Day Change Summary |
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Previous |
Current |
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21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
2,619.98 |
2,562.28 |
-57.70 |
-2.2% |
2,570.98 |
High |
2,622.76 |
2,587.00 |
-35.76 |
-1.4% |
2,632.15 |
Low |
2,554.65 |
2,559.26 |
4.61 |
0.2% |
2,554.65 |
Close |
2,556.96 |
2,585.53 |
28.57 |
1.1% |
2,585.53 |
Range |
68.11 |
27.74 |
-40.37 |
-59.3% |
77.50 |
ATR |
42.13 |
41.27 |
-0.86 |
-2.0% |
0.00 |
Volume |
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Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,660.48 |
2,650.75 |
2,600.79 |
|
R3 |
2,632.74 |
2,623.01 |
2,593.16 |
|
R2 |
2,605.00 |
2,605.00 |
2,590.62 |
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R1 |
2,595.27 |
2,595.27 |
2,588.07 |
2,600.14 |
PP |
2,577.26 |
2,577.26 |
2,577.26 |
2,579.70 |
S1 |
2,567.53 |
2,567.53 |
2,582.99 |
2,572.40 |
S2 |
2,549.52 |
2,549.52 |
2,580.44 |
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S3 |
2,521.78 |
2,539.79 |
2,577.90 |
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S4 |
2,494.04 |
2,512.05 |
2,570.27 |
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Weekly Pivots for week ending 22-Jun-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,823.28 |
2,781.90 |
2,628.16 |
|
R3 |
2,745.78 |
2,704.40 |
2,606.84 |
|
R2 |
2,668.28 |
2,668.28 |
2,599.74 |
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R1 |
2,626.90 |
2,626.90 |
2,592.63 |
2,647.59 |
PP |
2,590.78 |
2,590.78 |
2,590.78 |
2,601.12 |
S1 |
2,549.40 |
2,549.40 |
2,578.43 |
2,570.09 |
S2 |
2,513.28 |
2,513.28 |
2,571.32 |
|
S3 |
2,435.78 |
2,471.90 |
2,564.22 |
|
S4 |
2,358.28 |
2,394.40 |
2,542.91 |
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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 |
2,554.65 |
77.50 |
3.0% |
39.01 |
1.5% |
40% |
False |
False |
|
10 |
2,632.15 |
2,510.79 |
121.36 |
4.7% |
39.53 |
1.5% |
62% |
False |
False |
|
20 |
2,632.15 |
2,443.92 |
188.23 |
7.3% |
36.85 |
1.4% |
75% |
False |
False |
|
40 |
2,756.81 |
2,443.92 |
312.89 |
12.1% |
38.52 |
1.5% |
45% |
False |
False |
|
60 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
37.37 |
1.4% |
40% |
False |
False |
|
80 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
33.51 |
1.3% |
40% |
False |
False |
|
100 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
31.69 |
1.2% |
40% |
False |
False |
|
120 |
2,795.35 |
2,307.56 |
487.79 |
18.9% |
30.31 |
1.2% |
57% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,704.90 |
2.618 |
2,659.62 |
1.618 |
2,631.88 |
1.000 |
2,614.74 |
0.618 |
2,604.14 |
HIGH |
2,587.00 |
0.618 |
2,576.40 |
0.500 |
2,573.13 |
0.382 |
2,569.86 |
LOW |
2,559.26 |
0.618 |
2,542.12 |
1.000 |
2,531.52 |
1.618 |
2,514.38 |
2.618 |
2,486.64 |
4.250 |
2,441.37 |
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