| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,745 |
8,835 |
90 |
1.0% |
8,700 |
| High |
8,845 |
8,840 |
-5 |
-0.1% |
8,895 |
| Low |
8,715 |
8,625 |
-90 |
-1.0% |
8,630 |
| Close |
8,835 |
8,655 |
-180 |
-2.0% |
8,835 |
| Range |
130 |
215 |
85 |
65.4% |
265 |
| ATR |
123 |
129 |
7 |
5.4% |
0 |
| Volume |
3,709 |
5,677 |
1,968 |
53.1% |
25,297 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,352 |
9,218 |
8,773 |
|
| R3 |
9,137 |
9,003 |
8,714 |
|
| R2 |
8,922 |
8,922 |
8,695 |
|
| R1 |
8,788 |
8,788 |
8,675 |
8,748 |
| PP |
8,707 |
8,707 |
8,707 |
8,686 |
| S1 |
8,573 |
8,573 |
8,635 |
8,533 |
| S2 |
8,492 |
8,492 |
8,616 |
|
| S3 |
8,277 |
8,358 |
8,596 |
|
| S4 |
8,062 |
8,143 |
8,537 |
|
|
| 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 |
8,625 |
270 |
3.1% |
144 |
1.7% |
11% |
False |
True |
5,157 |
| 10 |
8,895 |
8,460 |
435 |
5.0% |
129 |
1.5% |
45% |
False |
False |
4,911 |
| 20 |
8,895 |
8,200 |
695 |
8.0% |
152 |
1.8% |
65% |
False |
False |
5,117 |
| 40 |
9,550 |
8,200 |
1,350 |
15.6% |
88 |
1.0% |
34% |
False |
False |
2,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,754 |
|
2.618 |
9,403 |
|
1.618 |
9,188 |
|
1.000 |
9,055 |
|
0.618 |
8,973 |
|
HIGH |
8,840 |
|
0.618 |
8,758 |
|
0.500 |
8,733 |
|
0.382 |
8,707 |
|
LOW |
8,625 |
|
0.618 |
8,492 |
|
1.000 |
8,410 |
|
1.618 |
8,277 |
|
2.618 |
8,062 |
|
4.250 |
7,711 |
|
|