| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1,282.00 |
1,307.50 |
25.50 |
2.0% |
1,309.25 |
| High |
1,302.50 |
1,314.25 |
11.75 |
0.9% |
1,320.50 |
| Low |
1,277.50 |
1,301.75 |
24.25 |
1.9% |
1,260.75 |
| Close |
1,302.50 |
1,303.50 |
1.00 |
0.1% |
1,260.75 |
| Range |
25.00 |
12.50 |
-12.50 |
-50.0% |
59.75 |
| ATR |
18.30 |
17.88 |
-0.41 |
-2.3% |
0.00 |
| Volume |
1,255 |
144 |
-1,111 |
-88.5% |
924 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.00 |
1,336.25 |
1,310.50 |
|
| R3 |
1,331.50 |
1,323.75 |
1,307.00 |
|
| R2 |
1,319.00 |
1,319.00 |
1,305.75 |
|
| R1 |
1,311.25 |
1,311.25 |
1,304.75 |
1,309.00 |
| PP |
1,306.50 |
1,306.50 |
1,306.50 |
1,305.25 |
| S1 |
1,298.75 |
1,298.75 |
1,302.25 |
1,296.50 |
| S2 |
1,294.00 |
1,294.00 |
1,301.25 |
|
| S3 |
1,281.50 |
1,286.25 |
1,300.00 |
|
| S4 |
1,269.00 |
1,273.75 |
1,296.50 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,460.00 |
1,420.00 |
1,293.50 |
|
| R3 |
1,400.25 |
1,360.25 |
1,277.25 |
|
| R2 |
1,340.50 |
1,340.50 |
1,271.75 |
|
| R1 |
1,300.50 |
1,300.50 |
1,266.25 |
1,290.50 |
| PP |
1,280.75 |
1,280.75 |
1,280.75 |
1,275.75 |
| S1 |
1,240.75 |
1,240.75 |
1,255.25 |
1,231.00 |
| S2 |
1,221.00 |
1,221.00 |
1,249.75 |
|
| S3 |
1,161.25 |
1,181.00 |
1,244.25 |
|
| S4 |
1,101.50 |
1,121.25 |
1,228.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,314.25 |
1,250.00 |
64.25 |
4.9% |
17.50 |
1.3% |
83% |
True |
False |
781 |
| 10 |
1,320.50 |
1,250.00 |
70.50 |
5.4% |
16.25 |
1.2% |
76% |
False |
False |
795 |
| 20 |
1,350.50 |
1,250.00 |
100.50 |
7.7% |
16.50 |
1.3% |
53% |
False |
False |
525 |
| 40 |
1,396.75 |
1,250.00 |
146.75 |
11.3% |
14.00 |
1.1% |
36% |
False |
False |
419 |
| 60 |
1,404.00 |
1,250.00 |
154.00 |
11.8% |
12.00 |
0.9% |
35% |
False |
False |
327 |
| 80 |
1,404.00 |
1,250.00 |
154.00 |
11.8% |
9.75 |
0.7% |
35% |
False |
False |
247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,367.50 |
|
2.618 |
1,347.00 |
|
1.618 |
1,334.50 |
|
1.000 |
1,326.75 |
|
0.618 |
1,322.00 |
|
HIGH |
1,314.25 |
|
0.618 |
1,309.50 |
|
0.500 |
1,308.00 |
|
0.382 |
1,306.50 |
|
LOW |
1,301.75 |
|
0.618 |
1,294.00 |
|
1.000 |
1,289.25 |
|
1.618 |
1,281.50 |
|
2.618 |
1,269.00 |
|
4.250 |
1,248.50 |
|
|