| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,189.5 |
6,155.5 |
-34.0 |
-0.5% |
5,994.0 |
| High |
6,230.0 |
6,176.0 |
-54.0 |
-0.9% |
6,240.5 |
| Low |
6,101.0 |
6,086.0 |
-15.0 |
-0.2% |
5,924.0 |
| Close |
6,141.0 |
6,145.0 |
4.0 |
0.1% |
6,132.5 |
| Range |
129.0 |
90.0 |
-39.0 |
-30.2% |
316.5 |
| ATR |
132.2 |
129.2 |
-3.0 |
-2.3% |
0.0 |
| Volume |
10,152 |
16,242 |
6,090 |
60.0% |
6,452 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,405.7 |
6,365.3 |
6,194.5 |
|
| R3 |
6,315.7 |
6,275.3 |
6,169.8 |
|
| R2 |
6,225.7 |
6,225.7 |
6,161.5 |
|
| R1 |
6,185.3 |
6,185.3 |
6,153.3 |
6,160.5 |
| PP |
6,135.7 |
6,135.7 |
6,135.7 |
6,123.3 |
| S1 |
6,095.3 |
6,095.3 |
6,136.8 |
6,070.5 |
| S2 |
6,045.7 |
6,045.7 |
6,128.5 |
|
| S3 |
5,955.7 |
6,005.3 |
6,120.3 |
|
| S4 |
5,865.7 |
5,915.3 |
6,095.5 |
|
|
| 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 |
6,061.5 |
260.5 |
4.2% |
134.3 |
2.2% |
32% |
False |
False |
7,905 |
| 10 |
6,322.0 |
5,924.0 |
398.0 |
6.5% |
137.8 |
2.2% |
56% |
False |
False |
4,424 |
| 20 |
6,452.0 |
5,924.0 |
528.0 |
8.6% |
119.9 |
2.0% |
42% |
False |
False |
2,355 |
| 40 |
6,865.5 |
5,924.0 |
941.5 |
15.3% |
114.0 |
1.9% |
23% |
False |
False |
1,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,558.5 |
|
2.618 |
6,411.6 |
|
1.618 |
6,321.6 |
|
1.000 |
6,266.0 |
|
0.618 |
6,231.6 |
|
HIGH |
6,176.0 |
|
0.618 |
6,141.6 |
|
0.500 |
6,131.0 |
|
0.382 |
6,120.4 |
|
LOW |
6,086.0 |
|
0.618 |
6,030.4 |
|
1.000 |
5,996.0 |
|
1.618 |
5,940.4 |
|
2.618 |
5,850.4 |
|
4.250 |
5,703.5 |
|
|