Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,615.0 |
1,598.5 |
-16.5 |
-1.0% |
1,626.0 |
High |
1,615.2 |
1,620.6 |
5.4 |
0.3% |
1,648.6 |
Low |
1,598.9 |
1,598.5 |
-0.4 |
0.0% |
1,575.0 |
Close |
1,603.0 |
1,620.1 |
17.1 |
1.1% |
1,597.6 |
Range |
16.3 |
22.1 |
5.8 |
35.6% |
73.6 |
ATR |
24.6 |
24.4 |
-0.2 |
-0.7% |
0.0 |
Volume |
345 |
545 |
200 |
58.0% |
5,180 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,679.4 |
1,671.8 |
1,632.3 |
|
R3 |
1,657.3 |
1,649.7 |
1,626.2 |
|
R2 |
1,635.2 |
1,635.2 |
1,624.2 |
|
R1 |
1,627.6 |
1,627.6 |
1,622.1 |
1,631.4 |
PP |
1,613.1 |
1,613.1 |
1,613.1 |
1,615.0 |
S1 |
1,605.5 |
1,605.5 |
1,618.1 |
1,609.3 |
S2 |
1,591.0 |
1,591.0 |
1,616.0 |
|
S3 |
1,568.9 |
1,583.4 |
1,614.0 |
|
S4 |
1,546.8 |
1,561.3 |
1,607.9 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,827.9 |
1,786.3 |
1,638.1 |
|
R3 |
1,754.3 |
1,712.7 |
1,617.8 |
|
R2 |
1,680.7 |
1,680.7 |
1,611.1 |
|
R1 |
1,639.1 |
1,639.1 |
1,604.3 |
1,623.1 |
PP |
1,607.1 |
1,607.1 |
1,607.1 |
1,599.1 |
S1 |
1,565.5 |
1,565.5 |
1,590.9 |
1,549.5 |
S2 |
1,533.5 |
1,533.5 |
1,584.1 |
|
S3 |
1,459.9 |
1,491.9 |
1,577.4 |
|
S4 |
1,386.3 |
1,418.3 |
1,557.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,648.6 |
1,575.0 |
73.6 |
4.5% |
25.8 |
1.6% |
61% |
False |
False |
813 |
10 |
1,648.6 |
1,540.0 |
108.6 |
6.7% |
26.4 |
1.6% |
74% |
False |
False |
1,009 |
20 |
1,648.6 |
1,538.1 |
110.5 |
6.8% |
24.1 |
1.5% |
74% |
False |
False |
1,283 |
40 |
1,677.2 |
1,538.1 |
139.1 |
8.6% |
17.0 |
1.1% |
59% |
False |
False |
1,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,714.5 |
2.618 |
1,678.5 |
1.618 |
1,656.4 |
1.000 |
1,642.7 |
0.618 |
1,634.3 |
HIGH |
1,620.6 |
0.618 |
1,612.2 |
0.500 |
1,609.6 |
0.382 |
1,606.9 |
LOW |
1,598.5 |
0.618 |
1,584.8 |
1.000 |
1,576.4 |
1.618 |
1,562.7 |
2.618 |
1,540.6 |
4.250 |
1,504.6 |
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