| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,562.98 |
2,541.21 |
-21.77 |
-0.8% |
2,570.98 |
| High |
2,563.09 |
2,556.92 |
-6.17 |
-0.2% |
2,632.15 |
| Low |
2,527.01 |
2,531.61 |
4.60 |
0.2% |
2,554.65 |
| Close |
2,533.54 |
2,549.84 |
16.30 |
0.6% |
2,585.53 |
| Range |
36.08 |
25.31 |
-10.77 |
-29.9% |
77.50 |
| ATR |
42.50 |
41.27 |
-1.23 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.05 |
2,611.26 |
2,563.76 |
|
| R3 |
2,596.74 |
2,585.95 |
2,556.80 |
|
| R2 |
2,571.43 |
2,571.43 |
2,554.48 |
|
| R1 |
2,560.64 |
2,560.64 |
2,552.16 |
2,566.04 |
| PP |
2,546.12 |
2,546.12 |
2,546.12 |
2,548.82 |
| S1 |
2,535.33 |
2,535.33 |
2,547.52 |
2,540.73 |
| S2 |
2,520.81 |
2,520.81 |
2,545.20 |
|
| S3 |
2,495.50 |
2,510.02 |
2,542.88 |
|
| S4 |
2,470.19 |
2,484.71 |
2,535.92 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.28 |
2,781.90 |
2,628.16 |
|
| R3 |
2,745.78 |
2,704.40 |
2,606.84 |
|
| R2 |
2,668.28 |
2,668.28 |
2,599.74 |
|
| R1 |
2,626.90 |
2,626.90 |
2,592.63 |
2,647.59 |
| PP |
2,590.78 |
2,590.78 |
2,590.78 |
2,601.12 |
| S1 |
2,549.40 |
2,549.40 |
2,578.43 |
2,570.09 |
| S2 |
2,513.28 |
2,513.28 |
2,571.32 |
|
| S3 |
2,435.78 |
2,471.90 |
2,564.22 |
|
| S4 |
2,358.28 |
2,394.40 |
2,542.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,632.15 |
2,527.01 |
105.14 |
4.1% |
37.21 |
1.5% |
22% |
False |
False |
|
| 10 |
2,632.15 |
2,515.17 |
116.98 |
4.6% |
35.51 |
1.4% |
30% |
False |
False |
|
| 20 |
2,632.15 |
2,443.92 |
188.23 |
7.4% |
37.34 |
1.5% |
56% |
False |
False |
|
| 40 |
2,756.81 |
2,443.92 |
312.89 |
12.3% |
38.94 |
1.5% |
34% |
False |
False |
|
| 60 |
2,795.35 |
2,443.92 |
351.43 |
13.8% |
37.42 |
1.5% |
30% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.8% |
33.81 |
1.3% |
30% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.8% |
31.91 |
1.3% |
30% |
False |
False |
|
| 120 |
2,795.35 |
2,317.52 |
477.83 |
18.7% |
30.47 |
1.2% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,664.49 |
|
2.618 |
2,623.18 |
|
1.618 |
2,597.87 |
|
1.000 |
2,582.23 |
|
0.618 |
2,572.56 |
|
HIGH |
2,556.92 |
|
0.618 |
2,547.25 |
|
0.500 |
2,544.27 |
|
0.382 |
2,541.28 |
|
LOW |
2,531.61 |
|
0.618 |
2,515.97 |
|
1.000 |
2,506.30 |
|
1.618 |
2,490.66 |
|
2.618 |
2,465.35 |
|
4.250 |
2,424.04 |
|
|