Day Change Summary |
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Previous |
Current |
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22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,283.25 |
1,274.25 |
-9.00 |
-0.7% |
1,259.50 |
High |
1,288.00 |
1,275.00 |
-13.00 |
-1.0% |
1,281.25 |
Low |
1,274.50 |
1,252.00 |
-22.50 |
-1.8% |
1,247.50 |
Close |
1,274.50 |
1,271.75 |
-2.75 |
-0.2% |
1,260.50 |
Range |
13.50 |
23.00 |
9.50 |
70.4% |
33.75 |
ATR |
16.79 |
17.24 |
0.44 |
2.6% |
0.00 |
Volume |
303 |
729 |
426 |
140.6% |
5,337 |
|
Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.25 |
1,326.50 |
1,284.50 |
|
R3 |
1,312.25 |
1,303.50 |
1,278.00 |
|
R2 |
1,289.25 |
1,289.25 |
1,276.00 |
|
R1 |
1,280.50 |
1,280.50 |
1,273.75 |
1,273.50 |
PP |
1,266.25 |
1,266.25 |
1,266.25 |
1,262.75 |
S1 |
1,257.50 |
1,257.50 |
1,269.75 |
1,250.50 |
S2 |
1,243.25 |
1,243.25 |
1,267.50 |
|
S3 |
1,220.25 |
1,234.50 |
1,265.50 |
|
S4 |
1,197.25 |
1,211.50 |
1,259.00 |
|
|
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 |
1,288.00 |
1,251.25 |
36.75 |
2.9% |
18.75 |
1.5% |
56% |
False |
False |
529 |
10 |
1,288.00 |
1,247.50 |
40.50 |
3.2% |
19.00 |
1.5% |
60% |
False |
False |
742 |
20 |
1,336.25 |
1,247.50 |
88.75 |
7.0% |
16.50 |
1.3% |
27% |
False |
False |
400 |
40 |
1,361.00 |
1,247.50 |
113.50 |
8.9% |
16.00 |
1.3% |
21% |
False |
False |
283 |
60 |
1,361.00 |
1,247.50 |
113.50 |
8.9% |
14.25 |
1.1% |
21% |
False |
False |
262 |
80 |
1,361.00 |
1,232.00 |
129.00 |
10.1% |
13.75 |
1.1% |
31% |
False |
False |
221 |
100 |
1,361.00 |
1,232.00 |
129.00 |
10.1% |
11.25 |
0.9% |
31% |
False |
False |
179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,372.75 |
2.618 |
1,335.25 |
1.618 |
1,312.25 |
1.000 |
1,298.00 |
0.618 |
1,289.25 |
HIGH |
1,275.00 |
0.618 |
1,266.25 |
0.500 |
1,263.50 |
0.382 |
1,260.75 |
LOW |
1,252.00 |
0.618 |
1,237.75 |
1.000 |
1,229.00 |
1.618 |
1,214.75 |
2.618 |
1,191.75 |
4.250 |
1,154.25 |
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