Day Change Summary |
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Previous |
Current |
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14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
4,007.0 |
4,027.0 |
20.0 |
0.5% |
4,027.0 |
High |
4,028.0 |
4,027.0 |
-1.0 |
0.0% |
4,061.0 |
Low |
3,988.0 |
3,994.0 |
6.0 |
0.2% |
3,988.0 |
Close |
4,004.0 |
4,013.0 |
9.0 |
0.2% |
4,013.0 |
Range |
40.0 |
33.0 |
-7.0 |
-17.5% |
73.0 |
ATR |
44.8 |
44.0 |
-0.8 |
-1.9% |
0.0 |
Volume |
5,887 |
6,749 |
862 |
14.6% |
30,359 |
|
Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,110.3 |
4,094.7 |
4,031.2 |
|
R3 |
4,077.3 |
4,061.7 |
4,022.1 |
|
R2 |
4,044.3 |
4,044.3 |
4,019.1 |
|
R1 |
4,028.7 |
4,028.7 |
4,016.0 |
4,020.0 |
PP |
4,011.3 |
4,011.3 |
4,011.3 |
4,007.0 |
S1 |
3,995.7 |
3,995.7 |
4,010.0 |
3,987.0 |
S2 |
3,978.3 |
3,978.3 |
4,007.0 |
|
S3 |
3,945.3 |
3,962.7 |
4,003.9 |
|
S4 |
3,912.3 |
3,929.7 |
3,994.9 |
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|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,239.7 |
4,199.3 |
4,053.2 |
|
R3 |
4,166.7 |
4,126.3 |
4,033.1 |
|
R2 |
4,093.7 |
4,093.7 |
4,026.4 |
|
R1 |
4,053.3 |
4,053.3 |
4,019.7 |
4,037.0 |
PP |
4,020.7 |
4,020.7 |
4,020.7 |
4,012.5 |
S1 |
3,980.3 |
3,980.3 |
4,006.3 |
3,964.0 |
S2 |
3,947.7 |
3,947.7 |
3,999.6 |
|
S3 |
3,874.7 |
3,907.3 |
3,992.9 |
|
S4 |
3,801.7 |
3,834.3 |
3,972.9 |
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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 |
3,988.0 |
110.0 |
2.7% |
44.2 |
1.1% |
23% |
False |
False |
6,611 |
10 |
4,098.0 |
3,950.0 |
148.0 |
3.7% |
33.0 |
0.8% |
43% |
False |
False |
3,552 |
20 |
4,098.0 |
3,950.0 |
148.0 |
3.7% |
33.5 |
0.8% |
43% |
False |
False |
1,883 |
40 |
4,410.0 |
3,950.0 |
460.0 |
11.5% |
27.4 |
0.7% |
14% |
False |
False |
1,011 |
60 |
4,410.0 |
3,950.0 |
460.0 |
11.5% |
25.2 |
0.6% |
14% |
False |
False |
698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,167.3 |
2.618 |
4,113.4 |
1.618 |
4,080.4 |
1.000 |
4,060.0 |
0.618 |
4,047.4 |
HIGH |
4,027.0 |
0.618 |
4,014.4 |
0.500 |
4,010.5 |
0.382 |
4,006.6 |
LOW |
3,994.0 |
0.618 |
3,973.6 |
1.000 |
3,961.0 |
1.618 |
3,940.6 |
2.618 |
3,907.6 |
4.250 |
3,853.8 |
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