| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,570.98 |
2,606.43 |
35.45 |
1.4% |
2,578.73 |
| High |
2,599.52 |
2,630.86 |
31.34 |
1.2% |
2,579.23 |
| Low |
2,554.83 |
2,605.16 |
50.33 |
2.0% |
2,510.79 |
| Close |
2,592.52 |
2,620.83 |
28.31 |
1.1% |
2,571.23 |
| Range |
44.69 |
25.70 |
-18.99 |
-42.5% |
68.44 |
| ATR |
41.15 |
40.95 |
-0.20 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,696.05 |
2,684.14 |
2,634.97 |
|
| R3 |
2,670.35 |
2,658.44 |
2,627.90 |
|
| R2 |
2,644.65 |
2,644.65 |
2,625.54 |
|
| R1 |
2,632.74 |
2,632.74 |
2,623.19 |
2,638.70 |
| PP |
2,618.95 |
2,618.95 |
2,618.95 |
2,621.93 |
| S1 |
2,607.04 |
2,607.04 |
2,618.47 |
2,613.00 |
| S2 |
2,593.25 |
2,593.25 |
2,616.12 |
|
| S3 |
2,567.55 |
2,581.34 |
2,613.76 |
|
| S4 |
2,541.85 |
2,555.64 |
2,606.70 |
|
|
| 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 |
2,630.86 |
2,515.17 |
115.69 |
4.4% |
33.80 |
1.3% |
91% |
True |
False |
|
| 10 |
2,630.86 |
2,504.08 |
126.78 |
4.8% |
39.05 |
1.5% |
92% |
True |
False |
|
| 20 |
2,630.86 |
2,443.92 |
186.94 |
7.1% |
37.32 |
1.4% |
95% |
True |
False |
|
| 40 |
2,756.81 |
2,443.92 |
312.89 |
11.9% |
37.30 |
1.4% |
57% |
False |
False |
|
| 60 |
2,795.35 |
2,443.92 |
351.43 |
13.4% |
36.71 |
1.4% |
50% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.4% |
33.14 |
1.3% |
50% |
False |
False |
|
| 100 |
2,795.35 |
2,433.63 |
361.72 |
13.8% |
31.26 |
1.2% |
52% |
False |
False |
|
| 120 |
2,795.35 |
2,262.22 |
533.13 |
20.3% |
29.82 |
1.1% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,740.09 |
|
2.618 |
2,698.14 |
|
1.618 |
2,672.44 |
|
1.000 |
2,656.56 |
|
0.618 |
2,646.74 |
|
HIGH |
2,630.86 |
|
0.618 |
2,621.04 |
|
0.500 |
2,618.01 |
|
0.382 |
2,614.98 |
|
LOW |
2,605.16 |
|
0.618 |
2,589.28 |
|
1.000 |
2,579.46 |
|
1.618 |
2,563.58 |
|
2.618 |
2,537.88 |
|
4.250 |
2,495.94 |
|
|