Day Change Summary |
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Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,572.3 |
1,555.0 |
-17.3 |
-1.1% |
1,587.0 |
High |
1,572.5 |
1,632.5 |
60.0 |
3.8% |
1,632.5 |
Low |
1,566.3 |
1,551.9 |
-14.4 |
-0.9% |
1,540.0 |
Close |
1,570.7 |
1,628.7 |
58.0 |
3.7% |
1,628.7 |
Range |
6.2 |
80.6 |
74.4 |
1,200.0% |
92.5 |
ATR |
21.6 |
25.8 |
4.2 |
19.5% |
0.0 |
Volume |
877 |
328 |
-549 |
-62.6% |
5,245 |
|
Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,846.2 |
1,818.0 |
1,673.0 |
|
R3 |
1,765.6 |
1,737.4 |
1,650.9 |
|
R2 |
1,685.0 |
1,685.0 |
1,643.5 |
|
R1 |
1,656.8 |
1,656.8 |
1,636.1 |
1,670.9 |
PP |
1,604.4 |
1,604.4 |
1,604.4 |
1,611.4 |
S1 |
1,576.2 |
1,576.2 |
1,621.3 |
1,590.3 |
S2 |
1,523.8 |
1,523.8 |
1,613.9 |
|
S3 |
1,443.2 |
1,495.6 |
1,606.5 |
|
S4 |
1,362.6 |
1,415.0 |
1,584.4 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,877.9 |
1,845.8 |
1,679.6 |
|
R3 |
1,785.4 |
1,753.3 |
1,654.1 |
|
R2 |
1,692.9 |
1,692.9 |
1,645.7 |
|
R1 |
1,660.8 |
1,660.8 |
1,637.2 |
1,676.9 |
PP |
1,600.4 |
1,600.4 |
1,600.4 |
1,608.4 |
S1 |
1,568.3 |
1,568.3 |
1,620.2 |
1,584.4 |
S2 |
1,507.9 |
1,507.9 |
1,611.7 |
|
S3 |
1,415.4 |
1,475.8 |
1,603.3 |
|
S4 |
1,322.9 |
1,383.3 |
1,577.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,632.5 |
1,540.0 |
92.5 |
5.7% |
33.9 |
2.1% |
96% |
True |
False |
1,090 |
10 |
1,632.5 |
1,540.0 |
92.5 |
5.7% |
27.3 |
1.7% |
96% |
True |
False |
1,255 |
20 |
1,653.4 |
1,538.1 |
115.3 |
7.1% |
21.3 |
1.3% |
79% |
False |
False |
1,175 |
40 |
1,689.3 |
1,538.1 |
151.2 |
9.3% |
15.1 |
0.9% |
60% |
False |
False |
1,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,975.1 |
2.618 |
1,843.5 |
1.618 |
1,762.9 |
1.000 |
1,713.1 |
0.618 |
1,682.3 |
HIGH |
1,632.5 |
0.618 |
1,601.7 |
0.500 |
1,592.2 |
0.382 |
1,582.7 |
LOW |
1,551.9 |
0.618 |
1,502.1 |
1.000 |
1,471.3 |
1.618 |
1,421.5 |
2.618 |
1,340.9 |
4.250 |
1,209.4 |
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