Day Change Summary |
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Previous |
Current |
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04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,260.75 |
1,266.25 |
5.50 |
0.4% |
1,309.25 |
High |
1,262.00 |
1,272.00 |
10.00 |
0.8% |
1,320.50 |
Low |
1,250.00 |
1,263.75 |
13.75 |
1.1% |
1,260.75 |
Close |
1,260.00 |
1,272.00 |
12.00 |
1.0% |
1,260.75 |
Range |
12.00 |
8.25 |
-3.75 |
-31.3% |
59.75 |
ATR |
17.77 |
17.36 |
-0.41 |
-2.3% |
0.00 |
Volume |
1,236 |
1,230 |
-6 |
-0.5% |
924 |
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Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.00 |
1,291.25 |
1,276.50 |
|
R3 |
1,285.75 |
1,283.00 |
1,274.25 |
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R2 |
1,277.50 |
1,277.50 |
1,273.50 |
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R1 |
1,274.75 |
1,274.75 |
1,272.75 |
1,276.00 |
PP |
1,269.25 |
1,269.25 |
1,269.25 |
1,270.00 |
S1 |
1,266.50 |
1,266.50 |
1,271.25 |
1,268.00 |
S2 |
1,261.00 |
1,261.00 |
1,270.50 |
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S3 |
1,252.75 |
1,258.25 |
1,269.75 |
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S4 |
1,244.50 |
1,250.00 |
1,267.50 |
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Weekly Pivots for week ending 01-Jun-2012 |
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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 |
1,313.75 |
1,250.00 |
63.75 |
5.0% |
17.75 |
1.4% |
35% |
False |
False |
674 |
10 |
1,320.50 |
1,250.00 |
70.50 |
5.5% |
16.00 |
1.3% |
31% |
False |
False |
689 |
20 |
1,350.50 |
1,250.00 |
100.50 |
7.9% |
16.25 |
1.3% |
22% |
False |
False |
466 |
40 |
1,396.75 |
1,250.00 |
146.75 |
11.5% |
13.75 |
1.1% |
15% |
False |
False |
393 |
60 |
1,404.00 |
1,250.00 |
154.00 |
12.1% |
12.00 |
0.9% |
14% |
False |
False |
304 |
80 |
1,404.00 |
1,250.00 |
154.00 |
12.1% |
9.25 |
0.7% |
14% |
False |
False |
229 |
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Fibonacci Retracements and Extensions |
4.250 |
1,307.00 |
2.618 |
1,293.50 |
1.618 |
1,285.25 |
1.000 |
1,280.25 |
0.618 |
1,277.00 |
HIGH |
1,272.00 |
0.618 |
1,268.75 |
0.500 |
1,268.00 |
0.382 |
1,267.00 |
LOW |
1,263.75 |
0.618 |
1,258.75 |
1.000 |
1,255.50 |
1.618 |
1,250.50 |
2.618 |
1,242.25 |
4.250 |
1,228.75 |
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