| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,558.67 |
2,565.53 |
6.86 |
0.3% |
2,570.98 |
| High |
2,576.09 |
2,565.53 |
-10.56 |
-0.4% |
2,632.15 |
| Low |
2,557.09 |
2,510.37 |
-46.72 |
-1.8% |
2,554.65 |
| Close |
2,565.53 |
2,536.65 |
-28.88 |
-1.1% |
2,585.53 |
| Range |
19.00 |
55.16 |
36.16 |
190.3% |
77.50 |
| ATR |
40.20 |
41.27 |
1.07 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,703.00 |
2,674.98 |
2,566.99 |
|
| R3 |
2,647.84 |
2,619.82 |
2,551.82 |
|
| R2 |
2,592.68 |
2,592.68 |
2,546.76 |
|
| R1 |
2,564.66 |
2,564.66 |
2,541.71 |
2,551.09 |
| PP |
2,537.52 |
2,537.52 |
2,537.52 |
2,530.73 |
| S1 |
2,509.50 |
2,509.50 |
2,531.59 |
2,495.93 |
| S2 |
2,482.36 |
2,482.36 |
2,526.54 |
|
| S3 |
2,427.20 |
2,454.34 |
2,521.48 |
|
| S4 |
2,372.04 |
2,399.18 |
2,506.31 |
|
|
| 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 |
2,587.00 |
2,510.37 |
76.63 |
3.0% |
32.66 |
1.3% |
34% |
False |
True |
|
| 10 |
2,632.15 |
2,510.37 |
121.78 |
4.8% |
36.10 |
1.4% |
22% |
False |
True |
|
| 20 |
2,632.15 |
2,443.92 |
188.23 |
7.4% |
38.24 |
1.5% |
49% |
False |
False |
|
| 40 |
2,737.14 |
2,443.92 |
293.22 |
11.6% |
39.05 |
1.5% |
32% |
False |
False |
|
| 60 |
2,764.21 |
2,443.92 |
320.29 |
12.6% |
37.52 |
1.5% |
29% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.9% |
34.32 |
1.4% |
26% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.9% |
32.33 |
1.3% |
26% |
False |
False |
|
| 120 |
2,795.35 |
2,342.34 |
453.01 |
17.9% |
30.63 |
1.2% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,799.96 |
|
2.618 |
2,709.94 |
|
1.618 |
2,654.78 |
|
1.000 |
2,620.69 |
|
0.618 |
2,599.62 |
|
HIGH |
2,565.53 |
|
0.618 |
2,544.46 |
|
0.500 |
2,537.95 |
|
0.382 |
2,531.44 |
|
LOW |
2,510.37 |
|
0.618 |
2,476.28 |
|
1.000 |
2,455.21 |
|
1.618 |
2,421.12 |
|
2.618 |
2,365.96 |
|
4.250 |
2,275.94 |
|
|