1,280.50 |
1,262.50 |
|
R2 |
1,271.75 |
1,271.75 |
1,261.00 |
|
R1 |
1,265.00 |
1,265.00 |
1,259.75 |
1,268.50 |
PP |
1,256.25 |
1,256.25 |
1,256.25 |
1,258.00 |
S1 |
1,249.50 |
1,249.50 |
1,256.75 |
1,253.00 |
S2 |
1,240.75 |
1,240.75 |
1,255.50 |
|
S3 |
1,225.25 |
1,234.00 |
1,254.00 |
|
S4 |
1,209.75 |
1,218.50 |
1,249.75 |
|
|
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 |
1,281.25 |
1,247.50 |
33.75 |
2.7% |
19.25 |
1.5% |
32% |
False |
True |
955 |
10 |
1,298.00 |
1,247.50 |
50.50 |
4.0% |
16.25 |
1.3% |
21% |
False |
True |
519 |
20 |
1,336.25 |
1,247.50 |
88.75 |
7.1% |
15.50 |
1.2% |
12% |
False |
True |
276 |
40 |
1,361.00 |
1,247.50 |
113.50 |
9.0% |
15.00 |
1.2% |
9% |
False |
True |
238 |
60 |
1,361.00 |
1,247.50 |
113.50 |
9.0% |
14.00 |
1.1% |
9% |
False |
True |
219 |
80 |
1,361.00 |
1,232.00 |
129.00 |
10.3% |
12.50 |
1.0% |
20% |
False |
False |
190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.00 |
2.618 |
1,303.50 |
1.618 |
1,288.00 |
1.000 |
1,278.50 |
0.618 |
1,272.50 |
HIGH |
1,263.00 |
0.618 |
1,257.00 |
0.500 |
1,255.25 |
0.382 |
1,253.50 |
LOW |
1,247.50 |
0.618 |
1,238.00 |
1.000 |
1,232.00 |
1.618 |
1,222.50 |
2.618 |
1,207.00 |
4.250 |
1,181.50 |
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