| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,529.42 |
2,578.73 |
49.31 |
1.9% |
2,458.97 |
| High |
2,561.57 |
2,579.23 |
17.66 |
0.7% |
2,570.48 |
| Low |
2,522.39 |
2,513.67 |
-8.72 |
-0.3% |
2,443.92 |
| Close |
2,559.21 |
2,517.18 |
-42.03 |
-1.6% |
2,559.21 |
| Range |
39.18 |
65.56 |
26.38 |
67.3% |
126.56 |
| ATR |
41.49 |
43.21 |
1.72 |
4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.37 |
2,690.84 |
2,553.24 |
|
| R3 |
2,667.81 |
2,625.28 |
2,535.21 |
|
| R2 |
2,602.25 |
2,602.25 |
2,529.20 |
|
| R1 |
2,559.72 |
2,559.72 |
2,523.19 |
2,548.21 |
| PP |
2,536.69 |
2,536.69 |
2,536.69 |
2,530.94 |
| S1 |
2,494.16 |
2,494.16 |
2,511.17 |
2,482.65 |
| S2 |
2,471.13 |
2,471.13 |
2,505.16 |
|
| S3 |
2,405.57 |
2,428.60 |
2,499.15 |
|
| S4 |
2,340.01 |
2,363.04 |
2,481.12 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,904.22 |
2,858.27 |
2,628.82 |
|
| R3 |
2,777.66 |
2,731.71 |
2,594.01 |
|
| R2 |
2,651.10 |
2,651.10 |
2,582.41 |
|
| 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 |
|
| S3 |
2,271.42 |
2,352.03 |
2,524.41 |
|
| S4 |
2,144.86 |
2,225.47 |
2,489.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,579.23 |
2,467.66 |
111.57 |
4.4% |
42.08 |
1.7% |
44% |
True |
False |
|
| 10 |
2,579.23 |
2,443.92 |
135.31 |
5.4% |
39.00 |
1.5% |
54% |
True |
False |
|
| 20 |
2,617.23 |
2,443.92 |
173.31 |
6.9% |
41.01 |
1.6% |
42% |
False |
False |
|
| 40 |
2,756.81 |
2,443.92 |
312.89 |
12.4% |
38.70 |
1.5% |
23% |
False |
False |
|
| 60 |
2,795.35 |
2,443.92 |
351.43 |
14.0% |
35.40 |
1.4% |
21% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
14.0% |
32.42 |
1.3% |
21% |
False |
False |
|
| 100 |
2,795.35 |
2,423.24 |
372.11 |
14.8% |
30.56 |
1.2% |
25% |
False |
False |
|
| 120 |
2,795.35 |
2,209.57 |
585.78 |
23.3% |
29.54 |
1.2% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,857.86 |
|
2.618 |
2,750.87 |
|
1.618 |
2,685.31 |
|
1.000 |
2,644.79 |
|
0.618 |
2,619.75 |
|
HIGH |
2,579.23 |
|
0.618 |
2,554.19 |
|
0.500 |
2,546.45 |
|
0.382 |
2,538.71 |
|
LOW |
2,513.67 |
|
0.618 |
2,473.15 |
|
1.000 |
2,448.11 |
|
1.618 |
2,407.59 |
|
2.618 |
2,342.03 |
|
4.250 |
2,235.04 |
|
|