| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,541.21 |
2,558.67 |
17.46 |
0.7% |
2,570.98 |
| High |
2,556.92 |
2,576.09 |
19.17 |
0.7% |
2,632.15 |
| Low |
2,531.61 |
2,557.09 |
25.48 |
1.0% |
2,554.65 |
| Close |
2,549.84 |
2,565.53 |
15.69 |
0.6% |
2,585.53 |
| Range |
25.31 |
19.00 |
-6.31 |
-24.9% |
77.50 |
| ATR |
41.27 |
40.20 |
-1.07 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,623.24 |
2,613.38 |
2,575.98 |
|
| R3 |
2,604.24 |
2,594.38 |
2,570.76 |
|
| R2 |
2,585.24 |
2,585.24 |
2,569.01 |
|
| R1 |
2,575.38 |
2,575.38 |
2,567.27 |
2,580.31 |
| PP |
2,566.24 |
2,566.24 |
2,566.24 |
2,568.70 |
| S1 |
2,556.38 |
2,556.38 |
2,563.79 |
2,561.31 |
| S2 |
2,547.24 |
2,547.24 |
2,562.05 |
|
| S3 |
2,528.24 |
2,537.38 |
2,560.31 |
|
| S4 |
2,509.24 |
2,518.38 |
2,555.08 |
|
|
| 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 |
2,622.76 |
2,527.01 |
95.75 |
3.7% |
35.25 |
1.4% |
40% |
False |
False |
|
| 10 |
2,632.15 |
2,515.17 |
116.98 |
4.6% |
33.64 |
1.3% |
43% |
False |
False |
|
| 20 |
2,632.15 |
2,443.92 |
188.23 |
7.3% |
37.12 |
1.4% |
65% |
False |
False |
|
| 40 |
2,737.14 |
2,443.92 |
293.22 |
11.4% |
38.39 |
1.5% |
41% |
False |
False |
|
| 60 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
37.08 |
1.4% |
35% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
33.86 |
1.3% |
35% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
31.93 |
1.2% |
35% |
False |
False |
|
| 120 |
2,795.35 |
2,341.64 |
453.71 |
17.7% |
30.34 |
1.2% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,656.84 |
|
2.618 |
2,625.83 |
|
1.618 |
2,606.83 |
|
1.000 |
2,595.09 |
|
0.618 |
2,587.83 |
|
HIGH |
2,576.09 |
|
0.618 |
2,568.83 |
|
0.500 |
2,566.59 |
|
0.382 |
2,564.35 |
|
LOW |
2,557.09 |
|
0.618 |
2,545.35 |
|
1.000 |
2,538.09 |
|
1.618 |
2,526.35 |
|
2.618 |
2,507.35 |
|
4.250 |
2,476.34 |
|
|