| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,529.28 |
2,543.85 |
14.57 |
0.6% |
2,578.73 |
| High |
2,545.82 |
2,572.84 |
27.02 |
1.1% |
2,579.23 |
| Low |
2,515.17 |
2,542.51 |
27.34 |
1.1% |
2,510.79 |
| Close |
2,539.97 |
2,571.23 |
31.26 |
1.2% |
2,571.23 |
| Range |
30.65 |
30.33 |
-0.32 |
-1.0% |
68.44 |
| ATR |
41.50 |
40.88 |
-0.62 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,653.18 |
2,642.54 |
2,587.91 |
|
| R3 |
2,622.85 |
2,612.21 |
2,579.57 |
|
| R2 |
2,592.52 |
2,592.52 |
2,576.79 |
|
| R1 |
2,581.88 |
2,581.88 |
2,574.01 |
2,587.20 |
| PP |
2,562.19 |
2,562.19 |
2,562.19 |
2,564.86 |
| S1 |
2,551.55 |
2,551.55 |
2,568.45 |
2,556.87 |
| S2 |
2,531.86 |
2,531.86 |
2,565.67 |
|
| S3 |
2,501.53 |
2,521.22 |
2,562.89 |
|
| S4 |
2,471.20 |
2,490.89 |
2,554.55 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,759.07 |
2,733.59 |
2,608.87 |
|
| R3 |
2,690.63 |
2,665.15 |
2,590.05 |
|
| R2 |
2,622.19 |
2,622.19 |
2,583.78 |
|
| R1 |
2,596.71 |
2,596.71 |
2,577.50 |
2,575.23 |
| PP |
2,553.75 |
2,553.75 |
2,553.75 |
2,543.01 |
| S1 |
2,528.27 |
2,528.27 |
2,564.96 |
2,506.79 |
| S2 |
2,485.31 |
2,485.31 |
2,558.68 |
|
| S3 |
2,416.87 |
2,459.83 |
2,552.41 |
|
| S4 |
2,348.43 |
2,391.39 |
2,533.59 |
|
|
| 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% |
40.04 |
1.6% |
88% |
False |
False |
|
| 10 |
2,579.23 |
2,443.92 |
135.31 |
5.3% |
38.21 |
1.5% |
94% |
False |
False |
|
| 20 |
2,579.23 |
2,443.92 |
135.31 |
5.3% |
39.69 |
1.5% |
94% |
False |
False |
|
| 40 |
2,756.81 |
2,443.92 |
312.89 |
12.2% |
37.17 |
1.4% |
41% |
False |
False |
|
| 60 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
36.18 |
1.4% |
36% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
32.74 |
1.3% |
36% |
False |
False |
|
| 100 |
2,795.35 |
2,433.63 |
361.72 |
14.1% |
31.20 |
1.2% |
38% |
False |
False |
|
| 120 |
2,795.35 |
2,262.22 |
533.13 |
20.7% |
29.56 |
1.1% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,701.74 |
|
2.618 |
2,652.24 |
|
1.618 |
2,621.91 |
|
1.000 |
2,603.17 |
|
0.618 |
2,591.58 |
|
HIGH |
2,572.84 |
|
0.618 |
2,561.25 |
|
0.500 |
2,557.68 |
|
0.382 |
2,554.10 |
|
LOW |
2,542.51 |
|
0.618 |
2,523.77 |
|
1.000 |
2,512.18 |
|
1.618 |
2,493.44 |
|
2.618 |
2,463.11 |
|
4.250 |
2,413.61 |
|
|