Day Change Summary |
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Previous |
Current |
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08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,575.0 |
1,615.0 |
40.0 |
2.5% |
1,626.0 |
High |
1,598.5 |
1,615.2 |
16.7 |
1.0% |
1,648.6 |
Low |
1,575.0 |
1,598.9 |
23.9 |
1.5% |
1,575.0 |
Close |
1,597.6 |
1,603.0 |
5.4 |
0.3% |
1,597.6 |
Range |
23.5 |
16.3 |
-7.2 |
-30.6% |
73.6 |
ATR |
25.2 |
24.6 |
-0.5 |
-2.1% |
0.0 |
Volume |
1,407 |
345 |
-1,062 |
-75.5% |
5,180 |
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Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,654.6 |
1,645.1 |
1,612.0 |
|
R3 |
1,638.3 |
1,628.8 |
1,607.5 |
|
R2 |
1,622.0 |
1,622.0 |
1,606.0 |
|
R1 |
1,612.5 |
1,612.5 |
1,604.5 |
1,609.1 |
PP |
1,605.7 |
1,605.7 |
1,605.7 |
1,604.0 |
S1 |
1,596.2 |
1,596.2 |
1,601.5 |
1,592.8 |
S2 |
1,589.4 |
1,589.4 |
1,600.0 |
|
S3 |
1,573.1 |
1,579.9 |
1,598.5 |
|
S4 |
1,556.8 |
1,563.6 |
1,594.0 |
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Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,827.9 |
1,786.3 |
1,638.1 |
|
R3 |
1,754.3 |
1,712.7 |
1,617.8 |
|
R2 |
1,680.7 |
1,680.7 |
1,611.1 |
|
R1 |
1,639.1 |
1,639.1 |
1,604.3 |
1,623.1 |
PP |
1,607.1 |
1,607.1 |
1,607.1 |
1,599.1 |
S1 |
1,565.5 |
1,565.5 |
1,590.9 |
1,549.5 |
S2 |
1,533.5 |
1,533.5 |
1,584.1 |
|
S3 |
1,459.9 |
1,491.9 |
1,577.4 |
|
S4 |
1,386.3 |
1,418.3 |
1,557.1 |
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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 |
1,575.0 |
73.6 |
4.6% |
22.5 |
1.4% |
38% |
False |
False |
884 |
10 |
1,648.6 |
1,540.0 |
108.6 |
6.8% |
27.3 |
1.7% |
58% |
False |
False |
1,077 |
20 |
1,648.6 |
1,538.1 |
110.5 |
6.9% |
23.6 |
1.5% |
59% |
False |
False |
1,295 |
40 |
1,677.2 |
1,538.1 |
139.1 |
8.7% |
16.6 |
1.0% |
47% |
False |
False |
1,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,684.5 |
2.618 |
1,657.9 |
1.618 |
1,641.6 |
1.000 |
1,631.5 |
0.618 |
1,625.3 |
HIGH |
1,615.2 |
0.618 |
1,609.0 |
0.500 |
1,607.1 |
0.382 |
1,605.1 |
LOW |
1,598.9 |
0.618 |
1,588.8 |
1.000 |
1,582.6 |
1.618 |
1,572.5 |
2.618 |
1,556.2 |
4.250 |
1,529.6 |
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