| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,080.0 |
2,125.0 |
45.0 |
2.2% |
2,147.0 |
| High |
2,122.0 |
2,143.0 |
21.0 |
1.0% |
2,161.0 |
| Low |
2,074.0 |
2,105.0 |
31.0 |
1.5% |
2,027.0 |
| Close |
2,114.0 |
2,112.0 |
-2.0 |
-0.1% |
2,044.0 |
| Range |
48.0 |
38.0 |
-10.0 |
-20.8% |
134.0 |
| ATR |
48.7 |
48.0 |
-0.8 |
-1.6% |
0.0 |
| Volume |
6,607 |
18,584 |
11,977 |
181.3% |
17,116 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.0 |
2,211.0 |
2,132.9 |
|
| R3 |
2,196.0 |
2,173.0 |
2,122.5 |
|
| R2 |
2,158.0 |
2,158.0 |
2,119.0 |
|
| R1 |
2,135.0 |
2,135.0 |
2,115.5 |
2,127.5 |
| PP |
2,120.0 |
2,120.0 |
2,120.0 |
2,116.3 |
| S1 |
2,097.0 |
2,097.0 |
2,108.5 |
2,089.5 |
| S2 |
2,082.0 |
2,082.0 |
2,105.0 |
|
| S3 |
2,044.0 |
2,059.0 |
2,101.6 |
|
| S4 |
2,006.0 |
2,021.0 |
2,091.1 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,479.3 |
2,395.7 |
2,117.7 |
|
| R3 |
2,345.3 |
2,261.7 |
2,080.9 |
|
| R2 |
2,211.3 |
2,211.3 |
2,068.6 |
|
| R1 |
2,127.7 |
2,127.7 |
2,056.3 |
2,102.5 |
| PP |
2,077.3 |
2,077.3 |
2,077.3 |
2,064.8 |
| S1 |
1,993.7 |
1,993.7 |
2,031.7 |
1,968.5 |
| S2 |
1,943.3 |
1,943.3 |
2,019.4 |
|
| S3 |
1,809.3 |
1,859.7 |
2,007.2 |
|
| S4 |
1,675.3 |
1,725.7 |
1,970.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,143.0 |
2,016.0 |
127.0 |
6.0% |
46.2 |
2.2% |
76% |
True |
False |
7,871 |
| 10 |
2,161.0 |
2,016.0 |
145.0 |
6.9% |
41.9 |
2.0% |
66% |
False |
False |
5,337 |
| 20 |
2,211.0 |
2,016.0 |
195.0 |
9.2% |
44.0 |
2.1% |
49% |
False |
False |
3,139 |
| 40 |
2,285.0 |
2,016.0 |
269.0 |
12.7% |
46.3 |
2.2% |
36% |
False |
False |
1,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,304.5 |
|
2.618 |
2,242.5 |
|
1.618 |
2,204.5 |
|
1.000 |
2,181.0 |
|
0.618 |
2,166.5 |
|
HIGH |
2,143.0 |
|
0.618 |
2,128.5 |
|
0.500 |
2,124.0 |
|
0.382 |
2,119.5 |
|
LOW |
2,105.0 |
|
0.618 |
2,081.5 |
|
1.000 |
2,067.0 |
|
1.618 |
2,043.5 |
|
2.618 |
2,005.5 |
|
4.250 |
1,943.5 |
|
|