| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,108.0 |
2,127.0 |
19.0 |
0.9% |
2,020.0 |
| High |
2,135.0 |
2,140.0 |
5.0 |
0.2% |
2,143.0 |
| Low |
2,097.0 |
2,106.0 |
9.0 |
0.4% |
2,016.0 |
| Close |
2,120.0 |
2,114.0 |
-6.0 |
-0.3% |
2,117.0 |
| Range |
38.0 |
34.0 |
-4.0 |
-10.5% |
127.0 |
| ATR |
49.1 |
48.0 |
-1.1 |
-2.2% |
0.0 |
| Volume |
30,024 |
33,805 |
3,781 |
12.6% |
37,598 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,222.0 |
2,202.0 |
2,132.7 |
|
| R3 |
2,188.0 |
2,168.0 |
2,123.4 |
|
| R2 |
2,154.0 |
2,154.0 |
2,120.2 |
|
| R1 |
2,134.0 |
2,134.0 |
2,117.1 |
2,127.0 |
| PP |
2,120.0 |
2,120.0 |
2,120.0 |
2,116.5 |
| S1 |
2,100.0 |
2,100.0 |
2,110.9 |
2,093.0 |
| S2 |
2,086.0 |
2,086.0 |
2,107.8 |
|
| S3 |
2,052.0 |
2,066.0 |
2,104.7 |
|
| S4 |
2,018.0 |
2,032.0 |
2,095.3 |
|
|
| 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 |
2,087.0 |
93.0 |
4.4% |
46.6 |
2.2% |
29% |
False |
False |
20,744 |
| 10 |
2,180.0 |
2,016.0 |
164.0 |
7.8% |
46.2 |
2.2% |
60% |
False |
False |
12,787 |
| 20 |
2,180.0 |
2,016.0 |
164.0 |
7.8% |
43.5 |
2.1% |
60% |
False |
False |
7,288 |
| 40 |
2,278.0 |
2,016.0 |
262.0 |
12.4% |
46.1 |
2.2% |
37% |
False |
False |
3,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,284.5 |
|
2.618 |
2,229.0 |
|
1.618 |
2,195.0 |
|
1.000 |
2,174.0 |
|
0.618 |
2,161.0 |
|
HIGH |
2,140.0 |
|
0.618 |
2,127.0 |
|
0.500 |
2,123.0 |
|
0.382 |
2,119.0 |
|
LOW |
2,106.0 |
|
0.618 |
2,085.0 |
|
1.000 |
2,072.0 |
|
1.618 |
2,051.0 |
|
2.618 |
2,017.0 |
|
4.250 |
1,961.5 |
|
|