Day Change Summary |
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Previous |
Current |
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12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
4,027.0 |
4,061.0 |
34.0 |
0.8% |
3,953.0 |
High |
4,050.0 |
4,061.0 |
11.0 |
0.3% |
4,098.0 |
Low |
4,027.0 |
4,010.0 |
-17.0 |
-0.4% |
3,950.0 |
Close |
4,045.0 |
4,027.0 |
-18.0 |
-0.4% |
4,032.0 |
Range |
23.0 |
51.0 |
28.0 |
121.7% |
148.0 |
ATR |
44.8 |
45.2 |
0.4 |
1.0% |
0.0 |
Volume |
10,101 |
7,622 |
-2,479 |
-24.5% |
5,011 |
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Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,185.7 |
4,157.3 |
4,055.1 |
|
R3 |
4,134.7 |
4,106.3 |
4,041.0 |
|
R2 |
4,083.7 |
4,083.7 |
4,036.4 |
|
R1 |
4,055.3 |
4,055.3 |
4,031.7 |
4,044.0 |
PP |
4,032.7 |
4,032.7 |
4,032.7 |
4,027.0 |
S1 |
4,004.3 |
4,004.3 |
4,022.3 |
3,993.0 |
S2 |
3,981.7 |
3,981.7 |
4,017.7 |
|
S3 |
3,930.7 |
3,953.3 |
4,013.0 |
|
S4 |
3,879.7 |
3,902.3 |
3,999.0 |
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Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,470.7 |
4,399.3 |
4,113.4 |
|
R3 |
4,322.7 |
4,251.3 |
4,072.7 |
|
R2 |
4,174.7 |
4,174.7 |
4,059.1 |
|
R1 |
4,103.3 |
4,103.3 |
4,045.6 |
4,139.0 |
PP |
4,026.7 |
4,026.7 |
4,026.7 |
4,044.5 |
S1 |
3,955.3 |
3,955.3 |
4,018.4 |
3,991.0 |
S2 |
3,878.7 |
3,878.7 |
4,004.9 |
|
S3 |
3,730.7 |
3,807.3 |
3,991.3 |
|
S4 |
3,582.7 |
3,659.3 |
3,950.6 |
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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 |
4,098.0 |
4,000.0 |
98.0 |
2.4% |
38.0 |
0.9% |
28% |
False |
False |
4,359 |
10 |
4,098.0 |
3,950.0 |
148.0 |
3.7% |
31.5 |
0.8% |
52% |
False |
False |
2,312 |
20 |
4,199.0 |
3,950.0 |
249.0 |
6.2% |
34.7 |
0.9% |
31% |
False |
False |
1,274 |
40 |
4,410.0 |
3,950.0 |
460.0 |
11.4% |
26.5 |
0.7% |
17% |
False |
False |
706 |
60 |
4,410.0 |
3,950.0 |
460.0 |
11.4% |
24.3 |
0.6% |
17% |
False |
False |
491 |
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Fibonacci Retracements and Extensions |
4.250 |
4,277.8 |
2.618 |
4,194.5 |
1.618 |
4,143.5 |
1.000 |
4,112.0 |
0.618 |
4,092.5 |
HIGH |
4,061.0 |
0.618 |
4,041.5 |
0.500 |
4,035.5 |
0.382 |
4,029.5 |
LOW |
4,010.0 |
0.618 |
3,978.5 |
1.000 |
3,959.0 |
1.618 |
3,927.5 |
2.618 |
3,876.5 |
4.250 |
3,793.3 |
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