| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,170.5 |
6,312.5 |
142.0 |
2.3% |
6,314.5 |
| High |
6,262.0 |
6,335.0 |
73.0 |
1.2% |
6,322.0 |
| Low |
6,161.0 |
6,229.0 |
68.0 |
1.1% |
6,086.0 |
| Close |
6,235.0 |
6,251.5 |
16.5 |
0.3% |
6,235.0 |
| Range |
101.0 |
106.0 |
5.0 |
5.0% |
236.0 |
| ATR |
128.3 |
126.7 |
-1.6 |
-1.2% |
0.0 |
| Volume |
4,668 |
311 |
-4,357 |
-93.3% |
41,793 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,589.8 |
6,526.7 |
6,309.8 |
|
| R3 |
6,483.8 |
6,420.7 |
6,280.7 |
|
| R2 |
6,377.8 |
6,377.8 |
6,270.9 |
|
| R1 |
6,314.7 |
6,314.7 |
6,261.2 |
6,293.3 |
| PP |
6,271.8 |
6,271.8 |
6,271.8 |
6,261.1 |
| S1 |
6,208.7 |
6,208.7 |
6,241.8 |
6,187.3 |
| S2 |
6,165.8 |
6,165.8 |
6,232.1 |
|
| S3 |
6,059.8 |
6,102.7 |
6,222.4 |
|
| S4 |
5,953.8 |
5,996.7 |
6,193.2 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,922.3 |
6,814.7 |
6,364.8 |
|
| R3 |
6,686.3 |
6,578.7 |
6,299.9 |
|
| R2 |
6,450.3 |
6,450.3 |
6,278.3 |
|
| R1 |
6,342.7 |
6,342.7 |
6,256.6 |
6,278.5 |
| PP |
6,214.3 |
6,214.3 |
6,214.3 |
6,182.3 |
| S1 |
6,106.7 |
6,106.7 |
6,213.4 |
6,042.5 |
| S2 |
5,978.3 |
5,978.3 |
6,191.7 |
|
| S3 |
5,742.3 |
5,870.7 |
6,170.1 |
|
| S4 |
5,506.3 |
5,634.7 |
6,105.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,335.0 |
6,086.0 |
249.0 |
4.0% |
110.4 |
1.8% |
66% |
True |
False |
7,508 |
| 10 |
6,335.0 |
5,924.0 |
411.0 |
6.6% |
125.6 |
2.0% |
80% |
True |
False |
4,804 |
| 20 |
6,452.0 |
5,924.0 |
528.0 |
8.4% |
119.9 |
1.9% |
62% |
False |
False |
2,571 |
| 40 |
6,865.5 |
5,924.0 |
941.5 |
15.1% |
114.4 |
1.8% |
35% |
False |
False |
1,325 |
| 60 |
7,110.0 |
5,924.0 |
1,186.0 |
19.0% |
106.5 |
1.7% |
28% |
False |
False |
895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,785.5 |
|
2.618 |
6,612.5 |
|
1.618 |
6,506.5 |
|
1.000 |
6,441.0 |
|
0.618 |
6,400.5 |
|
HIGH |
6,335.0 |
|
0.618 |
6,294.5 |
|
0.500 |
6,282.0 |
|
0.382 |
6,269.5 |
|
LOW |
6,229.0 |
|
0.618 |
6,163.5 |
|
1.000 |
6,123.0 |
|
1.618 |
6,057.5 |
|
2.618 |
5,951.5 |
|
4.250 |
5,778.5 |
|
|