Day Change Summary |
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Previous |
Current |
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20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
6,335.5 |
6,373.0 |
37.5 |
0.6% |
6,314.5 |
High |
6,425.0 |
6,432.0 |
7.0 |
0.1% |
6,322.0 |
Low |
6,335.5 |
6,276.5 |
-59.0 |
-0.9% |
6,086.0 |
Close |
6,397.5 |
6,359.0 |
-38.5 |
-0.6% |
6,235.0 |
Range |
89.5 |
155.5 |
66.0 |
73.7% |
236.0 |
ATR |
125.3 |
127.5 |
2.2 |
1.7% |
0.0 |
Volume |
753 |
492 |
-261 |
-34.7% |
41,793 |
|
Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,822.3 |
6,746.2 |
6,444.5 |
|
R3 |
6,666.8 |
6,590.7 |
6,401.8 |
|
R2 |
6,511.3 |
6,511.3 |
6,387.5 |
|
R1 |
6,435.2 |
6,435.2 |
6,373.3 |
6,395.5 |
PP |
6,355.8 |
6,355.8 |
6,355.8 |
6,336.0 |
S1 |
6,279.7 |
6,279.7 |
6,344.7 |
6,240.0 |
S2 |
6,200.3 |
6,200.3 |
6,330.5 |
|
S3 |
6,044.8 |
6,124.2 |
6,316.2 |
|
S4 |
5,889.3 |
5,968.7 |
6,273.5 |
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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 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,432.0 |
6,161.0 |
271.0 |
4.3% |
119.5 |
1.9% |
73% |
True |
False |
1,324 |
10 |
6,432.0 |
6,061.5 |
370.5 |
5.8% |
126.9 |
2.0% |
80% |
True |
False |
4,614 |
20 |
6,450.0 |
5,924.0 |
526.0 |
8.3% |
125.4 |
2.0% |
83% |
False |
False |
2,597 |
40 |
6,865.5 |
5,924.0 |
941.5 |
14.8% |
117.4 |
1.8% |
46% |
False |
False |
1,363 |
60 |
7,109.0 |
5,924.0 |
1,185.0 |
18.6% |
110.4 |
1.7% |
37% |
False |
False |
922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,092.9 |
2.618 |
6,839.1 |
1.618 |
6,683.6 |
1.000 |
6,587.5 |
0.618 |
6,528.1 |
HIGH |
6,432.0 |
0.618 |
6,372.6 |
0.500 |
6,354.3 |
0.382 |
6,335.9 |
LOW |
6,276.5 |
0.618 |
6,180.4 |
1.000 |
6,121.0 |
1.618 |
6,024.9 |
2.618 |
5,869.4 |
4.250 |
5,615.6 |
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