| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,170.0 |
2,181.0 |
11.0 |
0.5% |
2,171.0 |
| High |
2,194.0 |
2,213.0 |
19.0 |
0.9% |
2,180.0 |
| Low |
2,170.0 |
2,150.0 |
-20.0 |
-0.9% |
2,097.0 |
| Close |
2,187.0 |
2,183.0 |
-4.0 |
-0.2% |
2,153.0 |
| Range |
24.0 |
63.0 |
39.0 |
162.5% |
83.0 |
| ATR |
47.3 |
48.5 |
1.1 |
2.4% |
0.0 |
| Volume |
263 |
158 |
-105 |
-39.9% |
115,521 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.0 |
2,340.0 |
2,217.7 |
|
| R3 |
2,308.0 |
2,277.0 |
2,200.3 |
|
| R2 |
2,245.0 |
2,245.0 |
2,194.6 |
|
| R1 |
2,214.0 |
2,214.0 |
2,188.8 |
2,229.5 |
| PP |
2,182.0 |
2,182.0 |
2,182.0 |
2,189.8 |
| S1 |
2,151.0 |
2,151.0 |
2,177.2 |
2,166.5 |
| S2 |
2,119.0 |
2,119.0 |
2,171.5 |
|
| S3 |
2,056.0 |
2,088.0 |
2,165.7 |
|
| S4 |
1,993.0 |
2,025.0 |
2,148.4 |
|
|
| 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 |
2,213.0 |
2,124.0 |
89.0 |
4.1% |
49.4 |
2.3% |
66% |
True |
False |
9,096 |
| 10 |
2,213.0 |
2,087.0 |
126.0 |
5.8% |
47.8 |
2.2% |
76% |
True |
False |
14,668 |
| 20 |
2,213.0 |
2,016.0 |
197.0 |
9.0% |
44.9 |
2.1% |
85% |
True |
False |
10,002 |
| 40 |
2,277.0 |
2,016.0 |
261.0 |
12.0% |
47.1 |
2.2% |
64% |
False |
False |
5,320 |
| 60 |
2,478.0 |
2,016.0 |
462.0 |
21.2% |
47.2 |
2.2% |
36% |
False |
False |
3,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,480.8 |
|
2.618 |
2,377.9 |
|
1.618 |
2,314.9 |
|
1.000 |
2,276.0 |
|
0.618 |
2,251.9 |
|
HIGH |
2,213.0 |
|
0.618 |
2,188.9 |
|
0.500 |
2,181.5 |
|
0.382 |
2,174.1 |
|
LOW |
2,150.0 |
|
0.618 |
2,111.1 |
|
1.000 |
2,087.0 |
|
1.618 |
2,048.1 |
|
2.618 |
1,985.1 |
|
4.250 |
1,882.3 |
|
|