| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,097.0 |
2,171.0 |
74.0 |
3.5% |
2,020.0 |
| High |
2,130.0 |
2,180.0 |
50.0 |
2.3% |
2,143.0 |
| Low |
2,087.0 |
2,100.0 |
13.0 |
0.6% |
2,016.0 |
| Close |
2,117.0 |
2,112.0 |
-5.0 |
-0.2% |
2,117.0 |
| Range |
43.0 |
80.0 |
37.0 |
86.0% |
127.0 |
| ATR |
47.6 |
49.9 |
2.3 |
4.9% |
0.0 |
| Volume |
2,422 |
18,887 |
16,465 |
679.8% |
37,598 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,370.7 |
2,321.3 |
2,156.0 |
|
| R3 |
2,290.7 |
2,241.3 |
2,134.0 |
|
| R2 |
2,210.7 |
2,210.7 |
2,126.7 |
|
| R1 |
2,161.3 |
2,161.3 |
2,119.3 |
2,146.0 |
| PP |
2,130.7 |
2,130.7 |
2,130.7 |
2,123.0 |
| S1 |
2,081.3 |
2,081.3 |
2,104.7 |
2,066.0 |
| S2 |
2,050.7 |
2,050.7 |
2,097.3 |
|
| S3 |
1,970.7 |
2,001.3 |
2,090.0 |
|
| S4 |
1,890.7 |
1,921.3 |
2,068.0 |
|
|
| 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 |
2,180.0 |
2,042.0 |
138.0 |
6.5% |
47.6 |
2.3% |
51% |
True |
False |
9,964 |
| 10 |
2,180.0 |
2,016.0 |
164.0 |
7.8% |
46.6 |
2.2% |
59% |
True |
False |
7,288 |
| 20 |
2,180.0 |
2,016.0 |
164.0 |
7.8% |
45.5 |
2.2% |
59% |
True |
False |
4,198 |
| 40 |
2,285.0 |
2,016.0 |
269.0 |
12.7% |
47.0 |
2.2% |
36% |
False |
False |
2,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,520.0 |
|
2.618 |
2,389.4 |
|
1.618 |
2,309.4 |
|
1.000 |
2,260.0 |
|
0.618 |
2,229.4 |
|
HIGH |
2,180.0 |
|
0.618 |
2,149.4 |
|
0.500 |
2,140.0 |
|
0.382 |
2,130.6 |
|
LOW |
2,100.0 |
|
0.618 |
2,050.6 |
|
1.000 |
2,020.0 |
|
1.618 |
1,970.6 |
|
2.618 |
1,890.6 |
|
4.250 |
1,760.0 |
|
|