| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,125.0 |
2,097.0 |
-28.0 |
-1.3% |
2,020.0 |
| High |
2,143.0 |
2,130.0 |
-13.0 |
-0.6% |
2,143.0 |
| Low |
2,105.0 |
2,087.0 |
-18.0 |
-0.9% |
2,016.0 |
| Close |
2,112.0 |
2,117.0 |
5.0 |
0.2% |
2,117.0 |
| Range |
38.0 |
43.0 |
5.0 |
13.2% |
127.0 |
| ATR |
48.0 |
47.6 |
-0.4 |
-0.7% |
0.0 |
| Volume |
18,584 |
2,422 |
-16,162 |
-87.0% |
37,598 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.3 |
2,221.7 |
2,140.7 |
|
| R3 |
2,197.3 |
2,178.7 |
2,128.8 |
|
| R2 |
2,154.3 |
2,154.3 |
2,124.9 |
|
| R1 |
2,135.7 |
2,135.7 |
2,120.9 |
2,145.0 |
| PP |
2,111.3 |
2,111.3 |
2,111.3 |
2,116.0 |
| S1 |
2,092.7 |
2,092.7 |
2,113.1 |
2,102.0 |
| S2 |
2,068.3 |
2,068.3 |
2,109.1 |
|
| S3 |
2,025.3 |
2,049.7 |
2,105.2 |
|
| S4 |
1,982.3 |
2,006.7 |
2,093.4 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,473.0 |
2,422.0 |
2,186.9 |
|
| R3 |
2,346.0 |
2,295.0 |
2,151.9 |
|
| R2 |
2,219.0 |
2,219.0 |
2,140.3 |
|
| R1 |
2,168.0 |
2,168.0 |
2,128.6 |
2,193.5 |
| PP |
2,092.0 |
2,092.0 |
2,092.0 |
2,104.8 |
| S1 |
2,041.0 |
2,041.0 |
2,105.4 |
2,066.5 |
| S2 |
1,965.0 |
1,965.0 |
2,093.7 |
|
| S3 |
1,838.0 |
1,914.0 |
2,082.1 |
|
| S4 |
1,711.0 |
1,787.0 |
2,047.2 |
|
|
| 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% |
42.0 |
2.0% |
80% |
False |
False |
7,519 |
| 10 |
2,161.0 |
2,016.0 |
145.0 |
6.8% |
43.0 |
2.0% |
70% |
False |
False |
5,471 |
| 20 |
2,183.0 |
2,016.0 |
167.0 |
7.9% |
43.7 |
2.1% |
60% |
False |
False |
3,257 |
| 40 |
2,285.0 |
2,016.0 |
269.0 |
12.7% |
46.4 |
2.2% |
38% |
False |
False |
1,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,312.8 |
|
2.618 |
2,242.6 |
|
1.618 |
2,199.6 |
|
1.000 |
2,173.0 |
|
0.618 |
2,156.6 |
|
HIGH |
2,130.0 |
|
0.618 |
2,113.6 |
|
0.500 |
2,108.5 |
|
0.382 |
2,103.4 |
|
LOW |
2,087.0 |
|
0.618 |
2,060.4 |
|
1.000 |
2,044.0 |
|
1.618 |
2,017.4 |
|
2.618 |
1,974.4 |
|
4.250 |
1,904.3 |
|
|