Day Change Summary |
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Previous |
Current |
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11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
2,578.73 |
2,523.01 |
-55.72 |
-2.2% |
2,458.97 |
High |
2,579.23 |
2,546.83 |
-32.40 |
-1.3% |
2,570.48 |
Low |
2,513.67 |
2,510.79 |
-2.88 |
-0.1% |
2,443.92 |
Close |
2,517.18 |
2,546.20 |
29.02 |
1.2% |
2,559.21 |
Range |
65.56 |
36.04 |
-29.52 |
-45.0% |
126.56 |
ATR |
43.21 |
42.69 |
-0.51 |
-1.2% |
0.00 |
Volume |
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Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,642.73 |
2,630.50 |
2,566.02 |
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R3 |
2,606.69 |
2,594.46 |
2,556.11 |
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R2 |
2,570.65 |
2,570.65 |
2,552.81 |
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R1 |
2,558.42 |
2,558.42 |
2,549.50 |
2,564.54 |
PP |
2,534.61 |
2,534.61 |
2,534.61 |
2,537.66 |
S1 |
2,522.38 |
2,522.38 |
2,542.90 |
2,528.50 |
S2 |
2,498.57 |
2,498.57 |
2,539.59 |
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S3 |
2,462.53 |
2,486.34 |
2,536.29 |
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S4 |
2,426.49 |
2,450.30 |
2,526.38 |
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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 |
2,579.23 |
2,504.08 |
75.15 |
3.0% |
44.31 |
1.7% |
56% |
False |
False |
|
10 |
2,579.23 |
2,443.92 |
135.31 |
5.3% |
39.18 |
1.5% |
76% |
False |
False |
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20 |
2,617.23 |
2,443.92 |
173.31 |
6.8% |
41.64 |
1.6% |
59% |
False |
False |
|
40 |
2,756.81 |
2,443.92 |
312.89 |
12.3% |
38.28 |
1.5% |
33% |
False |
False |
|
60 |
2,795.35 |
2,443.92 |
351.43 |
13.8% |
35.79 |
1.4% |
29% |
False |
False |
|
80 |
2,795.35 |
2,443.92 |
351.43 |
13.8% |
32.33 |
1.3% |
29% |
False |
False |
|
100 |
2,795.35 |
2,423.24 |
372.11 |
14.6% |
30.79 |
1.2% |
33% |
False |
False |
|
120 |
2,795.35 |
2,222.68 |
572.67 |
22.5% |
29.50 |
1.2% |
56% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,700.00 |
2.618 |
2,641.18 |
1.618 |
2,605.14 |
1.000 |
2,582.87 |
0.618 |
2,569.10 |
HIGH |
2,546.83 |
0.618 |
2,533.06 |
0.500 |
2,528.81 |
0.382 |
2,524.56 |
LOW |
2,510.79 |
0.618 |
2,488.52 |
1.000 |
2,474.75 |
1.618 |
2,452.48 |
2.618 |
2,416.44 |
4.250 |
2,357.62 |
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