| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,171.0 |
2,108.0 |
-63.0 |
-2.9% |
2,020.0 |
| High |
2,180.0 |
2,135.0 |
-45.0 |
-2.1% |
2,143.0 |
| Low |
2,100.0 |
2,097.0 |
-3.0 |
-0.1% |
2,016.0 |
| Close |
2,112.0 |
2,120.0 |
8.0 |
0.4% |
2,117.0 |
| Range |
80.0 |
38.0 |
-42.0 |
-52.5% |
127.0 |
| ATR |
49.9 |
49.1 |
-0.9 |
-1.7% |
0.0 |
| Volume |
18,887 |
30,024 |
11,137 |
59.0% |
37,598 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,231.3 |
2,213.7 |
2,140.9 |
|
| R3 |
2,193.3 |
2,175.7 |
2,130.5 |
|
| R2 |
2,155.3 |
2,155.3 |
2,127.0 |
|
| R1 |
2,137.7 |
2,137.7 |
2,123.5 |
2,146.5 |
| PP |
2,117.3 |
2,117.3 |
2,117.3 |
2,121.8 |
| S1 |
2,099.7 |
2,099.7 |
2,116.5 |
2,108.5 |
| S2 |
2,079.3 |
2,079.3 |
2,113.0 |
|
| S3 |
2,041.3 |
2,061.7 |
2,109.6 |
|
| S4 |
2,003.3 |
2,023.7 |
2,099.1 |
|
|
| 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 |
2,074.0 |
106.0 |
5.0% |
49.4 |
2.3% |
43% |
False |
False |
15,304 |
| 10 |
2,180.0 |
2,016.0 |
164.0 |
7.7% |
48.0 |
2.3% |
63% |
False |
False |
9,886 |
| 20 |
2,180.0 |
2,016.0 |
164.0 |
7.7% |
44.4 |
2.1% |
63% |
False |
False |
5,665 |
| 40 |
2,285.0 |
2,016.0 |
269.0 |
12.7% |
46.7 |
2.2% |
39% |
False |
False |
2,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,296.5 |
|
2.618 |
2,234.5 |
|
1.618 |
2,196.5 |
|
1.000 |
2,173.0 |
|
0.618 |
2,158.5 |
|
HIGH |
2,135.0 |
|
0.618 |
2,120.5 |
|
0.500 |
2,116.0 |
|
0.382 |
2,111.5 |
|
LOW |
2,097.0 |
|
0.618 |
2,073.5 |
|
1.000 |
2,059.0 |
|
1.618 |
2,035.5 |
|
2.618 |
1,997.5 |
|
4.250 |
1,935.5 |
|
|