| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,163.0 |
2,187.0 |
24.0 |
1.1% |
2,198.0 |
| High |
2,187.0 |
2,187.0 |
0.0 |
0.0% |
2,213.0 |
| Low |
2,157.0 |
2,105.0 |
-52.0 |
-2.4% |
2,124.0 |
| Close |
2,166.0 |
2,113.0 |
-53.0 |
-2.4% |
2,166.0 |
| Range |
30.0 |
82.0 |
52.0 |
173.3% |
89.0 |
| ATR |
47.1 |
49.6 |
2.5 |
5.3% |
0.0 |
| Volume |
9,341 |
225 |
-9,116 |
-97.6% |
38,086 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,381.0 |
2,329.0 |
2,158.1 |
|
| R3 |
2,299.0 |
2,247.0 |
2,135.6 |
|
| R2 |
2,217.0 |
2,217.0 |
2,128.0 |
|
| R1 |
2,165.0 |
2,165.0 |
2,120.5 |
2,150.0 |
| PP |
2,135.0 |
2,135.0 |
2,135.0 |
2,127.5 |
| S1 |
2,083.0 |
2,083.0 |
2,105.5 |
2,068.0 |
| S2 |
2,053.0 |
2,053.0 |
2,098.0 |
|
| S3 |
1,971.0 |
2,001.0 |
2,090.5 |
|
| S4 |
1,889.0 |
1,919.0 |
2,067.9 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.7 |
2,389.3 |
2,215.0 |
|
| R3 |
2,345.7 |
2,300.3 |
2,190.5 |
|
| R2 |
2,256.7 |
2,256.7 |
2,182.3 |
|
| R1 |
2,211.3 |
2,211.3 |
2,174.2 |
2,189.5 |
| PP |
2,167.7 |
2,167.7 |
2,167.7 |
2,156.8 |
| S1 |
2,122.3 |
2,122.3 |
2,157.8 |
2,100.5 |
| S2 |
2,078.7 |
2,078.7 |
2,149.7 |
|
| S3 |
1,989.7 |
2,033.3 |
2,141.5 |
|
| S4 |
1,900.7 |
1,944.3 |
2,117.1 |
|
|
| 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 |
2,105.0 |
108.0 |
5.1% |
51.8 |
2.5% |
7% |
False |
True |
6,026 |
| 10 |
2,213.0 |
2,097.0 |
116.0 |
5.5% |
46.7 |
2.2% |
14% |
False |
False |
13,494 |
| 20 |
2,213.0 |
2,016.0 |
197.0 |
9.3% |
46.7 |
2.2% |
49% |
False |
False |
10,391 |
| 40 |
2,271.0 |
2,016.0 |
255.0 |
12.1% |
47.4 |
2.2% |
38% |
False |
False |
5,543 |
| 60 |
2,424.0 |
2,016.0 |
408.0 |
19.3% |
47.4 |
2.2% |
24% |
False |
False |
3,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,535.5 |
|
2.618 |
2,401.7 |
|
1.618 |
2,319.7 |
|
1.000 |
2,269.0 |
|
0.618 |
2,237.7 |
|
HIGH |
2,187.0 |
|
0.618 |
2,155.7 |
|
0.500 |
2,146.0 |
|
0.382 |
2,136.3 |
|
LOW |
2,105.0 |
|
0.618 |
2,054.3 |
|
1.000 |
2,023.0 |
|
1.618 |
1,972.3 |
|
2.618 |
1,890.3 |
|
4.250 |
1,756.5 |
|
|