| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,545 |
8,610 |
65 |
0.8% |
8,610 |
| High |
8,610 |
8,645 |
35 |
0.4% |
8,740 |
| Low |
8,510 |
8,555 |
45 |
0.5% |
8,460 |
| Close |
8,595 |
8,630 |
35 |
0.4% |
8,630 |
| Range |
100 |
90 |
-10 |
-10.0% |
280 |
| ATR |
122 |
120 |
-2 |
-1.9% |
0 |
| Volume |
5,747 |
4,726 |
-1,021 |
-17.8% |
23,708 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,880 |
8,845 |
8,680 |
|
| R3 |
8,790 |
8,755 |
8,655 |
|
| R2 |
8,700 |
8,700 |
8,647 |
|
| R1 |
8,665 |
8,665 |
8,638 |
8,683 |
| PP |
8,610 |
8,610 |
8,610 |
8,619 |
| S1 |
8,575 |
8,575 |
8,622 |
8,593 |
| S2 |
8,520 |
8,520 |
8,614 |
|
| S3 |
8,430 |
8,485 |
8,605 |
|
| S4 |
8,340 |
8,395 |
8,581 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,450 |
9,320 |
8,784 |
|
| R3 |
9,170 |
9,040 |
8,707 |
|
| R2 |
8,890 |
8,890 |
8,681 |
|
| R1 |
8,760 |
8,760 |
8,656 |
8,825 |
| PP |
8,610 |
8,610 |
8,610 |
8,643 |
| S1 |
8,480 |
8,480 |
8,604 |
8,545 |
| S2 |
8,330 |
8,330 |
8,579 |
|
| S3 |
8,050 |
8,200 |
8,553 |
|
| S4 |
7,770 |
7,920 |
8,476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,740 |
8,460 |
280 |
3.2% |
140 |
1.6% |
61% |
False |
False |
4,741 |
| 10 |
8,740 |
8,200 |
540 |
6.3% |
169 |
2.0% |
80% |
False |
False |
7,067 |
| 20 |
8,745 |
8,200 |
545 |
6.3% |
124 |
1.4% |
79% |
False |
False |
3,572 |
| 40 |
9,635 |
8,200 |
1,435 |
16.6% |
68 |
0.8% |
30% |
False |
False |
1,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,028 |
|
2.618 |
8,881 |
|
1.618 |
8,791 |
|
1.000 |
8,735 |
|
0.618 |
8,701 |
|
HIGH |
8,645 |
|
0.618 |
8,611 |
|
0.500 |
8,600 |
|
0.382 |
8,590 |
|
LOW |
8,555 |
|
0.618 |
8,500 |
|
1.000 |
8,465 |
|
1.618 |
8,410 |
|
2.618 |
8,320 |
|
4.250 |
8,173 |
|
|