| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,121.0 |
2,134.0 |
13.0 |
0.6% |
2,171.0 |
| High |
2,134.0 |
2,164.0 |
30.0 |
1.4% |
2,180.0 |
| Low |
2,098.0 |
2,134.0 |
36.0 |
1.7% |
2,097.0 |
| Close |
2,124.0 |
2,153.0 |
29.0 |
1.4% |
2,153.0 |
| Range |
36.0 |
30.0 |
-6.0 |
-16.7% |
83.0 |
| ATR |
47.1 |
46.6 |
-0.5 |
-1.1% |
0.0 |
| Volume |
16,067 |
16,738 |
671 |
4.2% |
115,521 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.3 |
2,226.7 |
2,169.5 |
|
| R3 |
2,210.3 |
2,196.7 |
2,161.3 |
|
| R2 |
2,180.3 |
2,180.3 |
2,158.5 |
|
| R1 |
2,166.7 |
2,166.7 |
2,155.8 |
2,173.5 |
| PP |
2,150.3 |
2,150.3 |
2,150.3 |
2,153.8 |
| S1 |
2,136.7 |
2,136.7 |
2,150.3 |
2,143.5 |
| S2 |
2,120.3 |
2,120.3 |
2,147.5 |
|
| S3 |
2,090.3 |
2,106.7 |
2,144.8 |
|
| S4 |
2,060.3 |
2,076.7 |
2,136.5 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,392.3 |
2,355.7 |
2,198.7 |
|
| R3 |
2,309.3 |
2,272.7 |
2,175.8 |
|
| R2 |
2,226.3 |
2,226.3 |
2,168.2 |
|
| R1 |
2,189.7 |
2,189.7 |
2,160.6 |
2,166.5 |
| PP |
2,143.3 |
2,143.3 |
2,143.3 |
2,131.8 |
| S1 |
2,106.7 |
2,106.7 |
2,145.4 |
2,083.5 |
| S2 |
2,060.3 |
2,060.3 |
2,137.8 |
|
| S3 |
1,977.3 |
2,023.7 |
2,130.2 |
|
| S4 |
1,894.3 |
1,940.7 |
2,107.4 |
|
|
| 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 |
2,097.0 |
83.0 |
3.9% |
43.6 |
2.0% |
67% |
False |
False |
23,104 |
| 10 |
2,180.0 |
2,016.0 |
164.0 |
7.6% |
42.8 |
2.0% |
84% |
False |
False |
15,311 |
| 20 |
2,180.0 |
2,016.0 |
164.0 |
7.6% |
41.4 |
1.9% |
84% |
False |
False |
8,824 |
| 40 |
2,277.0 |
2,016.0 |
261.0 |
12.1% |
44.8 |
2.1% |
52% |
False |
False |
4,639 |
| 60 |
2,498.0 |
2,016.0 |
482.0 |
22.4% |
45.2 |
2.1% |
28% |
False |
False |
3,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,291.5 |
|
2.618 |
2,242.5 |
|
1.618 |
2,212.5 |
|
1.000 |
2,194.0 |
|
0.618 |
2,182.5 |
|
HIGH |
2,164.0 |
|
0.618 |
2,152.5 |
|
0.500 |
2,149.0 |
|
0.382 |
2,145.5 |
|
LOW |
2,134.0 |
|
0.618 |
2,115.5 |
|
1.000 |
2,104.0 |
|
1.618 |
2,085.5 |
|
2.618 |
2,055.5 |
|
4.250 |
2,006.5 |
|
|