| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,314.5 |
6,137.0 |
-177.5 |
-2.8% |
5,994.0 |
| High |
6,322.0 |
6,218.5 |
-103.5 |
-1.6% |
6,240.5 |
| Low |
6,107.0 |
6,092.5 |
-14.5 |
-0.2% |
5,924.0 |
| Close |
6,144.5 |
6,175.5 |
31.0 |
0.5% |
6,132.5 |
| Range |
215.0 |
126.0 |
-89.0 |
-41.4% |
316.5 |
| ATR |
132.9 |
132.4 |
-0.5 |
-0.4% |
0.0 |
| Volume |
4,560 |
6,171 |
1,611 |
35.3% |
6,452 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,540.2 |
6,483.8 |
6,244.8 |
|
| R3 |
6,414.2 |
6,357.8 |
6,210.2 |
|
| R2 |
6,288.2 |
6,288.2 |
6,198.6 |
|
| R1 |
6,231.8 |
6,231.8 |
6,187.1 |
6,260.0 |
| PP |
6,162.2 |
6,162.2 |
6,162.2 |
6,176.3 |
| S1 |
6,105.8 |
6,105.8 |
6,164.0 |
6,134.0 |
| S2 |
6,036.2 |
6,036.2 |
6,152.4 |
|
| S3 |
5,910.2 |
5,979.8 |
6,140.9 |
|
| S4 |
5,784.2 |
5,853.8 |
6,106.2 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,048.5 |
6,907.0 |
6,306.6 |
|
| R3 |
6,732.0 |
6,590.5 |
6,219.5 |
|
| R2 |
6,415.5 |
6,415.5 |
6,190.5 |
|
| R1 |
6,274.0 |
6,274.0 |
6,161.5 |
6,344.8 |
| PP |
6,099.0 |
6,099.0 |
6,099.0 |
6,134.4 |
| S1 |
5,957.5 |
5,957.5 |
6,103.5 |
6,028.3 |
| S2 |
5,782.5 |
5,782.5 |
6,074.5 |
|
| S3 |
5,466.0 |
5,641.0 |
6,045.5 |
|
| S4 |
5,149.5 |
5,324.5 |
5,958.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,322.0 |
6,004.5 |
317.5 |
5.1% |
144.0 |
2.3% |
54% |
False |
False |
3,183 |
| 10 |
6,397.0 |
5,924.0 |
473.0 |
7.7% |
139.6 |
2.3% |
53% |
False |
False |
1,846 |
| 20 |
6,452.0 |
5,924.0 |
528.0 |
8.5% |
120.9 |
2.0% |
48% |
False |
False |
1,044 |
| 40 |
6,865.5 |
5,924.0 |
941.5 |
15.2% |
113.1 |
1.8% |
27% |
False |
False |
550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,754.0 |
|
2.618 |
6,548.4 |
|
1.618 |
6,422.4 |
|
1.000 |
6,344.5 |
|
0.618 |
6,296.4 |
|
HIGH |
6,218.5 |
|
0.618 |
6,170.4 |
|
0.500 |
6,155.5 |
|
0.382 |
6,140.6 |
|
LOW |
6,092.5 |
|
0.618 |
6,014.6 |
|
1.000 |
5,966.5 |
|
1.618 |
5,888.6 |
|
2.618 |
5,762.6 |
|
4.250 |
5,557.0 |
|
|