| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,650 |
8,730 |
80 |
0.9% |
8,700 |
| High |
8,715 |
8,815 |
100 |
1.1% |
8,895 |
| Low |
8,620 |
8,660 |
40 |
0.5% |
8,630 |
| Close |
8,700 |
8,795 |
95 |
1.1% |
8,835 |
| Range |
95 |
155 |
60 |
63.2% |
265 |
| ATR |
127 |
129 |
2 |
1.6% |
0 |
| Volume |
3,678 |
3,841 |
163 |
4.4% |
25,297 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,222 |
9,163 |
8,880 |
|
| R3 |
9,067 |
9,008 |
8,838 |
|
| R2 |
8,912 |
8,912 |
8,824 |
|
| R1 |
8,853 |
8,853 |
8,809 |
8,883 |
| PP |
8,757 |
8,757 |
8,757 |
8,771 |
| S1 |
8,698 |
8,698 |
8,781 |
8,728 |
| S2 |
8,602 |
8,602 |
8,767 |
|
| S3 |
8,447 |
8,543 |
8,753 |
|
| S4 |
8,292 |
8,388 |
8,710 |
|
|
| 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 |
8,620 |
275 |
3.1% |
150 |
1.7% |
64% |
False |
False |
4,671 |
| 10 |
8,895 |
8,510 |
385 |
4.4% |
130 |
1.5% |
74% |
False |
False |
4,896 |
| 20 |
8,895 |
8,200 |
695 |
7.9% |
155 |
1.8% |
86% |
False |
False |
5,485 |
| 40 |
9,405 |
8,200 |
1,205 |
13.7% |
94 |
1.1% |
49% |
False |
False |
2,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,474 |
|
2.618 |
9,221 |
|
1.618 |
9,066 |
|
1.000 |
8,970 |
|
0.618 |
8,911 |
|
HIGH |
8,815 |
|
0.618 |
8,756 |
|
0.500 |
8,738 |
|
0.382 |
8,719 |
|
LOW |
8,660 |
|
0.618 |
8,564 |
|
1.000 |
8,505 |
|
1.618 |
8,409 |
|
2.618 |
8,254 |
|
4.250 |
8,001 |
|
|