Day Change Summary |
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Previous |
Current |
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|
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23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,274.25 |
1,272.50 |
-1.75 |
-0.1% |
1,262.00 |
High |
1,275.00 |
1,280.25 |
5.25 |
0.4% |
1,288.00 |
Low |
1,252.00 |
1,256.25 |
4.25 |
0.3% |
1,251.25 |
Close |
1,271.75 |
1,258.50 |
-13.25 |
-1.0% |
1,258.50 |
Range |
23.00 |
24.00 |
1.00 |
4.3% |
36.75 |
ATR |
17.24 |
17.72 |
0.48 |
2.8% |
0.00 |
Volume |
729 |
2,130 |
1,401 |
192.2% |
3,863 |
|
Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.00 |
1,321.75 |
1,271.75 |
|
R3 |
1,313.00 |
1,297.75 |
1,265.00 |
|
R2 |
1,289.00 |
1,289.00 |
1,263.00 |
|
R1 |
1,273.75 |
1,273.75 |
1,260.75 |
1,269.50 |
PP |
1,265.00 |
1,265.00 |
1,265.00 |
1,262.75 |
S1 |
1,249.75 |
1,249.75 |
1,256.25 |
1,245.50 |
S2 |
1,241.00 |
1,241.00 |
1,254.00 |
|
S3 |
1,217.00 |
1,225.75 |
1,252.00 |
|
S4 |
1,193.00 |
1,201.75 |
1,245.25 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.25 |
1,354.00 |
1,278.75 |
|
R3 |
1,339.50 |
1,317.25 |
1,268.50 |
|
R2 |
1,302.75 |
1,302.75 |
1,265.25 |
|
R1 |
1,280.50 |
1,280.50 |
1,261.75 |
1,273.25 |
PP |
1,266.00 |
1,266.00 |
1,266.00 |
1,262.25 |
S1 |
1,243.75 |
1,243.75 |
1,255.25 |
1,236.50 |
S2 |
1,229.25 |
1,229.25 |
1,251.75 |
|
S3 |
1,192.50 |
1,207.00 |
1,248.50 |
|
S4 |
1,155.75 |
1,170.25 |
1,238.25 |
|
|
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% |
20.00 |
1.6% |
20% |
False |
False |
772 |
10 |
1,288.00 |
1,247.50 |
40.50 |
3.2% |
19.25 |
1.5% |
27% |
False |
False |
920 |
20 |
1,336.25 |
1,247.50 |
88.75 |
7.1% |
17.00 |
1.4% |
12% |
False |
False |
505 |
40 |
1,361.00 |
1,247.50 |
113.50 |
9.0% |
16.50 |
1.3% |
10% |
False |
False |
336 |
60 |
1,361.00 |
1,247.50 |
113.50 |
9.0% |
14.50 |
1.2% |
10% |
False |
False |
293 |
80 |
1,361.00 |
1,232.00 |
129.00 |
10.3% |
14.00 |
1.1% |
21% |
False |
False |
247 |
100 |
1,361.00 |
1,232.00 |
129.00 |
10.3% |
11.50 |
0.9% |
21% |
False |
False |
200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.25 |
2.618 |
1,343.00 |
1.618 |
1,319.00 |
1.000 |
1,304.25 |
0.618 |
1,295.00 |
HIGH |
1,280.25 |
0.618 |
1,271.00 |
0.500 |
1,268.25 |
0.382 |
1,265.50 |
LOW |
1,256.25 |
0.618 |
1,241.50 |
1.000 |
1,232.25 |
1.618 |
1,217.50 |
2.618 |
1,193.50 |
4.250 |
1,154.25 |
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