| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,187.0 |
2,117.0 |
-70.0 |
-3.2% |
2,198.0 |
| High |
2,187.0 |
2,124.0 |
-63.0 |
-2.9% |
2,213.0 |
| Low |
2,105.0 |
2,100.0 |
-5.0 |
-0.2% |
2,124.0 |
| Close |
2,113.0 |
2,107.0 |
-6.0 |
-0.3% |
2,166.0 |
| Range |
82.0 |
24.0 |
-58.0 |
-70.7% |
89.0 |
| ATR |
49.6 |
47.8 |
-1.8 |
-3.7% |
0.0 |
| Volume |
225 |
123 |
-102 |
-45.3% |
38,086 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.3 |
2,168.7 |
2,120.2 |
|
| R3 |
2,158.3 |
2,144.7 |
2,113.6 |
|
| R2 |
2,134.3 |
2,134.3 |
2,111.4 |
|
| R1 |
2,120.7 |
2,120.7 |
2,109.2 |
2,115.5 |
| PP |
2,110.3 |
2,110.3 |
2,110.3 |
2,107.8 |
| S1 |
2,096.7 |
2,096.7 |
2,104.8 |
2,091.5 |
| S2 |
2,086.3 |
2,086.3 |
2,102.6 |
|
| S3 |
2,062.3 |
2,072.7 |
2,100.4 |
|
| S4 |
2,038.3 |
2,048.7 |
2,093.8 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,434.7 |
2,389.3 |
2,215.0 |
|
| R3 |
2,345.7 |
2,300.3 |
2,190.5 |
|
| R2 |
2,256.7 |
2,256.7 |
2,182.3 |
|
| R1 |
2,211.3 |
2,211.3 |
2,174.2 |
2,189.5 |
| PP |
2,167.7 |
2,167.7 |
2,167.7 |
2,156.8 |
| S1 |
2,122.3 |
2,122.3 |
2,157.8 |
2,100.5 |
| S2 |
2,078.7 |
2,078.7 |
2,149.7 |
|
| S3 |
1,989.7 |
2,033.3 |
2,141.5 |
|
| S4 |
1,900.7 |
1,944.3 |
2,117.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,213.0 |
2,100.0 |
113.0 |
5.4% |
44.6 |
2.1% |
6% |
False |
True |
2,022 |
| 10 |
2,213.0 |
2,098.0 |
115.0 |
5.5% |
45.3 |
2.1% |
8% |
False |
False |
10,504 |
| 20 |
2,213.0 |
2,016.0 |
197.0 |
9.3% |
46.7 |
2.2% |
46% |
False |
False |
10,195 |
| 40 |
2,271.0 |
2,016.0 |
255.0 |
12.1% |
47.5 |
2.3% |
36% |
False |
False |
5,546 |
| 60 |
2,424.0 |
2,016.0 |
408.0 |
19.4% |
46.9 |
2.2% |
22% |
False |
False |
3,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,226.0 |
|
2.618 |
2,186.8 |
|
1.618 |
2,162.8 |
|
1.000 |
2,148.0 |
|
0.618 |
2,138.8 |
|
HIGH |
2,124.0 |
|
0.618 |
2,114.8 |
|
0.500 |
2,112.0 |
|
0.382 |
2,109.2 |
|
LOW |
2,100.0 |
|
0.618 |
2,085.2 |
|
1.000 |
2,076.0 |
|
1.618 |
2,061.2 |
|
2.618 |
2,037.2 |
|
4.250 |
1,998.0 |
|
|