| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1,335.00 |
1,342.75 |
7.75 |
0.6% |
1,328.50 |
| High |
1,350.25 |
1,349.00 |
-1.25 |
-0.1% |
1,339.00 |
| Low |
1,330.75 |
1,332.25 |
1.50 |
0.1% |
1,292.00 |
| Close |
1,344.00 |
1,344.00 |
0.00 |
0.0% |
1,331.00 |
| Range |
19.50 |
16.75 |
-2.75 |
-14.1% |
47.00 |
| ATR |
19.48 |
19.28 |
-0.19 |
-1.0% |
0.00 |
| Volume |
1,403 |
757 |
-646 |
-46.0% |
2,120 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,392.00 |
1,384.75 |
1,353.25 |
|
| R3 |
1,375.25 |
1,368.00 |
1,348.50 |
|
| R2 |
1,358.50 |
1,358.50 |
1,347.00 |
|
| R1 |
1,351.25 |
1,351.25 |
1,345.50 |
1,355.00 |
| PP |
1,341.75 |
1,341.75 |
1,341.75 |
1,343.50 |
| S1 |
1,334.50 |
1,334.50 |
1,342.50 |
1,338.00 |
| S2 |
1,325.00 |
1,325.00 |
1,341.00 |
|
| S3 |
1,308.25 |
1,317.75 |
1,339.50 |
|
| S4 |
1,291.50 |
1,301.00 |
1,334.75 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,461.75 |
1,443.25 |
1,356.75 |
|
| R3 |
1,414.75 |
1,396.25 |
1,344.00 |
|
| R2 |
1,367.75 |
1,367.75 |
1,339.50 |
|
| R1 |
1,349.25 |
1,349.25 |
1,335.25 |
1,358.50 |
| PP |
1,320.75 |
1,320.75 |
1,320.75 |
1,325.25 |
| S1 |
1,302.25 |
1,302.25 |
1,326.75 |
1,311.50 |
| S2 |
1,273.75 |
1,273.75 |
1,322.50 |
|
| S3 |
1,226.75 |
1,255.25 |
1,318.00 |
|
| S4 |
1,179.75 |
1,208.25 |
1,305.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,350.25 |
1,300.00 |
50.25 |
3.7% |
18.00 |
1.3% |
88% |
False |
False |
920 |
| 10 |
1,350.25 |
1,292.00 |
58.25 |
4.3% |
20.75 |
1.5% |
89% |
False |
False |
657 |
| 20 |
1,350.25 |
1,250.00 |
100.25 |
7.5% |
18.75 |
1.4% |
94% |
False |
False |
730 |
| 40 |
1,396.75 |
1,250.00 |
146.75 |
10.9% |
16.75 |
1.2% |
64% |
False |
False |
573 |
| 60 |
1,402.25 |
1,250.00 |
152.25 |
11.3% |
14.00 |
1.0% |
62% |
False |
False |
414 |
| 80 |
1,404.00 |
1,250.00 |
154.00 |
11.5% |
12.00 |
0.9% |
61% |
False |
False |
326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,420.25 |
|
2.618 |
1,392.75 |
|
1.618 |
1,376.00 |
|
1.000 |
1,365.75 |
|
0.618 |
1,359.25 |
|
HIGH |
1,349.00 |
|
0.618 |
1,342.50 |
|
0.500 |
1,340.50 |
|
0.382 |
1,338.75 |
|
LOW |
1,332.25 |
|
0.618 |
1,322.00 |
|
1.000 |
1,315.50 |
|
1.618 |
1,305.25 |
|
2.618 |
1,288.50 |
|
4.250 |
1,261.00 |
|
|