Day Change Summary |
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Previous |
Current |
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31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,295.50 |
1,287.00 |
-8.50 |
-0.7% |
1,309.25 |
High |
1,305.50 |
1,290.50 |
-15.00 |
-1.1% |
1,320.50 |
Low |
1,285.00 |
1,260.75 |
-24.25 |
-1.9% |
1,260.75 |
Close |
1,296.00 |
1,260.75 |
-35.25 |
-2.7% |
1,260.75 |
Range |
20.50 |
29.75 |
9.25 |
45.1% |
59.75 |
ATR |
16.90 |
18.21 |
1.31 |
7.8% |
0.00 |
Volume |
383 |
43 |
-340 |
-88.8% |
924 |
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Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,360.00 |
1,340.00 |
1,277.00 |
|
R3 |
1,330.25 |
1,310.25 |
1,269.00 |
|
R2 |
1,300.50 |
1,300.50 |
1,266.25 |
|
R1 |
1,280.50 |
1,280.50 |
1,263.50 |
1,275.50 |
PP |
1,270.75 |
1,270.75 |
1,270.75 |
1,268.25 |
S1 |
1,250.75 |
1,250.75 |
1,258.00 |
1,246.00 |
S2 |
1,241.00 |
1,241.00 |
1,255.25 |
|
S3 |
1,211.25 |
1,221.00 |
1,252.50 |
|
S4 |
1,181.50 |
1,191.25 |
1,244.50 |
|
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Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.00 |
1,420.00 |
1,293.50 |
|
R3 |
1,400.25 |
1,360.25 |
1,277.25 |
|
R2 |
1,340.50 |
1,340.50 |
1,271.75 |
|
R1 |
1,300.50 |
1,300.50 |
1,266.25 |
1,290.50 |
PP |
1,280.75 |
1,280.75 |
1,280.75 |
1,275.75 |
S1 |
1,240.75 |
1,240.75 |
1,255.25 |
1,231.00 |
S2 |
1,221.00 |
1,221.00 |
1,249.75 |
|
S3 |
1,161.25 |
1,181.00 |
1,244.25 |
|
S4 |
1,101.50 |
1,121.25 |
1,228.00 |
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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 |
1,320.50 |
1,260.75 |
59.75 |
4.7% |
18.00 |
1.4% |
0% |
False |
True |
723 |
10 |
1,320.50 |
1,260.75 |
59.75 |
4.7% |
17.75 |
1.4% |
0% |
False |
True |
584 |
20 |
1,373.25 |
1,260.75 |
112.50 |
8.9% |
17.75 |
1.4% |
0% |
False |
True |
375 |
40 |
1,396.75 |
1,260.75 |
136.00 |
10.8% |
13.50 |
1.1% |
0% |
False |
True |
333 |
60 |
1,404.00 |
1,260.75 |
143.25 |
11.4% |
11.50 |
0.9% |
0% |
False |
True |
263 |
80 |
1,404.00 |
1,260.75 |
143.25 |
11.4% |
9.25 |
0.7% |
0% |
False |
True |
198 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,417.00 |
2.618 |
1,368.50 |
1.618 |
1,338.75 |
1.000 |
1,320.25 |
0.618 |
1,309.00 |
HIGH |
1,290.50 |
0.618 |
1,279.25 |
0.500 |
1,275.50 |
0.382 |
1,272.00 |
LOW |
1,260.75 |
0.618 |
1,242.25 |
1.000 |
1,231.00 |
1.618 |
1,212.50 |
2.618 |
1,182.75 |
4.250 |
1,134.25 |
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