| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,250.0 |
6,335.5 |
85.5 |
1.4% |
6,314.5 |
| High |
6,388.0 |
6,425.0 |
37.0 |
0.6% |
6,322.0 |
| Low |
6,242.5 |
6,335.5 |
93.0 |
1.5% |
6,086.0 |
| Close |
6,368.5 |
6,397.5 |
29.0 |
0.5% |
6,235.0 |
| Range |
145.5 |
89.5 |
-56.0 |
-38.5% |
236.0 |
| ATR |
128.0 |
125.3 |
-2.8 |
-2.2% |
0.0 |
| Volume |
398 |
753 |
355 |
89.2% |
41,793 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,654.5 |
6,615.5 |
6,446.7 |
|
| R3 |
6,565.0 |
6,526.0 |
6,422.1 |
|
| R2 |
6,475.5 |
6,475.5 |
6,413.9 |
|
| R1 |
6,436.5 |
6,436.5 |
6,405.7 |
6,456.0 |
| PP |
6,386.0 |
6,386.0 |
6,386.0 |
6,395.8 |
| S1 |
6,347.0 |
6,347.0 |
6,389.3 |
6,366.5 |
| S2 |
6,296.5 |
6,296.5 |
6,381.1 |
|
| S3 |
6,207.0 |
6,257.5 |
6,372.9 |
|
| S4 |
6,117.5 |
6,168.0 |
6,348.3 |
|
|
| 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 |
6,425.0 |
6,086.0 |
339.0 |
5.3% |
106.4 |
1.7% |
92% |
True |
False |
4,474 |
| 10 |
6,425.0 |
6,061.5 |
363.5 |
5.7% |
124.5 |
1.9% |
92% |
True |
False |
4,742 |
| 20 |
6,450.0 |
5,924.0 |
526.0 |
8.2% |
122.2 |
1.9% |
90% |
False |
False |
2,584 |
| 40 |
6,865.5 |
5,924.0 |
941.5 |
14.7% |
113.5 |
1.8% |
50% |
False |
False |
1,351 |
| 60 |
7,110.0 |
5,924.0 |
1,186.0 |
18.5% |
109.5 |
1.7% |
40% |
False |
False |
914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,805.4 |
|
2.618 |
6,659.3 |
|
1.618 |
6,569.8 |
|
1.000 |
6,514.5 |
|
0.618 |
6,480.3 |
|
HIGH |
6,425.0 |
|
0.618 |
6,390.8 |
|
0.500 |
6,380.3 |
|
0.382 |
6,369.7 |
|
LOW |
6,335.5 |
|
0.618 |
6,280.2 |
|
1.000 |
6,246.0 |
|
1.618 |
6,190.7 |
|
2.618 |
6,101.2 |
|
4.250 |
5,955.1 |
|
|