| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,152.0 |
2,191.0 |
39.0 |
1.8% |
2,187.0 |
| High |
2,152.0 |
2,253.0 |
101.0 |
4.7% |
2,253.0 |
| Low |
2,114.0 |
2,184.0 |
70.0 |
3.3% |
2,100.0 |
| Close |
2,136.0 |
2,241.0 |
105.0 |
4.9% |
2,241.0 |
| Range |
38.0 |
69.0 |
31.0 |
81.6% |
153.0 |
| ATR |
46.9 |
51.9 |
5.0 |
10.7% |
0.0 |
| Volume |
122 |
1,093 |
971 |
795.9% |
16,905 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,433.0 |
2,406.0 |
2,279.0 |
|
| R3 |
2,364.0 |
2,337.0 |
2,260.0 |
|
| R2 |
2,295.0 |
2,295.0 |
2,253.7 |
|
| R1 |
2,268.0 |
2,268.0 |
2,247.3 |
2,281.5 |
| PP |
2,226.0 |
2,226.0 |
2,226.0 |
2,232.8 |
| S1 |
2,199.0 |
2,199.0 |
2,234.7 |
2,212.5 |
| S2 |
2,157.0 |
2,157.0 |
2,228.4 |
|
| S3 |
2,088.0 |
2,130.0 |
2,222.0 |
|
| S4 |
2,019.0 |
2,061.0 |
2,203.1 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,657.0 |
2,602.0 |
2,325.2 |
|
| R3 |
2,504.0 |
2,449.0 |
2,283.1 |
|
| R2 |
2,351.0 |
2,351.0 |
2,269.1 |
|
| R1 |
2,296.0 |
2,296.0 |
2,255.0 |
2,323.5 |
| PP |
2,198.0 |
2,198.0 |
2,198.0 |
2,211.8 |
| S1 |
2,143.0 |
2,143.0 |
2,227.0 |
2,170.5 |
| S2 |
2,045.0 |
2,045.0 |
2,213.0 |
|
| S3 |
1,892.0 |
1,990.0 |
2,198.9 |
|
| S4 |
1,739.0 |
1,837.0 |
2,156.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,253.0 |
2,100.0 |
153.0 |
6.8% |
50.8 |
2.3% |
92% |
True |
False |
3,381 |
| 10 |
2,253.0 |
2,100.0 |
153.0 |
6.8% |
50.1 |
2.2% |
92% |
True |
False |
5,499 |
| 20 |
2,253.0 |
2,016.0 |
237.0 |
10.6% |
46.5 |
2.1% |
95% |
True |
False |
10,405 |
| 40 |
2,253.0 |
2,016.0 |
237.0 |
10.6% |
47.1 |
2.1% |
95% |
True |
False |
5,939 |
| 60 |
2,357.0 |
2,016.0 |
341.0 |
15.2% |
47.0 |
2.1% |
66% |
False |
False |
4,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,546.3 |
|
2.618 |
2,433.6 |
|
1.618 |
2,364.6 |
|
1.000 |
2,322.0 |
|
0.618 |
2,295.6 |
|
HIGH |
2,253.0 |
|
0.618 |
2,226.6 |
|
0.500 |
2,218.5 |
|
0.382 |
2,210.4 |
|
LOW |
2,184.0 |
|
0.618 |
2,141.4 |
|
1.000 |
2,115.0 |
|
1.618 |
2,072.4 |
|
2.618 |
2,003.4 |
|
4.250 |
1,890.8 |
|
|