| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,523.01 |
2,541.72 |
18.71 |
0.7% |
2,458.97 |
| High |
2,546.83 |
2,557.31 |
10.48 |
0.4% |
2,570.48 |
| Low |
2,510.79 |
2,519.69 |
8.90 |
0.4% |
2,443.92 |
| Close |
2,546.20 |
2,527.44 |
-18.76 |
-0.7% |
2,559.21 |
| Range |
36.04 |
37.62 |
1.58 |
4.4% |
126.56 |
| ATR |
42.69 |
42.33 |
-0.36 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.67 |
2,625.18 |
2,548.13 |
|
| R3 |
2,610.05 |
2,587.56 |
2,537.79 |
|
| R2 |
2,572.43 |
2,572.43 |
2,534.34 |
|
| R1 |
2,549.94 |
2,549.94 |
2,530.89 |
2,542.38 |
| PP |
2,534.81 |
2,534.81 |
2,534.81 |
2,531.03 |
| S1 |
2,512.32 |
2,512.32 |
2,523.99 |
2,504.76 |
| S2 |
2,497.19 |
2,497.19 |
2,520.54 |
|
| S3 |
2,459.57 |
2,474.70 |
2,517.09 |
|
| S4 |
2,421.95 |
2,437.08 |
2,506.75 |
|
|
| 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 |
2,510.79 |
68.44 |
2.7% |
43.39 |
1.7% |
24% |
False |
False |
|
| 10 |
2,579.23 |
2,443.92 |
135.31 |
5.4% |
40.60 |
1.6% |
62% |
False |
False |
|
| 20 |
2,597.16 |
2,443.92 |
153.24 |
6.1% |
41.49 |
1.6% |
55% |
False |
False |
|
| 40 |
2,756.81 |
2,443.92 |
312.89 |
12.4% |
37.81 |
1.5% |
27% |
False |
False |
|
| 60 |
2,795.35 |
2,443.92 |
351.43 |
13.9% |
35.96 |
1.4% |
24% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.9% |
32.54 |
1.3% |
24% |
False |
False |
|
| 100 |
2,795.35 |
2,423.24 |
372.11 |
14.7% |
31.07 |
1.2% |
28% |
False |
False |
|
| 120 |
2,795.35 |
2,222.68 |
572.67 |
22.7% |
29.56 |
1.2% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,717.20 |
|
2.618 |
2,655.80 |
|
1.618 |
2,618.18 |
|
1.000 |
2,594.93 |
|
0.618 |
2,580.56 |
|
HIGH |
2,557.31 |
|
0.618 |
2,542.94 |
|
0.500 |
2,538.50 |
|
0.382 |
2,534.06 |
|
LOW |
2,519.69 |
|
0.618 |
2,496.44 |
|
1.000 |
2,482.07 |
|
1.618 |
2,458.82 |
|
2.618 |
2,421.20 |
|
4.250 |
2,359.81 |
|
|