| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,569.24 |
2,529.42 |
-39.82 |
-1.5% |
2,458.97 |
| High |
2,570.48 |
2,561.57 |
-8.91 |
-0.3% |
2,570.48 |
| Low |
2,531.95 |
2,522.39 |
-9.56 |
-0.4% |
2,443.92 |
| Close |
2,535.41 |
2,559.21 |
23.80 |
0.9% |
2,559.21 |
| Range |
38.53 |
39.18 |
0.65 |
1.7% |
126.56 |
| ATR |
41.66 |
41.49 |
-0.18 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,665.26 |
2,651.42 |
2,580.76 |
|
| R3 |
2,626.08 |
2,612.24 |
2,569.98 |
|
| R2 |
2,586.90 |
2,586.90 |
2,566.39 |
|
| R1 |
2,573.06 |
2,573.06 |
2,562.80 |
2,579.98 |
| PP |
2,547.72 |
2,547.72 |
2,547.72 |
2,551.19 |
| S1 |
2,533.88 |
2,533.88 |
2,555.62 |
2,540.80 |
| S2 |
2,508.54 |
2,508.54 |
2,552.03 |
|
| S3 |
2,469.36 |
2,494.70 |
2,548.44 |
|
| S4 |
2,430.18 |
2,455.52 |
2,537.66 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,904.22 |
2,858.27 |
2,628.82 |
|
| R3 |
2,777.66 |
2,731.71 |
2,594.01 |
|
| R2 |
2,651.10 |
2,651.10 |
2,582.41 |
|
| R1 |
2,605.15 |
2,605.15 |
2,570.81 |
2,628.13 |
| PP |
2,524.54 |
2,524.54 |
2,524.54 |
2,536.02 |
| S1 |
2,478.59 |
2,478.59 |
2,547.61 |
2,501.57 |
| S2 |
2,397.98 |
2,397.98 |
2,536.01 |
|
| S3 |
2,271.42 |
2,352.03 |
2,524.41 |
|
| S4 |
2,144.86 |
2,225.47 |
2,489.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,570.48 |
2,443.92 |
126.56 |
4.9% |
36.37 |
1.4% |
91% |
False |
False |
|
| 10 |
2,570.79 |
2,443.92 |
126.87 |
5.0% |
34.18 |
1.3% |
91% |
False |
False |
|
| 20 |
2,643.22 |
2,443.92 |
199.30 |
7.8% |
39.65 |
1.5% |
58% |
False |
False |
|
| 40 |
2,756.81 |
2,443.92 |
312.89 |
12.2% |
37.89 |
1.5% |
37% |
False |
False |
|
| 60 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
34.62 |
1.4% |
33% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
32.21 |
1.3% |
33% |
False |
False |
|
| 100 |
2,795.35 |
2,395.43 |
399.92 |
15.6% |
30.21 |
1.2% |
41% |
False |
False |
|
| 120 |
2,795.35 |
2,209.57 |
585.78 |
22.9% |
29.27 |
1.1% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,728.09 |
|
2.618 |
2,664.14 |
|
1.618 |
2,624.96 |
|
1.000 |
2,600.75 |
|
0.618 |
2,585.78 |
|
HIGH |
2,561.57 |
|
0.618 |
2,546.60 |
|
0.500 |
2,541.98 |
|
0.382 |
2,537.36 |
|
LOW |
2,522.39 |
|
0.618 |
2,498.18 |
|
1.000 |
2,483.21 |
|
1.618 |
2,459.00 |
|
2.618 |
2,419.82 |
|
4.250 |
2,355.88 |
|
|