| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,143.0 |
2,170.0 |
27.0 |
1.3% |
2,171.0 |
| High |
2,184.0 |
2,194.0 |
10.0 |
0.5% |
2,180.0 |
| Low |
2,124.0 |
2,170.0 |
46.0 |
2.2% |
2,097.0 |
| Close |
2,176.0 |
2,187.0 |
11.0 |
0.5% |
2,153.0 |
| Range |
60.0 |
24.0 |
-36.0 |
-60.0% |
83.0 |
| ATR |
49.1 |
47.3 |
-1.8 |
-3.7% |
0.0 |
| Volume |
20,146 |
263 |
-19,883 |
-98.7% |
115,521 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,255.7 |
2,245.3 |
2,200.2 |
|
| R3 |
2,231.7 |
2,221.3 |
2,193.6 |
|
| R2 |
2,207.7 |
2,207.7 |
2,191.4 |
|
| R1 |
2,197.3 |
2,197.3 |
2,189.2 |
2,202.5 |
| PP |
2,183.7 |
2,183.7 |
2,183.7 |
2,186.3 |
| S1 |
2,173.3 |
2,173.3 |
2,184.8 |
2,178.5 |
| S2 |
2,159.7 |
2,159.7 |
2,182.6 |
|
| S3 |
2,135.7 |
2,149.3 |
2,180.4 |
|
| S4 |
2,111.7 |
2,125.3 |
2,173.8 |
|
|
| 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 |
2,200.0 |
2,098.0 |
102.0 |
4.7% |
44.0 |
2.0% |
87% |
False |
False |
12,278 |
| 10 |
2,200.0 |
2,087.0 |
113.0 |
5.2% |
45.3 |
2.1% |
88% |
False |
False |
16,511 |
| 20 |
2,200.0 |
2,016.0 |
184.0 |
8.4% |
44.2 |
2.0% |
93% |
False |
False |
10,005 |
| 40 |
2,277.0 |
2,016.0 |
261.0 |
11.9% |
46.1 |
2.1% |
66% |
False |
False |
5,338 |
| 60 |
2,478.0 |
2,016.0 |
462.0 |
21.1% |
46.6 |
2.1% |
37% |
False |
False |
3,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,296.0 |
|
2.618 |
2,256.8 |
|
1.618 |
2,232.8 |
|
1.000 |
2,218.0 |
|
0.618 |
2,208.8 |
|
HIGH |
2,194.0 |
|
0.618 |
2,184.8 |
|
0.500 |
2,182.0 |
|
0.382 |
2,179.2 |
|
LOW |
2,170.0 |
|
0.618 |
2,155.2 |
|
1.000 |
2,146.0 |
|
1.618 |
2,131.2 |
|
2.618 |
2,107.2 |
|
4.250 |
2,068.0 |
|
|