Day Change Summary |
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Previous |
Current |
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11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,328.50 |
1,292.00 |
-36.50 |
-2.7% |
1,260.75 |
High |
1,339.00 |
1,313.50 |
-25.50 |
-1.9% |
1,315.50 |
Low |
1,293.50 |
1,292.00 |
-1.50 |
-0.1% |
1,250.00 |
Close |
1,293.50 |
1,313.50 |
20.00 |
1.5% |
1,315.50 |
Range |
45.50 |
21.50 |
-24.00 |
-52.7% |
65.50 |
ATR |
20.18 |
20.27 |
0.09 |
0.5% |
0.00 |
Volume |
40 |
364 |
324 |
810.0% |
4,108 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.75 |
1,363.75 |
1,325.25 |
|
R3 |
1,349.25 |
1,342.25 |
1,319.50 |
|
R2 |
1,327.75 |
1,327.75 |
1,317.50 |
|
R1 |
1,320.75 |
1,320.75 |
1,315.50 |
1,324.25 |
PP |
1,306.25 |
1,306.25 |
1,306.25 |
1,308.00 |
S1 |
1,299.25 |
1,299.25 |
1,311.50 |
1,302.75 |
S2 |
1,284.75 |
1,284.75 |
1,309.50 |
|
S3 |
1,263.25 |
1,277.75 |
1,307.50 |
|
S4 |
1,241.75 |
1,256.25 |
1,301.75 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,490.25 |
1,468.25 |
1,351.50 |
|
R3 |
1,424.75 |
1,402.75 |
1,333.50 |
|
R2 |
1,359.25 |
1,359.25 |
1,327.50 |
|
R1 |
1,337.25 |
1,337.25 |
1,321.50 |
1,348.25 |
PP |
1,293.75 |
1,293.75 |
1,293.75 |
1,299.00 |
S1 |
1,271.75 |
1,271.75 |
1,309.50 |
1,282.75 |
S2 |
1,228.25 |
1,228.25 |
1,303.50 |
|
S3 |
1,162.75 |
1,206.25 |
1,297.50 |
|
S4 |
1,097.25 |
1,140.75 |
1,279.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,339.00 |
1,277.50 |
61.50 |
4.7% |
25.50 |
1.9% |
59% |
False |
False |
409 |
10 |
1,339.00 |
1,250.00 |
89.00 |
6.8% |
21.50 |
1.6% |
71% |
False |
False |
542 |
20 |
1,339.00 |
1,250.00 |
89.00 |
6.8% |
18.75 |
1.4% |
71% |
False |
False |
549 |
40 |
1,396.75 |
1,250.00 |
146.75 |
11.2% |
15.00 |
1.1% |
43% |
False |
False |
434 |
60 |
1,404.00 |
1,250.00 |
154.00 |
11.7% |
13.50 |
1.0% |
41% |
False |
False |
336 |
80 |
1,404.00 |
1,250.00 |
154.00 |
11.7% |
10.75 |
0.8% |
41% |
False |
False |
255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,405.00 |
2.618 |
1,369.75 |
1.618 |
1,348.25 |
1.000 |
1,335.00 |
0.618 |
1,326.75 |
HIGH |
1,313.50 |
0.618 |
1,305.25 |
0.500 |
1,302.75 |
0.382 |
1,300.25 |
LOW |
1,292.00 |
0.618 |
1,278.75 |
1.000 |
1,270.50 |
1.618 |
1,257.25 |
2.618 |
1,235.75 |
4.250 |
1,200.50 |
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