| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,610 |
8,700 |
90 |
1.0% |
8,610 |
| High |
8,645 |
8,770 |
125 |
1.4% |
8,740 |
| Low |
8,555 |
8,630 |
75 |
0.9% |
8,460 |
| Close |
8,630 |
8,690 |
60 |
0.7% |
8,630 |
| Range |
90 |
140 |
50 |
55.6% |
280 |
| ATR |
120 |
121 |
1 |
1.2% |
0 |
| Volume |
4,726 |
5,185 |
459 |
9.7% |
23,708 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,117 |
9,043 |
8,767 |
|
| R3 |
8,977 |
8,903 |
8,729 |
|
| R2 |
8,837 |
8,837 |
8,716 |
|
| R1 |
8,763 |
8,763 |
8,703 |
8,730 |
| PP |
8,697 |
8,697 |
8,697 |
8,680 |
| S1 |
8,623 |
8,623 |
8,677 |
8,590 |
| S2 |
8,557 |
8,557 |
8,664 |
|
| S3 |
8,417 |
8,483 |
8,652 |
|
| S4 |
8,277 |
8,343 |
8,613 |
|
|
| 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 |
8,770 |
8,460 |
310 |
3.6% |
113 |
1.3% |
74% |
True |
False |
4,664 |
| 10 |
8,770 |
8,335 |
435 |
5.0% |
164 |
1.9% |
82% |
True |
False |
6,266 |
| 20 |
8,770 |
8,200 |
570 |
6.6% |
131 |
1.5% |
86% |
True |
False |
3,828 |
| 40 |
9,635 |
8,200 |
1,435 |
16.5% |
72 |
0.8% |
34% |
False |
False |
1,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,365 |
|
2.618 |
9,137 |
|
1.618 |
8,997 |
|
1.000 |
8,910 |
|
0.618 |
8,857 |
|
HIGH |
8,770 |
|
0.618 |
8,717 |
|
0.500 |
8,700 |
|
0.382 |
8,684 |
|
LOW |
8,630 |
|
0.618 |
8,544 |
|
1.000 |
8,490 |
|
1.618 |
8,404 |
|
2.618 |
8,264 |
|
4.250 |
8,035 |
|
|