Day Change Summary |
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Previous |
Current |
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21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,355.43 |
1,325.92 |
-29.51 |
-2.2% |
1,342.42 |
High |
1,358.27 |
1,337.82 |
-20.45 |
-1.5% |
1,363.46 |
Low |
1,324.41 |
1,325.92 |
1.51 |
0.1% |
1,324.41 |
Close |
1,325.51 |
1,335.02 |
9.51 |
0.7% |
1,335.02 |
Range |
33.86 |
11.90 |
-21.96 |
-64.9% |
39.05 |
ATR |
19.05 |
18.57 |
-0.48 |
-2.5% |
0.00 |
Volume |
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Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.62 |
1,363.72 |
1,341.57 |
|
R3 |
1,356.72 |
1,351.82 |
1,338.29 |
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R2 |
1,344.82 |
1,344.82 |
1,337.20 |
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R1 |
1,339.92 |
1,339.92 |
1,336.11 |
1,342.37 |
PP |
1,332.92 |
1,332.92 |
1,332.92 |
1,334.15 |
S1 |
1,328.02 |
1,328.02 |
1,333.93 |
1,330.47 |
S2 |
1,321.02 |
1,321.02 |
1,332.84 |
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S3 |
1,309.12 |
1,316.12 |
1,331.75 |
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S4 |
1,297.22 |
1,304.22 |
1,328.48 |
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Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.11 |
1,435.62 |
1,356.50 |
|
R3 |
1,419.06 |
1,396.57 |
1,345.76 |
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R2 |
1,380.01 |
1,380.01 |
1,342.18 |
|
R1 |
1,357.52 |
1,357.52 |
1,338.60 |
1,349.24 |
PP |
1,340.96 |
1,340.96 |
1,340.96 |
1,336.83 |
S1 |
1,318.47 |
1,318.47 |
1,331.44 |
1,310.19 |
S2 |
1,301.91 |
1,301.91 |
1,327.86 |
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S3 |
1,262.86 |
1,279.42 |
1,324.28 |
|
S4 |
1,223.81 |
1,240.37 |
1,313.54 |
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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 |
1,324.41 |
39.05 |
2.9% |
18.54 |
1.4% |
27% |
False |
False |
|
10 |
1,363.46 |
1,306.92 |
56.54 |
4.2% |
18.63 |
1.4% |
50% |
False |
False |
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20 |
1,363.46 |
1,266.74 |
96.72 |
7.2% |
18.97 |
1.4% |
71% |
False |
False |
|
40 |
1,415.32 |
1,266.74 |
148.58 |
11.1% |
17.87 |
1.3% |
46% |
False |
False |
|
60 |
1,422.38 |
1,266.74 |
155.64 |
11.7% |
17.23 |
1.3% |
44% |
False |
False |
|
80 |
1,422.38 |
1,266.74 |
155.64 |
11.7% |
15.77 |
1.2% |
44% |
False |
False |
|
100 |
1,422.38 |
1,266.74 |
155.64 |
11.7% |
14.86 |
1.1% |
44% |
False |
False |
|
120 |
1,422.38 |
1,258.86 |
163.52 |
12.2% |
14.57 |
1.1% |
47% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,388.40 |
2.618 |
1,368.97 |
1.618 |
1,357.07 |
1.000 |
1,349.72 |
0.618 |
1,345.17 |
HIGH |
1,337.82 |
0.618 |
1,333.27 |
0.500 |
1,331.87 |
0.382 |
1,330.47 |
LOW |
1,325.92 |
0.618 |
1,318.57 |
1.000 |
1,314.02 |
1.618 |
1,306.67 |
2.618 |
1,294.77 |
4.250 |
1,275.35 |
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