| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,570 |
8,545 |
-25 |
-0.3% |
8,200 |
| High |
8,620 |
8,610 |
-10 |
-0.1% |
8,720 |
| Low |
8,515 |
8,510 |
-5 |
-0.1% |
8,200 |
| Close |
8,555 |
8,595 |
40 |
0.5% |
8,540 |
| Range |
105 |
100 |
-5 |
-4.8% |
520 |
| ATR |
124 |
122 |
-2 |
-1.4% |
0 |
| Volume |
4,129 |
5,747 |
1,618 |
39.2% |
46,965 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,872 |
8,833 |
8,650 |
|
| R3 |
8,772 |
8,733 |
8,623 |
|
| R2 |
8,672 |
8,672 |
8,613 |
|
| R1 |
8,633 |
8,633 |
8,604 |
8,653 |
| PP |
8,572 |
8,572 |
8,572 |
8,581 |
| S1 |
8,533 |
8,533 |
8,586 |
8,553 |
| S2 |
8,472 |
8,472 |
8,577 |
|
| S3 |
8,372 |
8,433 |
8,568 |
|
| S4 |
8,272 |
8,333 |
8,540 |
|
|
| 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 |
3.8% |
176 |
2.0% |
56% |
False |
False |
4,959 |
| 10 |
8,740 |
8,200 |
540 |
6.3% |
179 |
2.1% |
73% |
False |
False |
6,644 |
| 20 |
8,790 |
8,200 |
590 |
6.9% |
119 |
1.4% |
67% |
False |
False |
3,335 |
| 40 |
9,635 |
8,200 |
1,435 |
16.7% |
66 |
0.8% |
28% |
False |
False |
1,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,035 |
|
2.618 |
8,872 |
|
1.618 |
8,772 |
|
1.000 |
8,710 |
|
0.618 |
8,672 |
|
HIGH |
8,610 |
|
0.618 |
8,572 |
|
0.500 |
8,560 |
|
0.382 |
8,548 |
|
LOW |
8,510 |
|
0.618 |
8,448 |
|
1.000 |
8,410 |
|
1.618 |
8,348 |
|
2.618 |
8,248 |
|
4.250 |
8,085 |
|
|