Day Change Summary |
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Previous |
Current |
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05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,266.25 |
1,282.00 |
15.75 |
1.2% |
1,309.25 |
High |
1,272.00 |
1,302.50 |
30.50 |
2.4% |
1,320.50 |
Low |
1,263.75 |
1,277.50 |
13.75 |
1.1% |
1,260.75 |
Close |
1,272.00 |
1,302.50 |
30.50 |
2.4% |
1,260.75 |
Range |
8.25 |
25.00 |
16.75 |
203.0% |
59.75 |
ATR |
17.36 |
18.30 |
0.94 |
5.4% |
0.00 |
Volume |
1,230 |
1,255 |
25 |
2.0% |
924 |
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Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.25 |
1,360.75 |
1,316.25 |
|
R3 |
1,344.25 |
1,335.75 |
1,309.50 |
|
R2 |
1,319.25 |
1,319.25 |
1,307.00 |
|
R1 |
1,310.75 |
1,310.75 |
1,304.75 |
1,315.00 |
PP |
1,294.25 |
1,294.25 |
1,294.25 |
1,296.25 |
S1 |
1,285.75 |
1,285.75 |
1,300.25 |
1,290.00 |
S2 |
1,269.25 |
1,269.25 |
1,298.00 |
|
S3 |
1,244.25 |
1,260.75 |
1,295.50 |
|
S4 |
1,219.25 |
1,235.75 |
1,288.75 |
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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 |
1,305.50 |
1,250.00 |
55.50 |
4.3% |
19.00 |
1.5% |
95% |
False |
False |
829 |
10 |
1,320.50 |
1,250.00 |
70.50 |
5.4% |
17.00 |
1.3% |
74% |
False |
False |
803 |
20 |
1,350.50 |
1,250.00 |
100.50 |
7.7% |
16.75 |
1.3% |
52% |
False |
False |
522 |
40 |
1,396.75 |
1,250.00 |
146.75 |
11.3% |
13.75 |
1.1% |
36% |
False |
False |
416 |
60 |
1,404.00 |
1,250.00 |
154.00 |
11.8% |
12.00 |
0.9% |
34% |
False |
False |
325 |
80 |
1,404.00 |
1,250.00 |
154.00 |
11.8% |
9.50 |
0.7% |
34% |
False |
False |
245 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,408.75 |
2.618 |
1,368.00 |
1.618 |
1,343.00 |
1.000 |
1,327.50 |
0.618 |
1,318.00 |
HIGH |
1,302.50 |
0.618 |
1,293.00 |
0.500 |
1,290.00 |
0.382 |
1,287.00 |
LOW |
1,277.50 |
0.618 |
1,262.00 |
1.000 |
1,252.50 |
1.618 |
1,237.00 |
2.618 |
1,212.00 |
4.250 |
1,171.25 |
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