| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,543.85 |
2,570.98 |
27.13 |
1.1% |
2,578.73 |
| High |
2,572.84 |
2,599.52 |
26.68 |
1.0% |
2,579.23 |
| Low |
2,542.51 |
2,554.83 |
12.32 |
0.5% |
2,510.79 |
| Close |
2,571.23 |
2,592.52 |
21.29 |
0.8% |
2,571.23 |
| Range |
30.33 |
44.69 |
14.36 |
47.3% |
68.44 |
| ATR |
40.88 |
41.15 |
0.27 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,716.36 |
2,699.13 |
2,617.10 |
|
| R3 |
2,671.67 |
2,654.44 |
2,604.81 |
|
| R2 |
2,626.98 |
2,626.98 |
2,600.71 |
|
| R1 |
2,609.75 |
2,609.75 |
2,596.62 |
2,618.37 |
| PP |
2,582.29 |
2,582.29 |
2,582.29 |
2,586.60 |
| S1 |
2,565.06 |
2,565.06 |
2,588.42 |
2,573.68 |
| S2 |
2,537.60 |
2,537.60 |
2,584.33 |
|
| S3 |
2,492.91 |
2,520.37 |
2,580.23 |
|
| S4 |
2,448.22 |
2,475.68 |
2,567.94 |
|
|
| 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 |
2,599.52 |
2,510.79 |
88.73 |
3.4% |
35.87 |
1.4% |
92% |
True |
False |
|
| 10 |
2,599.52 |
2,467.66 |
131.86 |
5.1% |
38.97 |
1.5% |
95% |
True |
False |
|
| 20 |
2,599.52 |
2,443.92 |
155.60 |
6.0% |
39.51 |
1.5% |
96% |
True |
False |
|
| 40 |
2,756.81 |
2,443.92 |
312.89 |
12.1% |
37.35 |
1.4% |
47% |
False |
False |
|
| 60 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
36.62 |
1.4% |
42% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
32.95 |
1.3% |
42% |
False |
False |
|
| 100 |
2,795.35 |
2,433.63 |
361.72 |
14.0% |
31.35 |
1.2% |
44% |
False |
False |
|
| 120 |
2,795.35 |
2,262.22 |
533.13 |
20.6% |
29.76 |
1.1% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,789.45 |
|
2.618 |
2,716.52 |
|
1.618 |
2,671.83 |
|
1.000 |
2,644.21 |
|
0.618 |
2,627.14 |
|
HIGH |
2,599.52 |
|
0.618 |
2,582.45 |
|
0.500 |
2,577.18 |
|
0.382 |
2,571.90 |
|
LOW |
2,554.83 |
|
0.618 |
2,527.21 |
|
1.000 |
2,510.14 |
|
1.618 |
2,482.52 |
|
2.618 |
2,437.83 |
|
4.250 |
2,364.90 |
|
|