Day Change Summary |
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Previous |
Current |
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04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,626.0 |
1,623.1 |
-2.9 |
-0.2% |
1,587.0 |
High |
1,630.1 |
1,628.2 |
-1.9 |
-0.1% |
1,632.5 |
Low |
1,619.8 |
1,622.6 |
2.8 |
0.2% |
1,540.0 |
Close |
1,620.5 |
1,623.5 |
3.0 |
0.2% |
1,628.7 |
Range |
10.3 |
5.6 |
-4.7 |
-45.6% |
92.5 |
ATR |
24.7 |
23.5 |
-1.2 |
-4.9% |
0.0 |
Volume |
1,103 |
899 |
-204 |
-18.5% |
5,245 |
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Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,641.6 |
1,638.1 |
1,626.6 |
|
R3 |
1,636.0 |
1,632.5 |
1,625.0 |
|
R2 |
1,630.4 |
1,630.4 |
1,624.5 |
|
R1 |
1,626.9 |
1,626.9 |
1,624.0 |
1,628.7 |
PP |
1,624.8 |
1,624.8 |
1,624.8 |
1,625.6 |
S1 |
1,621.3 |
1,621.3 |
1,623.0 |
1,623.1 |
S2 |
1,619.2 |
1,619.2 |
1,622.5 |
|
S3 |
1,613.6 |
1,615.7 |
1,622.0 |
|
S4 |
1,608.0 |
1,610.1 |
1,620.4 |
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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 |
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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 |
1,632.5 |
1,540.0 |
92.5 |
5.7% |
27.0 |
1.7% |
90% |
False |
False |
1,204 |
10 |
1,632.5 |
1,540.0 |
92.5 |
5.7% |
25.1 |
1.5% |
90% |
False |
False |
1,063 |
20 |
1,638.0 |
1,538.1 |
99.9 |
6.2% |
21.3 |
1.3% |
85% |
False |
False |
1,242 |
40 |
1,689.3 |
1,538.1 |
151.2 |
9.3% |
15.2 |
0.9% |
56% |
False |
False |
1,006 |
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Fibonacci Retracements and Extensions |
4.250 |
1,652.0 |
2.618 |
1,642.9 |
1.618 |
1,637.3 |
1.000 |
1,633.8 |
0.618 |
1,631.7 |
HIGH |
1,628.2 |
0.618 |
1,626.1 |
0.500 |
1,625.4 |
0.382 |
1,624.7 |
LOW |
1,622.6 |
0.618 |
1,619.1 |
1.000 |
1,617.0 |
1.618 |
1,613.5 |
2.618 |
1,607.9 |
4.250 |
1,598.8 |
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