Day Change Summary |
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Previous |
Current |
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|
|
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20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,262.00 |
1,268.00 |
6.00 |
0.5% |
1,259.50 |
High |
1,269.75 |
1,287.25 |
17.50 |
1.4% |
1,281.25 |
Low |
1,251.25 |
1,266.50 |
15.25 |
1.2% |
1,247.50 |
Close |
1,268.50 |
1,282.50 |
14.00 |
1.1% |
1,260.50 |
Range |
18.50 |
20.75 |
2.25 |
12.2% |
33.75 |
ATR |
16.76 |
17.05 |
0.28 |
1.7% |
0.00 |
Volume |
319 |
382 |
63 |
19.7% |
5,337 |
|
Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.00 |
1,332.50 |
1,294.00 |
|
R3 |
1,320.25 |
1,311.75 |
1,288.25 |
|
R2 |
1,299.50 |
1,299.50 |
1,286.25 |
|
R1 |
1,291.00 |
1,291.00 |
1,284.50 |
1,295.25 |
PP |
1,278.75 |
1,278.75 |
1,278.75 |
1,281.00 |
S1 |
1,270.25 |
1,270.25 |
1,280.50 |
1,274.50 |
S2 |
1,258.00 |
1,258.00 |
1,278.75 |
|
S3 |
1,237.25 |
1,249.50 |
1,276.75 |
|
S4 |
1,216.50 |
1,228.75 |
1,271.00 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.25 |
1,346.25 |
1,279.00 |
|
R3 |
1,330.50 |
1,312.50 |
1,269.75 |
|
R2 |
1,296.75 |
1,296.75 |
1,266.75 |
|
R1 |
1,278.75 |
1,278.75 |
1,263.50 |
1,287.75 |
PP |
1,263.00 |
1,263.00 |
1,263.00 |
1,267.50 |
S1 |
1,245.00 |
1,245.00 |
1,257.50 |
1,254.00 |
S2 |
1,229.25 |
1,229.25 |
1,254.25 |
|
S3 |
1,195.50 |
1,211.25 |
1,251.25 |
|
S4 |
1,161.75 |
1,177.50 |
1,242.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,287.25 |
1,247.50 |
39.75 |
3.1% |
20.00 |
1.6% |
88% |
True |
False |
993 |
10 |
1,287.25 |
1,247.50 |
39.75 |
3.1% |
17.75 |
1.4% |
88% |
True |
False |
663 |
20 |
1,336.25 |
1,247.50 |
88.75 |
6.9% |
16.25 |
1.3% |
39% |
False |
False |
352 |
40 |
1,361.00 |
1,247.50 |
113.50 |
8.8% |
15.50 |
1.2% |
31% |
False |
False |
261 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.8% |
14.25 |
1.1% |
31% |
False |
False |
245 |
80 |
1,361.00 |
1,232.00 |
129.00 |
10.1% |
13.25 |
1.0% |
39% |
False |
False |
210 |
100 |
1,361.00 |
1,232.00 |
129.00 |
10.1% |
10.75 |
0.8% |
39% |
False |
False |
168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.50 |
2.618 |
1,341.50 |
1.618 |
1,320.75 |
1.000 |
1,308.00 |
0.618 |
1,300.00 |
HIGH |
1,287.25 |
0.618 |
1,279.25 |
0.500 |
1,277.00 |
0.382 |
1,274.50 |
LOW |
1,266.50 |
0.618 |
1,253.75 |
1.000 |
1,245.75 |
1.618 |
1,233.00 |
2.618 |
1,212.25 |
4.250 |
1,178.25 |
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