Day Change Summary |
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Previous |
Current |
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07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
2,569.24 |
2,529.42 |
-39.82 |
-1.5% |
2,458.97 |
High |
2,570.48 |
2,561.57 |
-8.91 |
-0.3% |
2,570.48 |
Low |
2,531.95 |
2,522.39 |
-9.56 |
-0.4% |
2,443.92 |
Close |
2,535.41 |
2,559.21 |
23.80 |
0.9% |
2,559.21 |
Range |
38.53 |
39.18 |
0.65 |
1.7% |
126.56 |
ATR |
41.66 |
41.49 |
-0.18 |
-0.4% |
0.00 |
Volume |
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Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,665.26 |
2,651.42 |
2,580.76 |
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R3 |
2,626.08 |
2,612.24 |
2,569.98 |
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R2 |
2,586.90 |
2,586.90 |
2,566.39 |
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R1 |
2,573.06 |
2,573.06 |
2,562.80 |
2,579.98 |
PP |
2,547.72 |
2,547.72 |
2,547.72 |
2,551.19 |
S1 |
2,533.88 |
2,533.88 |
2,555.62 |
2,540.80 |
S2 |
2,508.54 |
2,508.54 |
2,552.03 |
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S3 |
2,469.36 |
2,494.70 |
2,548.44 |
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S4 |
2,430.18 |
2,455.52 |
2,537.66 |
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Weekly Pivots for week ending 08-Jun-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,904.22 |
2,858.27 |
2,628.82 |
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R3 |
2,777.66 |
2,731.71 |
2,594.01 |
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R2 |
2,651.10 |
2,651.10 |
2,582.41 |
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R1 |
2,605.15 |
2,605.15 |
2,570.81 |
2,628.13 |
PP |
2,524.54 |
2,524.54 |
2,524.54 |
2,536.02 |
S1 |
2,478.59 |
2,478.59 |
2,547.61 |
2,501.57 |
S2 |
2,397.98 |
2,397.98 |
2,536.01 |
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S3 |
2,271.42 |
2,352.03 |
2,524.41 |
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S4 |
2,144.86 |
2,225.47 |
2,489.60 |
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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 |
2,570.48 |
2,443.92 |
126.56 |
4.9% |
36.37 |
1.4% |
91% |
False |
False |
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10 |
2,570.79 |
2,443.92 |
126.87 |
5.0% |
34.18 |
1.3% |
91% |
False |
False |
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20 |
2,643.22 |
2,443.92 |
199.30 |
7.8% |
39.65 |
1.5% |
58% |
False |
False |
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40 |
2,756.81 |
2,443.92 |
312.89 |
12.2% |
37.89 |
1.5% |
37% |
False |
False |
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60 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
34.62 |
1.4% |
33% |
False |
False |
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80 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
32.21 |
1.3% |
33% |
False |
False |
|
100 |
2,795.35 |
2,395.43 |
399.92 |
15.6% |
30.21 |
1.2% |
41% |
False |
False |
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120 |
2,795.35 |
2,209.57 |
585.78 |
22.9% |
29.27 |
1.1% |
60% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,728.09 |
2.618 |
2,664.14 |
1.618 |
2,624.96 |
1.000 |
2,600.75 |
0.618 |
2,585.78 |
HIGH |
2,561.57 |
0.618 |
2,546.60 |
0.500 |
2,541.98 |
0.382 |
2,537.36 |
LOW |
2,522.39 |
0.618 |
2,498.18 |
1.000 |
2,483.21 |
1.618 |
2,459.00 |
2.618 |
2,419.82 |
4.250 |
2,355.88 |
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