| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,565.53 |
2,566.84 |
1.31 |
0.1% |
2,562.98 |
| High |
2,565.53 |
2,615.82 |
50.29 |
2.0% |
2,615.82 |
| Low |
2,510.37 |
2,566.84 |
56.47 |
2.2% |
2,510.37 |
| Close |
2,536.65 |
2,615.72 |
79.07 |
3.1% |
2,615.72 |
| Range |
55.16 |
48.98 |
-6.18 |
-11.2% |
105.45 |
| ATR |
41.27 |
43.97 |
2.71 |
6.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,746.40 |
2,730.04 |
2,642.66 |
|
| R3 |
2,697.42 |
2,681.06 |
2,629.19 |
|
| R2 |
2,648.44 |
2,648.44 |
2,624.70 |
|
| R1 |
2,632.08 |
2,632.08 |
2,620.21 |
2,640.26 |
| PP |
2,599.46 |
2,599.46 |
2,599.46 |
2,603.55 |
| S1 |
2,583.10 |
2,583.10 |
2,611.23 |
2,591.28 |
| S2 |
2,550.48 |
2,550.48 |
2,606.74 |
|
| S3 |
2,501.50 |
2,534.12 |
2,602.25 |
|
| S4 |
2,452.52 |
2,485.14 |
2,588.78 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,896.99 |
2,861.80 |
2,673.72 |
|
| R3 |
2,791.54 |
2,756.35 |
2,644.72 |
|
| R2 |
2,686.09 |
2,686.09 |
2,635.05 |
|
| R1 |
2,650.90 |
2,650.90 |
2,625.39 |
2,668.50 |
| PP |
2,580.64 |
2,580.64 |
2,580.64 |
2,589.43 |
| S1 |
2,545.45 |
2,545.45 |
2,606.05 |
2,563.05 |
| S2 |
2,475.19 |
2,475.19 |
2,596.39 |
|
| S3 |
2,369.74 |
2,440.00 |
2,586.72 |
|
| S4 |
2,264.29 |
2,334.55 |
2,557.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,615.82 |
2,510.37 |
105.45 |
4.0% |
36.91 |
1.4% |
100% |
True |
False |
|
| 10 |
2,632.15 |
2,510.37 |
121.78 |
4.7% |
37.96 |
1.5% |
87% |
False |
False |
|
| 20 |
2,632.15 |
2,443.92 |
188.23 |
7.2% |
38.08 |
1.5% |
91% |
False |
False |
|
| 40 |
2,683.25 |
2,443.92 |
239.33 |
9.1% |
39.29 |
1.5% |
72% |
False |
False |
|
| 60 |
2,764.21 |
2,443.92 |
320.29 |
12.2% |
37.78 |
1.4% |
54% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.4% |
34.72 |
1.3% |
49% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.4% |
32.59 |
1.2% |
49% |
False |
False |
|
| 120 |
2,795.35 |
2,352.76 |
442.59 |
16.9% |
30.86 |
1.2% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,823.99 |
|
2.618 |
2,744.05 |
|
1.618 |
2,695.07 |
|
1.000 |
2,664.80 |
|
0.618 |
2,646.09 |
|
HIGH |
2,615.82 |
|
0.618 |
2,597.11 |
|
0.500 |
2,591.33 |
|
0.382 |
2,585.55 |
|
LOW |
2,566.84 |
|
0.618 |
2,536.57 |
|
1.000 |
2,517.86 |
|
1.618 |
2,487.59 |
|
2.618 |
2,438.61 |
|
4.250 |
2,358.68 |
|
|