| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,640 |
8,610 |
-30 |
-0.3% |
8,200 |
| High |
8,680 |
8,740 |
60 |
0.7% |
8,720 |
| Low |
8,410 |
8,465 |
55 |
0.7% |
8,200 |
| Close |
8,540 |
8,495 |
-45 |
-0.5% |
8,540 |
| Range |
270 |
275 |
5 |
1.9% |
520 |
| ATR |
113 |
125 |
12 |
10.2% |
0 |
| Volume |
5,815 |
5,569 |
-246 |
-4.2% |
46,965 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,392 |
9,218 |
8,646 |
|
| R3 |
9,117 |
8,943 |
8,571 |
|
| R2 |
8,842 |
8,842 |
8,546 |
|
| R1 |
8,668 |
8,668 |
8,520 |
8,618 |
| PP |
8,567 |
8,567 |
8,567 |
8,541 |
| S1 |
8,393 |
8,393 |
8,470 |
8,343 |
| S2 |
8,292 |
8,292 |
8,445 |
|
| S3 |
8,017 |
8,118 |
8,420 |
|
| S4 |
7,742 |
7,843 |
8,344 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,047 |
9,813 |
8,826 |
|
| R3 |
9,527 |
9,293 |
8,683 |
|
| R2 |
9,007 |
9,007 |
8,635 |
|
| R1 |
8,773 |
8,773 |
8,588 |
8,890 |
| PP |
8,487 |
8,487 |
8,487 |
8,545 |
| S1 |
8,253 |
8,253 |
8,492 |
8,370 |
| S2 |
7,967 |
7,967 |
8,445 |
|
| S3 |
7,447 |
7,733 |
8,397 |
|
| S4 |
6,927 |
7,213 |
8,254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,740 |
8,335 |
405 |
4.8% |
215 |
2.5% |
40% |
True |
False |
7,868 |
| 10 |
8,740 |
8,200 |
540 |
6.4% |
176 |
2.1% |
55% |
True |
False |
5,323 |
| 20 |
8,925 |
8,200 |
725 |
8.5% |
106 |
1.3% |
41% |
False |
False |
2,665 |
| 40 |
9,635 |
8,200 |
1,435 |
16.9% |
58 |
0.7% |
21% |
False |
False |
1,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,909 |
|
2.618 |
9,460 |
|
1.618 |
9,185 |
|
1.000 |
9,015 |
|
0.618 |
8,910 |
|
HIGH |
8,740 |
|
0.618 |
8,635 |
|
0.500 |
8,603 |
|
0.382 |
8,570 |
|
LOW |
8,465 |
|
0.618 |
8,295 |
|
1.000 |
8,190 |
|
1.618 |
8,020 |
|
2.618 |
7,745 |
|
4.250 |
7,296 |
|
|