| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1,343.50 |
1,312.25 |
-31.25 |
-2.3% |
1,339.00 |
| High |
1,345.25 |
1,324.00 |
-21.25 |
-1.6% |
1,350.25 |
| Low |
1,311.00 |
1,311.75 |
0.75 |
0.1% |
1,311.00 |
| Close |
1,311.50 |
1,320.00 |
8.50 |
0.6% |
1,320.00 |
| Range |
34.25 |
12.25 |
-22.00 |
-64.2% |
39.25 |
| ATR |
20.35 |
19.79 |
-0.56 |
-2.8% |
0.00 |
| Volume |
1,479 |
932 |
-547 |
-37.0% |
6,480 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.25 |
1,350.00 |
1,326.75 |
|
| R3 |
1,343.00 |
1,337.75 |
1,323.25 |
|
| R2 |
1,330.75 |
1,330.75 |
1,322.25 |
|
| R1 |
1,325.50 |
1,325.50 |
1,321.00 |
1,328.00 |
| PP |
1,318.50 |
1,318.50 |
1,318.50 |
1,320.00 |
| S1 |
1,313.25 |
1,313.25 |
1,319.00 |
1,316.00 |
| S2 |
1,306.25 |
1,306.25 |
1,317.75 |
|
| S3 |
1,294.00 |
1,301.00 |
1,316.75 |
|
| S4 |
1,281.75 |
1,288.75 |
1,313.25 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.75 |
1,421.75 |
1,341.50 |
|
| R3 |
1,405.50 |
1,382.50 |
1,330.75 |
|
| R2 |
1,366.25 |
1,366.25 |
1,327.25 |
|
| R1 |
1,343.25 |
1,343.25 |
1,323.50 |
1,335.00 |
| PP |
1,327.00 |
1,327.00 |
1,327.00 |
1,323.00 |
| S1 |
1,304.00 |
1,304.00 |
1,316.50 |
1,296.00 |
| S2 |
1,287.75 |
1,287.75 |
1,312.75 |
|
| S3 |
1,248.50 |
1,264.75 |
1,309.25 |
|
| S4 |
1,209.25 |
1,225.50 |
1,298.50 |
|
|
| 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 |
1.5% |
23% |
False |
False |
1,296 |
| 10 |
1,350.25 |
1,292.00 |
58.25 |
4.4% |
21.75 |
1.7% |
48% |
False |
False |
860 |
| 20 |
1,350.25 |
1,250.00 |
100.25 |
7.6% |
19.50 |
1.5% |
70% |
False |
False |
816 |
| 40 |
1,396.75 |
1,250.00 |
146.75 |
11.1% |
17.50 |
1.3% |
48% |
False |
False |
582 |
| 60 |
1,402.25 |
1,250.00 |
152.25 |
11.5% |
14.75 |
1.1% |
46% |
False |
False |
441 |
| 80 |
1,404.00 |
1,250.00 |
154.00 |
11.7% |
12.50 |
0.9% |
45% |
False |
False |
356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,376.00 |
|
2.618 |
1,356.00 |
|
1.618 |
1,343.75 |
|
1.000 |
1,336.25 |
|
0.618 |
1,331.50 |
|
HIGH |
1,324.00 |
|
0.618 |
1,319.25 |
|
0.500 |
1,318.00 |
|
0.382 |
1,316.50 |
|
LOW |
1,311.75 |
|
0.618 |
1,304.25 |
|
1.000 |
1,299.50 |
|
1.618 |
1,292.00 |
|
2.618 |
1,279.75 |
|
4.250 |
1,259.75 |
|
|