| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,800 |
8,745 |
-55 |
-0.6% |
8,700 |
| High |
8,895 |
8,845 |
-50 |
-0.6% |
8,895 |
| Low |
8,740 |
8,715 |
-25 |
-0.3% |
8,630 |
| Close |
8,760 |
8,835 |
75 |
0.9% |
8,835 |
| Range |
155 |
130 |
-25 |
-16.1% |
265 |
| ATR |
122 |
123 |
1 |
0.5% |
0 |
| Volume |
6,452 |
3,709 |
-2,743 |
-42.5% |
25,297 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,188 |
9,142 |
8,907 |
|
| R3 |
9,058 |
9,012 |
8,871 |
|
| R2 |
8,928 |
8,928 |
8,859 |
|
| R1 |
8,882 |
8,882 |
8,847 |
8,905 |
| PP |
8,798 |
8,798 |
8,798 |
8,810 |
| S1 |
8,752 |
8,752 |
8,823 |
8,775 |
| S2 |
8,668 |
8,668 |
8,811 |
|
| S3 |
8,538 |
8,622 |
8,799 |
|
| S4 |
8,408 |
8,492 |
8,764 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,582 |
9,473 |
8,981 |
|
| R3 |
9,317 |
9,208 |
8,908 |
|
| R2 |
9,052 |
9,052 |
8,884 |
|
| R1 |
8,943 |
8,943 |
8,859 |
8,998 |
| PP |
8,787 |
8,787 |
8,787 |
8,814 |
| S1 |
8,678 |
8,678 |
8,811 |
8,733 |
| S2 |
8,522 |
8,522 |
8,787 |
|
| S3 |
8,257 |
8,413 |
8,762 |
|
| S4 |
7,992 |
8,148 |
8,689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,895 |
8,630 |
265 |
3.0% |
129 |
1.5% |
77% |
False |
False |
5,059 |
| 10 |
8,895 |
8,460 |
435 |
4.9% |
135 |
1.5% |
86% |
False |
False |
4,900 |
| 20 |
8,895 |
8,200 |
695 |
7.9% |
143 |
1.6% |
91% |
False |
False |
4,833 |
| 40 |
9,635 |
8,200 |
1,435 |
16.2% |
85 |
1.0% |
44% |
False |
False |
2,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,398 |
|
2.618 |
9,185 |
|
1.618 |
9,055 |
|
1.000 |
8,975 |
|
0.618 |
8,925 |
|
HIGH |
8,845 |
|
0.618 |
8,795 |
|
0.500 |
8,780 |
|
0.382 |
8,765 |
|
LOW |
8,715 |
|
0.618 |
8,635 |
|
1.000 |
8,585 |
|
1.618 |
8,505 |
|
2.618 |
8,375 |
|
4.250 |
8,163 |
|
|