| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,606.43 |
2,625.00 |
18.57 |
0.7% |
2,578.73 |
| High |
2,630.86 |
2,632.15 |
1.29 |
0.0% |
2,579.23 |
| Low |
2,605.16 |
2,603.32 |
-1.84 |
-0.1% |
2,510.79 |
| Close |
2,620.83 |
2,623.33 |
2.50 |
0.1% |
2,571.23 |
| Range |
25.70 |
28.83 |
3.13 |
12.2% |
68.44 |
| ATR |
40.95 |
40.09 |
-0.87 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,706.09 |
2,693.54 |
2,639.19 |
|
| R3 |
2,677.26 |
2,664.71 |
2,631.26 |
|
| R2 |
2,648.43 |
2,648.43 |
2,628.62 |
|
| R1 |
2,635.88 |
2,635.88 |
2,625.97 |
2,627.74 |
| PP |
2,619.60 |
2,619.60 |
2,619.60 |
2,615.53 |
| S1 |
2,607.05 |
2,607.05 |
2,620.69 |
2,598.91 |
| S2 |
2,590.77 |
2,590.77 |
2,618.04 |
|
| S3 |
2,561.94 |
2,578.22 |
2,615.40 |
|
| S4 |
2,533.11 |
2,549.39 |
2,607.47 |
|
|
| 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 |
2,632.15 |
2,515.17 |
116.98 |
4.5% |
32.04 |
1.2% |
92% |
True |
False |
|
| 10 |
2,632.15 |
2,510.79 |
121.36 |
4.6% |
37.71 |
1.4% |
93% |
True |
False |
|
| 20 |
2,632.15 |
2,443.92 |
188.23 |
7.2% |
36.85 |
1.4% |
95% |
True |
False |
|
| 40 |
2,756.81 |
2,443.92 |
312.89 |
11.9% |
37.26 |
1.4% |
57% |
False |
False |
|
| 60 |
2,795.35 |
2,443.92 |
351.43 |
13.4% |
36.67 |
1.4% |
51% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.4% |
33.03 |
1.3% |
51% |
False |
False |
|
| 100 |
2,795.35 |
2,433.63 |
361.72 |
13.8% |
31.37 |
1.2% |
52% |
False |
False |
|
| 120 |
2,795.35 |
2,264.89 |
530.46 |
20.2% |
29.78 |
1.1% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,754.68 |
|
2.618 |
2,707.63 |
|
1.618 |
2,678.80 |
|
1.000 |
2,660.98 |
|
0.618 |
2,649.97 |
|
HIGH |
2,632.15 |
|
0.618 |
2,621.14 |
|
0.500 |
2,617.74 |
|
0.382 |
2,614.33 |
|
LOW |
2,603.32 |
|
0.618 |
2,585.50 |
|
1.000 |
2,574.49 |
|
1.618 |
2,556.67 |
|
2.618 |
2,527.84 |
|
4.250 |
2,480.79 |
|
|