Day Change Summary |
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Previous |
Current |
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18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,342.42 |
1,344.83 |
2.41 |
0.2% |
1,329.43 |
High |
1,348.22 |
1,363.46 |
15.24 |
1.1% |
1,343.32 |
Low |
1,334.46 |
1,344.83 |
10.37 |
0.8% |
1,306.92 |
Close |
1,344.78 |
1,357.98 |
13.20 |
1.0% |
1,342.84 |
Range |
13.76 |
18.63 |
4.87 |
35.4% |
36.40 |
ATR |
18.13 |
18.17 |
0.04 |
0.2% |
0.00 |
Volume |
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Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,411.31 |
1,403.28 |
1,368.23 |
|
R3 |
1,392.68 |
1,384.65 |
1,363.10 |
|
R2 |
1,374.05 |
1,374.05 |
1,361.40 |
|
R1 |
1,366.02 |
1,366.02 |
1,359.69 |
1,370.04 |
PP |
1,355.42 |
1,355.42 |
1,355.42 |
1,357.43 |
S1 |
1,347.39 |
1,347.39 |
1,356.27 |
1,351.41 |
S2 |
1,336.79 |
1,336.79 |
1,354.56 |
|
S3 |
1,318.16 |
1,328.76 |
1,352.86 |
|
S4 |
1,299.53 |
1,310.13 |
1,347.73 |
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Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.23 |
1,427.93 |
1,362.86 |
|
R3 |
1,403.83 |
1,391.53 |
1,352.85 |
|
R2 |
1,367.43 |
1,367.43 |
1,349.51 |
|
R1 |
1,355.13 |
1,355.13 |
1,346.18 |
1,361.28 |
PP |
1,331.03 |
1,331.03 |
1,331.03 |
1,334.10 |
S1 |
1,318.73 |
1,318.73 |
1,339.50 |
1,324.88 |
S2 |
1,294.63 |
1,294.63 |
1,336.17 |
|
S3 |
1,258.23 |
1,282.33 |
1,332.83 |
|
S4 |
1,221.83 |
1,245.93 |
1,322.82 |
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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 |
1,363.46 |
1,310.51 |
52.95 |
3.9% |
16.16 |
1.2% |
90% |
True |
False |
|
10 |
1,363.46 |
1,285.61 |
77.85 |
5.7% |
18.99 |
1.4% |
93% |
True |
False |
|
20 |
1,363.46 |
1,266.74 |
96.72 |
7.1% |
18.77 |
1.4% |
94% |
True |
False |
|
40 |
1,415.32 |
1,266.74 |
148.58 |
10.9% |
17.43 |
1.3% |
61% |
False |
False |
|
60 |
1,422.38 |
1,266.74 |
155.64 |
11.5% |
16.94 |
1.2% |
59% |
False |
False |
|
80 |
1,422.38 |
1,266.74 |
155.64 |
11.5% |
15.49 |
1.1% |
59% |
False |
False |
|
100 |
1,422.38 |
1,266.74 |
155.64 |
11.5% |
14.62 |
1.1% |
59% |
False |
False |
|
120 |
1,422.38 |
1,248.64 |
173.74 |
12.8% |
14.39 |
1.1% |
63% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,442.64 |
2.618 |
1,412.23 |
1.618 |
1,393.60 |
1.000 |
1,382.09 |
0.618 |
1,374.97 |
HIGH |
1,363.46 |
0.618 |
1,356.34 |
0.500 |
1,354.15 |
0.382 |
1,351.95 |
LOW |
1,344.83 |
0.618 |
1,333.32 |
1.000 |
1,326.20 |
1.618 |
1,314.69 |
2.618 |
1,296.06 |
4.250 |
1,265.65 |
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