| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,312.5 |
6,250.0 |
-62.5 |
-1.0% |
6,314.5 |
| High |
6,335.0 |
6,388.0 |
53.0 |
0.8% |
6,322.0 |
| Low |
6,229.0 |
6,242.5 |
13.5 |
0.2% |
6,086.0 |
| Close |
6,251.5 |
6,368.5 |
117.0 |
1.9% |
6,235.0 |
| Range |
106.0 |
145.5 |
39.5 |
37.3% |
236.0 |
| ATR |
126.7 |
128.0 |
1.3 |
1.1% |
0.0 |
| Volume |
311 |
398 |
87 |
28.0% |
41,793 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,769.5 |
6,714.5 |
6,448.5 |
|
| R3 |
6,624.0 |
6,569.0 |
6,408.5 |
|
| R2 |
6,478.5 |
6,478.5 |
6,395.2 |
|
| R1 |
6,423.5 |
6,423.5 |
6,381.8 |
6,451.0 |
| PP |
6,333.0 |
6,333.0 |
6,333.0 |
6,346.8 |
| S1 |
6,278.0 |
6,278.0 |
6,355.2 |
6,305.5 |
| S2 |
6,187.5 |
6,187.5 |
6,341.8 |
|
| S3 |
6,042.0 |
6,132.5 |
6,328.5 |
|
| S4 |
5,896.5 |
5,987.0 |
6,288.5 |
|
|
| 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 |
6,388.0 |
6,086.0 |
302.0 |
4.7% |
114.3 |
1.8% |
94% |
True |
False |
6,354 |
| 10 |
6,388.0 |
6,004.5 |
383.5 |
6.0% |
129.2 |
2.0% |
95% |
True |
False |
4,769 |
| 20 |
6,450.0 |
5,924.0 |
526.0 |
8.3% |
123.3 |
1.9% |
85% |
False |
False |
2,554 |
| 40 |
6,865.5 |
5,924.0 |
941.5 |
14.8% |
113.5 |
1.8% |
47% |
False |
False |
1,333 |
| 60 |
7,110.0 |
5,924.0 |
1,186.0 |
18.6% |
108.7 |
1.7% |
37% |
False |
False |
902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,006.4 |
|
2.618 |
6,768.9 |
|
1.618 |
6,623.4 |
|
1.000 |
6,533.5 |
|
0.618 |
6,477.9 |
|
HIGH |
6,388.0 |
|
0.618 |
6,332.4 |
|
0.500 |
6,315.3 |
|
0.382 |
6,298.1 |
|
LOW |
6,242.5 |
|
0.618 |
6,152.6 |
|
1.000 |
6,097.0 |
|
1.618 |
6,007.1 |
|
2.618 |
5,861.6 |
|
4.250 |
5,624.1 |
|
|