Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
2,541.72 |
2,529.28 |
-12.44 |
-0.5% |
2,458.97 |
High |
2,557.31 |
2,545.82 |
-11.49 |
-0.4% |
2,570.48 |
Low |
2,519.69 |
2,515.17 |
-4.52 |
-0.2% |
2,443.92 |
Close |
2,527.44 |
2,539.97 |
12.53 |
0.5% |
2,559.21 |
Range |
37.62 |
30.65 |
-6.97 |
-18.5% |
126.56 |
ATR |
42.33 |
41.50 |
-0.83 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,625.60 |
2,613.44 |
2,556.83 |
|
R3 |
2,594.95 |
2,582.79 |
2,548.40 |
|
R2 |
2,564.30 |
2,564.30 |
2,545.59 |
|
R1 |
2,552.14 |
2,552.14 |
2,542.78 |
2,558.22 |
PP |
2,533.65 |
2,533.65 |
2,533.65 |
2,536.70 |
S1 |
2,521.49 |
2,521.49 |
2,537.16 |
2,527.57 |
S2 |
2,503.00 |
2,503.00 |
2,534.35 |
|
S3 |
2,472.35 |
2,490.84 |
2,531.54 |
|
S4 |
2,441.70 |
2,460.19 |
2,523.11 |
|
|
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% |
41.81 |
1.6% |
43% |
False |
False |
|
10 |
2,579.23 |
2,443.92 |
135.31 |
5.3% |
40.38 |
1.6% |
71% |
False |
False |
|
20 |
2,579.23 |
2,443.92 |
135.31 |
5.3% |
41.10 |
1.6% |
71% |
False |
False |
|
40 |
2,756.81 |
2,443.92 |
312.89 |
12.3% |
37.97 |
1.5% |
31% |
False |
False |
|
60 |
2,795.35 |
2,443.92 |
351.43 |
13.8% |
35.98 |
1.4% |
27% |
False |
False |
|
80 |
2,795.35 |
2,443.92 |
351.43 |
13.8% |
32.58 |
1.3% |
27% |
False |
False |
|
100 |
2,795.35 |
2,423.24 |
372.11 |
14.7% |
31.07 |
1.2% |
31% |
False |
False |
|
120 |
2,795.35 |
2,251.31 |
544.04 |
21.4% |
29.45 |
1.2% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,676.08 |
2.618 |
2,626.06 |
1.618 |
2,595.41 |
1.000 |
2,576.47 |
0.618 |
2,564.76 |
HIGH |
2,545.82 |
0.618 |
2,534.11 |
0.500 |
2,530.50 |
0.382 |
2,526.88 |
LOW |
2,515.17 |
0.618 |
2,496.23 |
1.000 |
2,484.52 |
1.618 |
2,465.58 |
2.618 |
2,434.93 |
4.250 |
2,384.91 |
|
|