Day Change Summary |
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Previous |
Current |
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14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
6,155.5 |
6,170.5 |
15.0 |
0.2% |
6,314.5 |
High |
6,176.0 |
6,262.0 |
86.0 |
1.4% |
6,322.0 |
Low |
6,086.0 |
6,161.0 |
75.0 |
1.2% |
6,086.0 |
Close |
6,145.0 |
6,235.0 |
90.0 |
1.5% |
6,235.0 |
Range |
90.0 |
101.0 |
11.0 |
12.2% |
236.0 |
ATR |
129.2 |
128.3 |
-0.9 |
-0.7% |
0.0 |
Volume |
16,242 |
4,668 |
-11,574 |
-71.3% |
41,793 |
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Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,522.3 |
6,479.7 |
6,290.6 |
|
R3 |
6,421.3 |
6,378.7 |
6,262.8 |
|
R2 |
6,320.3 |
6,320.3 |
6,253.5 |
|
R1 |
6,277.7 |
6,277.7 |
6,244.3 |
6,299.0 |
PP |
6,219.3 |
6,219.3 |
6,219.3 |
6,230.0 |
S1 |
6,176.7 |
6,176.7 |
6,225.7 |
6,198.0 |
S2 |
6,118.3 |
6,118.3 |
6,216.5 |
|
S3 |
6,017.3 |
6,075.7 |
6,207.2 |
|
S4 |
5,916.3 |
5,974.7 |
6,179.5 |
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|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,922.3 |
6,814.7 |
6,364.8 |
|
R3 |
6,686.3 |
6,578.7 |
6,299.9 |
|
R2 |
6,450.3 |
6,450.3 |
6,278.3 |
|
R1 |
6,342.7 |
6,342.7 |
6,256.6 |
6,278.5 |
PP |
6,214.3 |
6,214.3 |
6,214.3 |
6,182.3 |
S1 |
6,106.7 |
6,106.7 |
6,213.4 |
6,042.5 |
S2 |
5,978.3 |
5,978.3 |
6,191.7 |
|
S3 |
5,742.3 |
5,870.7 |
6,170.1 |
|
S4 |
5,506.3 |
5,634.7 |
6,105.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,322.0 |
6,086.0 |
236.0 |
3.8% |
132.2 |
2.1% |
63% |
False |
False |
8,358 |
10 |
6,322.0 |
5,924.0 |
398.0 |
6.4% |
123.6 |
2.0% |
78% |
False |
False |
4,824 |
20 |
6,452.0 |
5,924.0 |
528.0 |
8.5% |
120.6 |
1.9% |
59% |
False |
False |
2,585 |
40 |
6,865.5 |
5,924.0 |
941.5 |
15.1% |
113.8 |
1.8% |
33% |
False |
False |
1,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,691.3 |
2.618 |
6,526.4 |
1.618 |
6,425.4 |
1.000 |
6,363.0 |
0.618 |
6,324.4 |
HIGH |
6,262.0 |
0.618 |
6,223.4 |
0.500 |
6,211.5 |
0.382 |
6,199.6 |
LOW |
6,161.0 |
0.618 |
6,098.6 |
1.000 |
6,060.0 |
1.618 |
5,997.6 |
2.618 |
5,896.6 |
4.250 |
5,731.8 |
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