Day Change Summary |
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Previous |
Current |
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07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,307.50 |
1,304.50 |
-3.00 |
-0.2% |
1,260.75 |
High |
1,314.25 |
1,315.50 |
1.25 |
0.1% |
1,315.50 |
Low |
1,301.75 |
1,292.75 |
-9.00 |
-0.7% |
1,250.00 |
Close |
1,303.50 |
1,315.50 |
12.00 |
0.9% |
1,315.50 |
Range |
12.50 |
22.75 |
10.25 |
82.0% |
65.50 |
ATR |
17.88 |
18.23 |
0.35 |
1.9% |
0.00 |
Volume |
144 |
243 |
99 |
68.8% |
4,108 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.25 |
1,368.50 |
1,328.00 |
|
R3 |
1,353.50 |
1,345.75 |
1,321.75 |
|
R2 |
1,330.75 |
1,330.75 |
1,319.75 |
|
R1 |
1,323.00 |
1,323.00 |
1,317.50 |
1,327.00 |
PP |
1,308.00 |
1,308.00 |
1,308.00 |
1,309.75 |
S1 |
1,300.25 |
1,300.25 |
1,313.50 |
1,304.00 |
S2 |
1,285.25 |
1,285.25 |
1,311.25 |
|
S3 |
1,262.50 |
1,277.50 |
1,309.25 |
|
S4 |
1,239.75 |
1,254.75 |
1,303.00 |
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|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,490.25 |
1,468.25 |
1,351.50 |
|
R3 |
1,424.75 |
1,402.75 |
1,333.50 |
|
R2 |
1,359.25 |
1,359.25 |
1,327.50 |
|
R1 |
1,337.25 |
1,337.25 |
1,321.50 |
1,348.25 |
PP |
1,293.75 |
1,293.75 |
1,293.75 |
1,299.00 |
S1 |
1,271.75 |
1,271.75 |
1,309.50 |
1,282.75 |
S2 |
1,228.25 |
1,228.25 |
1,303.50 |
|
S3 |
1,162.75 |
1,206.25 |
1,297.50 |
|
S4 |
1,097.25 |
1,140.75 |
1,279.50 |
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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 |
1,315.50 |
1,250.00 |
65.50 |
5.0% |
16.00 |
1.2% |
100% |
True |
False |
821 |
10 |
1,320.50 |
1,250.00 |
70.50 |
5.4% |
17.00 |
1.3% |
93% |
False |
False |
772 |
20 |
1,348.50 |
1,250.00 |
98.50 |
7.5% |
17.00 |
1.3% |
66% |
False |
False |
534 |
40 |
1,396.75 |
1,250.00 |
146.75 |
11.2% |
14.00 |
1.1% |
45% |
False |
False |
425 |
60 |
1,404.00 |
1,250.00 |
154.00 |
11.7% |
12.50 |
0.9% |
43% |
False |
False |
331 |
80 |
1,404.00 |
1,250.00 |
154.00 |
11.7% |
10.00 |
0.8% |
43% |
False |
False |
250 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,412.25 |
2.618 |
1,375.00 |
1.618 |
1,352.25 |
1.000 |
1,338.25 |
0.618 |
1,329.50 |
HIGH |
1,315.50 |
0.618 |
1,306.75 |
0.500 |
1,304.00 |
0.382 |
1,301.50 |
LOW |
1,292.75 |
0.618 |
1,278.75 |
1.000 |
1,270.00 |
1.618 |
1,256.00 |
2.618 |
1,233.25 |
4.250 |
1,196.00 |
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