Day Change Summary |
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Previous |
Current |
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04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
11,913 |
12,000 |
87 |
0.7% |
12,436 |
High |
11,913 |
12,000 |
87 |
0.7% |
12,436 |
Low |
11,913 |
11,976 |
63 |
0.5% |
11,955 |
Close |
11,913 |
11,976 |
63 |
0.5% |
11,955 |
Range |
0 |
24 |
24 |
|
481 |
ATR |
119 |
117 |
-2 |
-1.9% |
0 |
Volume |
2 |
2 |
0 |
0.0% |
4 |
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Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,056 |
12,040 |
11,989 |
|
R3 |
12,032 |
12,016 |
11,983 |
|
R2 |
12,008 |
12,008 |
11,981 |
|
R1 |
11,992 |
11,992 |
11,978 |
11,988 |
PP |
11,984 |
11,984 |
11,984 |
11,982 |
S1 |
11,968 |
11,968 |
11,974 |
11,964 |
S2 |
11,960 |
11,960 |
11,972 |
|
S3 |
11,936 |
11,944 |
11,970 |
|
S4 |
11,912 |
11,920 |
11,963 |
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Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,558 |
13,238 |
12,220 |
|
R3 |
13,077 |
12,757 |
12,087 |
|
R2 |
12,596 |
12,596 |
12,043 |
|
R1 |
12,276 |
12,276 |
11,999 |
12,196 |
PP |
12,115 |
12,115 |
12,115 |
12,075 |
S1 |
11,795 |
11,795 |
11,911 |
11,715 |
S2 |
11,634 |
11,634 |
11,867 |
|
S3 |
11,153 |
11,314 |
11,823 |
|
S4 |
10,672 |
10,833 |
11,691 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,237 |
11,913 |
324 |
2.7% |
34 |
0.3% |
19% |
False |
False |
1 |
10 |
12,436 |
11,913 |
523 |
4.4% |
47 |
0.4% |
12% |
False |
False |
1 |
20 |
12,728 |
11,913 |
815 |
6.8% |
59 |
0.5% |
8% |
False |
False |
2 |
40 |
13,108 |
11,913 |
1,195 |
10.0% |
45 |
0.4% |
5% |
False |
False |
3 |
60 |
13,109 |
11,913 |
1,196 |
10.0% |
37 |
0.3% |
5% |
False |
False |
5 |
80 |
13,109 |
11,913 |
1,196 |
10.0% |
33 |
0.3% |
5% |
False |
False |
4 |
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Fibonacci Retracements and Extensions |
4.250 |
12,102 |
2.618 |
12,063 |
1.618 |
12,039 |
1.000 |
12,024 |
0.618 |
12,015 |
HIGH |
12,000 |
0.618 |
11,991 |
0.500 |
11,988 |
0.382 |
11,985 |
LOW |
11,976 |
0.618 |
11,961 |
1.000 |
11,952 |
1.618 |
11,937 |
2.618 |
11,913 |
4.250 |
11,874 |
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