| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,475 |
8,570 |
95 |
1.1% |
8,200 |
| High |
8,590 |
8,620 |
30 |
0.3% |
8,720 |
| Low |
8,460 |
8,515 |
55 |
0.7% |
8,200 |
| Close |
8,580 |
8,555 |
-25 |
-0.3% |
8,540 |
| Range |
130 |
105 |
-25 |
-19.2% |
520 |
| ATR |
125 |
124 |
-1 |
-1.2% |
0 |
| Volume |
3,537 |
4,129 |
592 |
16.7% |
46,965 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,878 |
8,822 |
8,613 |
|
| R3 |
8,773 |
8,717 |
8,584 |
|
| R2 |
8,668 |
8,668 |
8,574 |
|
| R1 |
8,612 |
8,612 |
8,565 |
8,588 |
| PP |
8,563 |
8,563 |
8,563 |
8,551 |
| S1 |
8,507 |
8,507 |
8,546 |
8,483 |
| S2 |
8,458 |
8,458 |
8,536 |
|
| S3 |
8,353 |
8,402 |
8,526 |
|
| S4 |
8,248 |
8,297 |
8,497 |
|
|
| 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 |
8,410 |
330 |
3.9% |
179 |
2.1% |
44% |
False |
False |
5,191 |
| 10 |
8,740 |
8,200 |
540 |
6.3% |
180 |
2.1% |
66% |
False |
False |
6,074 |
| 20 |
8,870 |
8,200 |
670 |
7.8% |
114 |
1.3% |
53% |
False |
False |
3,048 |
| 40 |
9,635 |
8,200 |
1,435 |
16.8% |
64 |
0.7% |
25% |
False |
False |
1,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,066 |
|
2.618 |
8,895 |
|
1.618 |
8,790 |
|
1.000 |
8,725 |
|
0.618 |
8,685 |
|
HIGH |
8,620 |
|
0.618 |
8,580 |
|
0.500 |
8,568 |
|
0.382 |
8,555 |
|
LOW |
8,515 |
|
0.618 |
8,450 |
|
1.000 |
8,410 |
|
1.618 |
8,345 |
|
2.618 |
8,240 |
|
4.250 |
8,069 |
|
|