| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,625.00 |
2,619.98 |
-5.02 |
-0.2% |
2,578.73 |
| High |
2,632.15 |
2,622.76 |
-9.39 |
-0.4% |
2,579.23 |
| Low |
2,603.32 |
2,554.65 |
-48.67 |
-1.9% |
2,510.79 |
| Close |
2,623.33 |
2,556.96 |
-66.37 |
-2.5% |
2,571.23 |
| Range |
28.83 |
68.11 |
39.28 |
136.2% |
68.44 |
| ATR |
40.09 |
42.13 |
2.04 |
5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,782.45 |
2,737.82 |
2,594.42 |
|
| R3 |
2,714.34 |
2,669.71 |
2,575.69 |
|
| R2 |
2,646.23 |
2,646.23 |
2,569.45 |
|
| R1 |
2,601.60 |
2,601.60 |
2,563.20 |
2,589.86 |
| PP |
2,578.12 |
2,578.12 |
2,578.12 |
2,572.26 |
| S1 |
2,533.49 |
2,533.49 |
2,550.72 |
2,521.75 |
| S2 |
2,510.01 |
2,510.01 |
2,544.47 |
|
| S3 |
2,441.90 |
2,465.38 |
2,538.23 |
|
| S4 |
2,373.79 |
2,397.27 |
2,519.50 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,759.07 |
2,733.59 |
2,608.87 |
|
| R3 |
2,690.63 |
2,665.15 |
2,590.05 |
|
| R2 |
2,622.19 |
2,622.19 |
2,583.78 |
|
| R1 |
2,596.71 |
2,596.71 |
2,577.50 |
2,575.23 |
| PP |
2,553.75 |
2,553.75 |
2,553.75 |
2,543.01 |
| S1 |
2,528.27 |
2,528.27 |
2,564.96 |
2,506.79 |
| S2 |
2,485.31 |
2,485.31 |
2,558.68 |
|
| S3 |
2,416.87 |
2,459.83 |
2,552.41 |
|
| S4 |
2,348.43 |
2,391.39 |
2,533.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,632.15 |
2,542.51 |
89.64 |
3.5% |
39.53 |
1.5% |
16% |
False |
False |
|
| 10 |
2,632.15 |
2,510.79 |
121.36 |
4.7% |
40.67 |
1.6% |
38% |
False |
False |
|
| 20 |
2,632.15 |
2,443.92 |
188.23 |
7.4% |
37.56 |
1.5% |
60% |
False |
False |
|
| 40 |
2,756.81 |
2,443.92 |
312.89 |
12.2% |
38.47 |
1.5% |
36% |
False |
False |
|
| 60 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
37.56 |
1.5% |
32% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
33.55 |
1.3% |
32% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
31.70 |
1.2% |
32% |
False |
False |
|
| 120 |
2,795.35 |
2,277.77 |
517.58 |
20.2% |
30.18 |
1.2% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,912.23 |
|
2.618 |
2,801.07 |
|
1.618 |
2,732.96 |
|
1.000 |
2,690.87 |
|
0.618 |
2,664.85 |
|
HIGH |
2,622.76 |
|
0.618 |
2,596.74 |
|
0.500 |
2,588.71 |
|
0.382 |
2,580.67 |
|
LOW |
2,554.65 |
|
0.618 |
2,512.56 |
|
1.000 |
2,486.54 |
|
1.618 |
2,444.45 |
|
2.618 |
2,376.34 |
|
4.250 |
2,265.18 |
|
|