| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,562.28 |
2,562.98 |
0.70 |
0.0% |
2,570.98 |
| High |
2,587.00 |
2,563.09 |
-23.91 |
-0.9% |
2,632.15 |
| Low |
2,559.26 |
2,527.01 |
-32.25 |
-1.3% |
2,554.65 |
| Close |
2,585.53 |
2,533.54 |
-51.99 |
-2.0% |
2,585.53 |
| Range |
27.74 |
36.08 |
8.34 |
30.1% |
77.50 |
| ATR |
41.27 |
42.50 |
1.23 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,649.45 |
2,627.58 |
2,553.38 |
|
| R3 |
2,613.37 |
2,591.50 |
2,543.46 |
|
| R2 |
2,577.29 |
2,577.29 |
2,540.15 |
|
| R1 |
2,555.42 |
2,555.42 |
2,536.85 |
2,548.32 |
| PP |
2,541.21 |
2,541.21 |
2,541.21 |
2,537.66 |
| S1 |
2,519.34 |
2,519.34 |
2,530.23 |
2,512.24 |
| S2 |
2,505.13 |
2,505.13 |
2,526.93 |
|
| S3 |
2,469.05 |
2,483.26 |
2,523.62 |
|
| S4 |
2,432.97 |
2,447.18 |
2,513.70 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
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 |
|
| 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 |
|
|
| 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 |
2,527.01 |
105.14 |
4.1% |
37.29 |
1.5% |
6% |
False |
True |
|
| 10 |
2,632.15 |
2,510.79 |
121.36 |
4.8% |
36.58 |
1.4% |
19% |
False |
False |
|
| 20 |
2,632.15 |
2,443.92 |
188.23 |
7.4% |
37.79 |
1.5% |
48% |
False |
False |
|
| 40 |
2,756.81 |
2,443.92 |
312.89 |
12.3% |
38.74 |
1.5% |
29% |
False |
False |
|
| 60 |
2,795.35 |
2,443.92 |
351.43 |
13.9% |
37.50 |
1.5% |
26% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.9% |
33.71 |
1.3% |
26% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.9% |
31.83 |
1.3% |
26% |
False |
False |
|
| 120 |
2,795.35 |
2,307.56 |
487.79 |
19.3% |
30.47 |
1.2% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,716.43 |
|
2.618 |
2,657.55 |
|
1.618 |
2,621.47 |
|
1.000 |
2,599.17 |
|
0.618 |
2,585.39 |
|
HIGH |
2,563.09 |
|
0.618 |
2,549.31 |
|
0.500 |
2,545.05 |
|
0.382 |
2,540.79 |
|
LOW |
2,527.01 |
|
0.618 |
2,504.71 |
|
1.000 |
2,490.93 |
|
1.618 |
2,468.63 |
|
2.618 |
2,432.55 |
|
4.250 |
2,373.67 |
|
|