Day Change Summary |
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Previous |
Current |
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06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,632.5 |
1,630.1 |
-2.4 |
-0.1% |
1,587.0 |
High |
1,648.6 |
1,635.9 |
-12.7 |
-0.8% |
1,632.5 |
Low |
1,623.0 |
1,594.2 |
-28.8 |
-1.8% |
1,540.0 |
Close |
1,640.6 |
1,594.2 |
-46.4 |
-2.8% |
1,628.7 |
Range |
25.6 |
41.7 |
16.1 |
62.9% |
92.5 |
ATR |
23.7 |
25.3 |
1.6 |
6.9% |
0.0 |
Volume |
226 |
1,545 |
1,319 |
583.6% |
5,245 |
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Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,733.2 |
1,705.4 |
1,617.1 |
|
R3 |
1,691.5 |
1,663.7 |
1,605.7 |
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R2 |
1,649.8 |
1,649.8 |
1,601.8 |
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R1 |
1,622.0 |
1,622.0 |
1,598.0 |
1,615.1 |
PP |
1,608.1 |
1,608.1 |
1,608.1 |
1,604.6 |
S1 |
1,580.3 |
1,580.3 |
1,590.4 |
1,573.4 |
S2 |
1,566.4 |
1,566.4 |
1,586.6 |
|
S3 |
1,524.7 |
1,538.6 |
1,582.7 |
|
S4 |
1,483.0 |
1,496.9 |
1,571.3 |
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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 |
1,648.6 |
1,551.9 |
96.7 |
6.1% |
32.8 |
2.1% |
44% |
False |
False |
820 |
10 |
1,648.6 |
1,540.0 |
108.6 |
6.8% |
27.2 |
1.7% |
50% |
False |
False |
1,121 |
20 |
1,648.6 |
1,538.1 |
110.5 |
6.9% |
22.4 |
1.4% |
51% |
False |
False |
1,285 |
40 |
1,689.3 |
1,538.1 |
151.2 |
9.5% |
16.2 |
1.0% |
37% |
False |
False |
1,013 |
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|
Fibonacci Retracements and Extensions |
4.250 |
1,813.1 |
2.618 |
1,745.1 |
1.618 |
1,703.4 |
1.000 |
1,677.6 |
0.618 |
1,661.7 |
HIGH |
1,635.9 |
0.618 |
1,620.0 |
0.500 |
1,615.1 |
0.382 |
1,610.1 |
LOW |
1,594.2 |
0.618 |
1,568.4 |
1.000 |
1,552.5 |
1.618 |
1,526.7 |
2.618 |
1,485.0 |
4.250 |
1,417.0 |
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