| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,720 |
8,715 |
-5 |
-0.1% |
8,610 |
| High |
8,745 |
8,825 |
80 |
0.9% |
8,740 |
| Low |
8,640 |
8,710 |
70 |
0.8% |
8,460 |
| Close |
8,710 |
8,800 |
90 |
1.0% |
8,630 |
| Range |
105 |
115 |
10 |
9.5% |
280 |
| ATR |
120 |
120 |
0 |
-0.3% |
0 |
| Volume |
3,520 |
6,431 |
2,911 |
82.7% |
23,708 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,123 |
9,077 |
8,863 |
|
| R3 |
9,008 |
8,962 |
8,832 |
|
| R2 |
8,893 |
8,893 |
8,821 |
|
| R1 |
8,847 |
8,847 |
8,811 |
8,870 |
| PP |
8,778 |
8,778 |
8,778 |
8,790 |
| S1 |
8,732 |
8,732 |
8,790 |
8,755 |
| S2 |
8,663 |
8,663 |
8,779 |
|
| S3 |
8,548 |
8,617 |
8,769 |
|
| S4 |
8,433 |
8,502 |
8,737 |
|
|
| 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 |
8,825 |
8,510 |
315 |
3.6% |
110 |
1.3% |
92% |
True |
False |
5,121 |
| 10 |
8,825 |
8,410 |
415 |
4.7% |
145 |
1.6% |
94% |
True |
False |
5,156 |
| 20 |
8,825 |
8,200 |
625 |
7.1% |
137 |
1.6% |
96% |
True |
False |
4,326 |
| 40 |
9,635 |
8,200 |
1,435 |
16.3% |
77 |
0.9% |
42% |
False |
False |
2,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,314 |
|
2.618 |
9,126 |
|
1.618 |
9,011 |
|
1.000 |
8,940 |
|
0.618 |
8,896 |
|
HIGH |
8,825 |
|
0.618 |
8,781 |
|
0.500 |
8,768 |
|
0.382 |
8,754 |
|
LOW |
8,710 |
|
0.618 |
8,639 |
|
1.000 |
8,595 |
|
1.618 |
8,524 |
|
2.618 |
8,409 |
|
4.250 |
8,221 |
|
|