| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,730 |
8,795 |
65 |
0.7% |
8,700 |
| High |
8,815 |
8,890 |
75 |
0.9% |
8,895 |
| Low |
8,660 |
8,785 |
125 |
1.4% |
8,630 |
| Close |
8,795 |
8,840 |
45 |
0.5% |
8,835 |
| Range |
155 |
105 |
-50 |
-32.3% |
265 |
| ATR |
129 |
127 |
-2 |
-1.3% |
0 |
| Volume |
3,841 |
4,389 |
548 |
14.3% |
25,297 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,153 |
9,102 |
8,898 |
|
| R3 |
9,048 |
8,997 |
8,869 |
|
| R2 |
8,943 |
8,943 |
8,859 |
|
| R1 |
8,892 |
8,892 |
8,850 |
8,918 |
| PP |
8,838 |
8,838 |
8,838 |
8,851 |
| S1 |
8,787 |
8,787 |
8,831 |
8,813 |
| S2 |
8,733 |
8,733 |
8,821 |
|
| S3 |
8,628 |
8,682 |
8,811 |
|
| S4 |
8,523 |
8,577 |
8,782 |
|
|
| 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 |
8,890 |
8,620 |
270 |
3.1% |
140 |
1.6% |
81% |
True |
False |
4,258 |
| 10 |
8,895 |
8,555 |
340 |
3.8% |
131 |
1.5% |
84% |
False |
False |
4,760 |
| 20 |
8,895 |
8,200 |
695 |
7.9% |
155 |
1.7% |
92% |
False |
False |
5,702 |
| 40 |
9,365 |
8,200 |
1,165 |
13.2% |
97 |
1.1% |
55% |
False |
False |
2,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,336 |
|
2.618 |
9,165 |
|
1.618 |
9,060 |
|
1.000 |
8,995 |
|
0.618 |
8,955 |
|
HIGH |
8,890 |
|
0.618 |
8,850 |
|
0.500 |
8,838 |
|
0.382 |
8,825 |
|
LOW |
8,785 |
|
0.618 |
8,720 |
|
1.000 |
8,680 |
|
1.618 |
8,615 |
|
2.618 |
8,510 |
|
4.250 |
8,339 |
|
|