| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,795 |
8,840 |
45 |
0.5% |
8,835 |
| High |
8,890 |
9,130 |
240 |
2.7% |
9,130 |
| Low |
8,785 |
8,805 |
20 |
0.2% |
8,620 |
| Close |
8,840 |
9,125 |
285 |
3.2% |
9,125 |
| Range |
105 |
325 |
220 |
209.5% |
510 |
| ATR |
127 |
141 |
14 |
11.1% |
0 |
| Volume |
4,389 |
6,015 |
1,626 |
37.0% |
23,600 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,995 |
9,885 |
9,304 |
|
| R3 |
9,670 |
9,560 |
9,215 |
|
| R2 |
9,345 |
9,345 |
9,185 |
|
| R1 |
9,235 |
9,235 |
9,155 |
9,290 |
| PP |
9,020 |
9,020 |
9,020 |
9,048 |
| S1 |
8,910 |
8,910 |
9,095 |
8,965 |
| S2 |
8,695 |
8,695 |
9,066 |
|
| S3 |
8,370 |
8,585 |
9,036 |
|
| S4 |
8,045 |
8,260 |
8,946 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,488 |
10,317 |
9,406 |
|
| R3 |
9,978 |
9,807 |
9,265 |
|
| R2 |
9,468 |
9,468 |
9,219 |
|
| R1 |
9,297 |
9,297 |
9,172 |
9,383 |
| PP |
8,958 |
8,958 |
8,958 |
9,001 |
| S1 |
8,787 |
8,787 |
9,078 |
8,873 |
| S2 |
8,448 |
8,448 |
9,032 |
|
| S3 |
7,938 |
8,277 |
8,985 |
|
| S4 |
7,428 |
7,767 |
8,845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,130 |
8,620 |
510 |
5.6% |
179 |
2.0% |
99% |
True |
False |
4,720 |
| 10 |
9,130 |
8,620 |
510 |
5.6% |
154 |
1.7% |
99% |
True |
False |
4,889 |
| 20 |
9,130 |
8,200 |
930 |
10.2% |
161 |
1.8% |
99% |
True |
False |
5,978 |
| 40 |
9,275 |
8,200 |
1,075 |
11.8% |
105 |
1.1% |
86% |
False |
False |
3,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,511 |
|
2.618 |
9,981 |
|
1.618 |
9,656 |
|
1.000 |
9,455 |
|
0.618 |
9,331 |
|
HIGH |
9,130 |
|
0.618 |
9,006 |
|
0.500 |
8,968 |
|
0.382 |
8,929 |
|
LOW |
8,805 |
|
0.618 |
8,604 |
|
1.000 |
8,480 |
|
1.618 |
8,279 |
|
2.618 |
7,954 |
|
4.250 |
7,424 |
|
|