| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,200 |
8,335 |
135 |
1.6% |
8,630 |
| High |
8,385 |
8,490 |
105 |
1.3% |
8,680 |
| Low |
8,200 |
8,335 |
135 |
1.6% |
8,260 |
| Close |
8,350 |
8,470 |
120 |
1.4% |
8,265 |
| Range |
185 |
155 |
-30 |
-16.2% |
420 |
| ATR |
83 |
88 |
5 |
6.2% |
0 |
| Volume |
13,191 |
11,246 |
-1,945 |
-14.7% |
697 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,897 |
8,838 |
8,555 |
|
| R3 |
8,742 |
8,683 |
8,513 |
|
| R2 |
8,587 |
8,587 |
8,499 |
|
| R1 |
8,528 |
8,528 |
8,484 |
8,558 |
| PP |
8,432 |
8,432 |
8,432 |
8,446 |
| S1 |
8,373 |
8,373 |
8,456 |
8,403 |
| S2 |
8,277 |
8,277 |
8,442 |
|
| S3 |
8,122 |
8,218 |
8,428 |
|
| S4 |
7,967 |
8,063 |
8,385 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,662 |
9,383 |
8,496 |
|
| R3 |
9,242 |
8,963 |
8,381 |
|
| R2 |
8,822 |
8,822 |
8,342 |
|
| R1 |
8,543 |
8,543 |
8,304 |
8,473 |
| PP |
8,402 |
8,402 |
8,402 |
8,366 |
| S1 |
8,123 |
8,123 |
8,227 |
8,053 |
| S2 |
7,982 |
7,982 |
8,188 |
|
| S3 |
7,562 |
7,703 |
8,150 |
|
| S4 |
7,142 |
7,283 |
8,034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,575 |
8,200 |
375 |
4.4% |
142 |
1.7% |
72% |
False |
False |
5,015 |
| 10 |
8,745 |
8,200 |
545 |
6.4% |
106 |
1.2% |
50% |
False |
False |
2,515 |
| 20 |
9,120 |
8,200 |
920 |
10.9% |
65 |
0.8% |
29% |
False |
False |
1,260 |
| 40 |
9,635 |
8,200 |
1,435 |
16.9% |
35 |
0.4% |
19% |
False |
False |
631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,149 |
|
2.618 |
8,896 |
|
1.618 |
8,741 |
|
1.000 |
8,645 |
|
0.618 |
8,586 |
|
HIGH |
8,490 |
|
0.618 |
8,431 |
|
0.500 |
8,413 |
|
0.382 |
8,394 |
|
LOW |
8,335 |
|
0.618 |
8,239 |
|
1.000 |
8,180 |
|
1.618 |
8,084 |
|
2.618 |
7,929 |
|
4.250 |
7,676 |
|
|