Day Change Summary |
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Previous |
Current |
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07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1,286.31 |
1,284.63 |
-1.68 |
-0.1% |
1,331.10 |
High |
1,296.22 |
1,287.04 |
-9.18 |
-0.7% |
1,345.20 |
Low |
1,284.74 |
1,277.42 |
-7.32 |
-0.6% |
1,297.90 |
Close |
1,284.94 |
1,279.56 |
-5.38 |
-0.4% |
1,300.16 |
Range |
11.48 |
9.62 |
-1.86 |
-16.2% |
47.30 |
ATR |
14.66 |
14.30 |
-0.36 |
-2.5% |
0.00 |
Volume |
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Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.20 |
1,304.50 |
1,284.85 |
|
R3 |
1,300.58 |
1,294.88 |
1,282.21 |
|
R2 |
1,290.96 |
1,290.96 |
1,281.32 |
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R1 |
1,285.26 |
1,285.26 |
1,280.44 |
1,283.30 |
PP |
1,281.34 |
1,281.34 |
1,281.34 |
1,280.36 |
S1 |
1,275.64 |
1,275.64 |
1,278.68 |
1,273.68 |
S2 |
1,271.72 |
1,271.72 |
1,277.80 |
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S3 |
1,262.10 |
1,266.02 |
1,276.91 |
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S4 |
1,252.48 |
1,256.40 |
1,274.27 |
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Weekly Pivots for week ending 03-Jun-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,456.32 |
1,425.54 |
1,326.18 |
|
R3 |
1,409.02 |
1,378.24 |
1,313.17 |
|
R2 |
1,361.72 |
1,361.72 |
1,308.83 |
|
R1 |
1,330.94 |
1,330.94 |
1,304.50 |
1,322.68 |
PP |
1,314.42 |
1,314.42 |
1,314.42 |
1,310.29 |
S1 |
1,283.64 |
1,283.64 |
1,295.82 |
1,275.38 |
S2 |
1,267.12 |
1,267.12 |
1,291.49 |
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S3 |
1,219.82 |
1,236.34 |
1,287.15 |
|
S4 |
1,172.52 |
1,189.04 |
1,274.15 |
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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 |
1,318.03 |
1,277.42 |
40.61 |
3.2% |
12.82 |
1.0% |
5% |
False |
True |
|
10 |
1,345.20 |
1,277.42 |
67.78 |
5.3% |
14.68 |
1.1% |
3% |
False |
True |
|
20 |
1,354.09 |
1,277.42 |
76.67 |
6.0% |
14.78 |
1.2% |
3% |
False |
True |
|
40 |
1,370.58 |
1,277.42 |
93.16 |
7.3% |
13.32 |
1.0% |
2% |
False |
True |
|
60 |
1,370.58 |
1,250.11 |
120.47 |
9.4% |
13.15 |
1.0% |
24% |
False |
False |
|
80 |
1,370.58 |
1,250.11 |
120.47 |
9.4% |
13.60 |
1.1% |
24% |
False |
False |
|
100 |
1,370.58 |
1,250.11 |
120.47 |
9.4% |
13.18 |
1.0% |
24% |
False |
False |
|
120 |
1,370.58 |
1,232.85 |
137.73 |
10.8% |
12.36 |
1.0% |
34% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,327.93 |
2.618 |
1,312.23 |
1.618 |
1,302.61 |
1.000 |
1,296.66 |
0.618 |
1,292.99 |
HIGH |
1,287.04 |
0.618 |
1,283.37 |
0.500 |
1,282.23 |
0.382 |
1,281.09 |
LOW |
1,277.42 |
0.618 |
1,271.47 |
1.000 |
1,267.80 |
1.618 |
1,261.85 |
2.618 |
1,252.23 |
4.250 |
1,236.54 |
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