| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
8,840 |
9,125 |
285 |
3.2% |
8,835 |
| High |
9,130 |
9,125 |
-5 |
-0.1% |
9,130 |
| Low |
8,805 |
9,005 |
200 |
2.3% |
8,620 |
| Close |
9,125 |
9,045 |
-80 |
-0.9% |
9,125 |
| Range |
325 |
120 |
-205 |
-63.1% |
510 |
| ATR |
141 |
140 |
-2 |
-1.1% |
0 |
| Volume |
6,015 |
6,448 |
433 |
7.2% |
23,600 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,418 |
9,352 |
9,111 |
|
| R3 |
9,298 |
9,232 |
9,078 |
|
| R2 |
9,178 |
9,178 |
9,067 |
|
| R1 |
9,112 |
9,112 |
9,056 |
9,085 |
| PP |
9,058 |
9,058 |
9,058 |
9,045 |
| S1 |
8,992 |
8,992 |
9,034 |
8,965 |
| S2 |
8,938 |
8,938 |
9,023 |
|
| S3 |
8,818 |
8,872 |
9,012 |
|
| S4 |
8,698 |
8,752 |
8,979 |
|
|
| 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% |
160 |
1.8% |
83% |
False |
False |
4,874 |
| 10 |
9,130 |
8,620 |
510 |
5.6% |
152 |
1.7% |
83% |
False |
False |
5,016 |
| 20 |
9,130 |
8,335 |
795 |
8.8% |
158 |
1.7% |
89% |
False |
False |
5,641 |
| 40 |
9,170 |
8,200 |
970 |
10.7% |
108 |
1.2% |
87% |
False |
False |
3,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,635 |
|
2.618 |
9,439 |
|
1.618 |
9,319 |
|
1.000 |
9,245 |
|
0.618 |
9,199 |
|
HIGH |
9,125 |
|
0.618 |
9,079 |
|
0.500 |
9,065 |
|
0.382 |
9,051 |
|
LOW |
9,005 |
|
0.618 |
8,931 |
|
1.000 |
8,885 |
|
1.618 |
8,811 |
|
2.618 |
8,691 |
|
4.250 |
8,495 |
|
|