Day Change Summary |
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Previous |
Current |
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|
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13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
4,061.0 |
4,007.0 |
-54.0 |
-1.3% |
3,953.0 |
High |
4,061.0 |
4,028.0 |
-33.0 |
-0.8% |
4,098.0 |
Low |
4,010.0 |
3,988.0 |
-22.0 |
-0.5% |
3,950.0 |
Close |
4,027.0 |
4,004.0 |
-23.0 |
-0.6% |
4,032.0 |
Range |
51.0 |
40.0 |
-11.0 |
-21.6% |
148.0 |
ATR |
45.2 |
44.8 |
-0.4 |
-0.8% |
0.0 |
Volume |
7,622 |
5,887 |
-1,735 |
-22.8% |
5,011 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,126.7 |
4,105.3 |
4,026.0 |
|
R3 |
4,086.7 |
4,065.3 |
4,015.0 |
|
R2 |
4,046.7 |
4,046.7 |
4,011.3 |
|
R1 |
4,025.3 |
4,025.3 |
4,007.7 |
4,016.0 |
PP |
4,006.7 |
4,006.7 |
4,006.7 |
4,002.0 |
S1 |
3,985.3 |
3,985.3 |
4,000.3 |
3,976.0 |
S2 |
3,966.7 |
3,966.7 |
3,996.7 |
|
S3 |
3,926.7 |
3,945.3 |
3,993.0 |
|
S4 |
3,886.7 |
3,905.3 |
3,982.0 |
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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 |
|
|
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 |
3,988.0 |
110.0 |
2.7% |
40.2 |
1.0% |
15% |
False |
True |
5,386 |
10 |
4,098.0 |
3,950.0 |
148.0 |
3.7% |
33.2 |
0.8% |
36% |
False |
False |
2,885 |
20 |
4,145.0 |
3,950.0 |
195.0 |
4.9% |
33.6 |
0.8% |
28% |
False |
False |
1,557 |
40 |
4,410.0 |
3,950.0 |
460.0 |
11.5% |
27.1 |
0.7% |
12% |
False |
False |
853 |
60 |
4,410.0 |
3,950.0 |
460.0 |
11.5% |
24.8 |
0.6% |
12% |
False |
False |
588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,198.0 |
2.618 |
4,132.7 |
1.618 |
4,092.7 |
1.000 |
4,068.0 |
0.618 |
4,052.7 |
HIGH |
4,028.0 |
0.618 |
4,012.7 |
0.500 |
4,008.0 |
0.382 |
4,003.3 |
LOW |
3,988.0 |
0.618 |
3,963.3 |
1.000 |
3,948.0 |
1.618 |
3,923.3 |
2.618 |
3,883.3 |
4.250 |
3,818.0 |
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