Day Change Summary |
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Previous |
Current |
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20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,342.75 |
1,343.50 |
0.75 |
0.1% |
1,328.50 |
High |
1,349.00 |
1,345.25 |
-3.75 |
-0.3% |
1,339.00 |
Low |
1,332.25 |
1,311.00 |
-21.25 |
-1.6% |
1,292.00 |
Close |
1,344.00 |
1,311.50 |
-32.50 |
-2.4% |
1,331.00 |
Range |
16.75 |
34.25 |
17.50 |
104.5% |
47.00 |
ATR |
19.28 |
20.35 |
1.07 |
5.5% |
0.00 |
Volume |
757 |
1,479 |
722 |
95.4% |
2,120 |
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Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.25 |
1,402.75 |
1,330.25 |
|
R3 |
1,391.00 |
1,368.50 |
1,321.00 |
|
R2 |
1,356.75 |
1,356.75 |
1,317.75 |
|
R1 |
1,334.25 |
1,334.25 |
1,314.75 |
1,328.50 |
PP |
1,322.50 |
1,322.50 |
1,322.50 |
1,319.75 |
S1 |
1,300.00 |
1,300.00 |
1,308.25 |
1,294.00 |
S2 |
1,288.25 |
1,288.25 |
1,305.25 |
|
S3 |
1,254.00 |
1,265.75 |
1,302.00 |
|
S4 |
1,219.75 |
1,231.50 |
1,292.75 |
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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 |
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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 |
1,350.25 |
1,311.00 |
39.25 |
3.0% |
20.50 |
1.6% |
1% |
False |
True |
1,152 |
10 |
1,350.25 |
1,292.00 |
58.25 |
4.4% |
23.00 |
1.7% |
33% |
False |
False |
791 |
20 |
1,350.25 |
1,250.00 |
100.25 |
7.6% |
19.50 |
1.5% |
61% |
False |
False |
793 |
40 |
1,396.75 |
1,250.00 |
146.75 |
11.2% |
17.50 |
1.3% |
42% |
False |
False |
579 |
60 |
1,402.25 |
1,250.00 |
152.25 |
11.6% |
14.50 |
1.1% |
40% |
False |
False |
436 |
80 |
1,404.00 |
1,250.00 |
154.00 |
11.7% |
12.25 |
0.9% |
40% |
False |
False |
345 |
|
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Fibonacci Retracements and Extensions |
4.250 |
1,490.75 |
2.618 |
1,435.00 |
1.618 |
1,400.75 |
1.000 |
1,379.50 |
0.618 |
1,366.50 |
HIGH |
1,345.25 |
0.618 |
1,332.25 |
0.500 |
1,328.00 |
0.382 |
1,324.00 |
LOW |
1,311.00 |
0.618 |
1,289.75 |
1.000 |
1,276.75 |
1.618 |
1,255.50 |
2.618 |
1,221.25 |
4.250 |
1,165.50 |
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