| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,485 |
8,675 |
190 |
2.2% |
8,630 |
| High |
8,695 |
8,720 |
25 |
0.3% |
8,680 |
| Low |
8,435 |
8,605 |
170 |
2.0% |
8,260 |
| Close |
8,675 |
8,640 |
-35 |
-0.4% |
8,265 |
| Range |
260 |
115 |
-145 |
-55.8% |
420 |
| ATR |
100 |
101 |
1 |
1.1% |
0 |
| Volume |
9,804 |
6,909 |
-2,895 |
-29.5% |
697 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,000 |
8,935 |
8,703 |
|
| R3 |
8,885 |
8,820 |
8,672 |
|
| R2 |
8,770 |
8,770 |
8,661 |
|
| R1 |
8,705 |
8,705 |
8,651 |
8,680 |
| PP |
8,655 |
8,655 |
8,655 |
8,643 |
| S1 |
8,590 |
8,590 |
8,630 |
8,565 |
| S2 |
8,540 |
8,540 |
8,619 |
|
| S3 |
8,425 |
8,475 |
8,609 |
|
| S4 |
8,310 |
8,360 |
8,577 |
|
|
| 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 |
8,720 |
8,200 |
520 |
6.0% |
181 |
2.1% |
85% |
True |
False |
8,328 |
| 10 |
8,720 |
8,200 |
520 |
6.0% |
128 |
1.5% |
85% |
True |
False |
4,186 |
| 20 |
9,085 |
8,200 |
885 |
10.2% |
82 |
0.9% |
50% |
False |
False |
2,096 |
| 40 |
9,635 |
8,200 |
1,435 |
16.6% |
44 |
0.5% |
31% |
False |
False |
1,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,209 |
|
2.618 |
9,021 |
|
1.618 |
8,906 |
|
1.000 |
8,835 |
|
0.618 |
8,791 |
|
HIGH |
8,720 |
|
0.618 |
8,676 |
|
0.500 |
8,663 |
|
0.382 |
8,649 |
|
LOW |
8,605 |
|
0.618 |
8,534 |
|
1.000 |
8,490 |
|
1.618 |
8,419 |
|
2.618 |
8,304 |
|
4.250 |
8,116 |
|
|