| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,120.0 |
2,152.0 |
32.0 |
1.5% |
2,198.0 |
| High |
2,152.0 |
2,152.0 |
0.0 |
0.0% |
2,213.0 |
| Low |
2,111.0 |
2,114.0 |
3.0 |
0.1% |
2,124.0 |
| Close |
2,141.0 |
2,136.0 |
-5.0 |
-0.2% |
2,166.0 |
| Range |
41.0 |
38.0 |
-3.0 |
-7.3% |
89.0 |
| ATR |
47.6 |
46.9 |
-0.7 |
-1.4% |
0.0 |
| Volume |
15,342 |
122 |
-15,220 |
-99.2% |
38,086 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,248.0 |
2,230.0 |
2,156.9 |
|
| R3 |
2,210.0 |
2,192.0 |
2,146.5 |
|
| R2 |
2,172.0 |
2,172.0 |
2,143.0 |
|
| R1 |
2,154.0 |
2,154.0 |
2,139.5 |
2,144.0 |
| PP |
2,134.0 |
2,134.0 |
2,134.0 |
2,129.0 |
| S1 |
2,116.0 |
2,116.0 |
2,132.5 |
2,106.0 |
| S2 |
2,096.0 |
2,096.0 |
2,129.0 |
|
| S3 |
2,058.0 |
2,078.0 |
2,125.6 |
|
| S4 |
2,020.0 |
2,040.0 |
2,115.1 |
|
|
| 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 |
2,187.0 |
2,100.0 |
87.0 |
4.1% |
43.0 |
2.0% |
41% |
False |
False |
5,030 |
| 10 |
2,213.0 |
2,100.0 |
113.0 |
5.3% |
46.2 |
2.2% |
32% |
False |
False |
7,063 |
| 20 |
2,213.0 |
2,016.0 |
197.0 |
9.2% |
46.2 |
2.2% |
61% |
False |
False |
10,559 |
| 40 |
2,229.0 |
2,016.0 |
213.0 |
10.0% |
46.5 |
2.2% |
56% |
False |
False |
5,922 |
| 60 |
2,410.0 |
2,016.0 |
394.0 |
18.4% |
46.8 |
2.2% |
30% |
False |
False |
4,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,313.5 |
|
2.618 |
2,251.5 |
|
1.618 |
2,213.5 |
|
1.000 |
2,190.0 |
|
0.618 |
2,175.5 |
|
HIGH |
2,152.0 |
|
0.618 |
2,137.5 |
|
0.500 |
2,133.0 |
|
0.382 |
2,128.5 |
|
LOW |
2,114.0 |
|
0.618 |
2,090.5 |
|
1.000 |
2,076.0 |
|
1.618 |
2,052.5 |
|
2.618 |
2,014.5 |
|
4.250 |
1,952.5 |
|
|