Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
6,159.0 |
6,165.0 |
6.0 |
0.1% |
6,312.5 |
High |
6,183.0 |
6,249.5 |
66.5 |
1.1% |
6,432.0 |
Low |
6,120.0 |
6,140.5 |
20.5 |
0.3% |
6,229.0 |
Close |
6,144.5 |
6,222.5 |
78.0 |
1.3% |
6,264.5 |
Range |
63.0 |
109.0 |
46.0 |
73.0% |
203.0 |
ATR |
121.7 |
120.8 |
-0.9 |
-0.7% |
0.0 |
Volume |
435 |
506 |
71 |
16.3% |
2,552 |
|
Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,531.2 |
6,485.8 |
6,282.5 |
|
R3 |
6,422.2 |
6,376.8 |
6,252.5 |
|
R2 |
6,313.2 |
6,313.2 |
6,242.5 |
|
R1 |
6,267.8 |
6,267.8 |
6,232.5 |
6,290.5 |
PP |
6,204.2 |
6,204.2 |
6,204.2 |
6,215.5 |
S1 |
6,158.8 |
6,158.8 |
6,212.5 |
6,181.5 |
S2 |
6,095.2 |
6,095.2 |
6,202.5 |
|
S3 |
5,986.2 |
6,049.8 |
6,192.5 |
|
S4 |
5,877.2 |
5,940.8 |
6,162.6 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,917.5 |
6,794.0 |
6,376.2 |
|
R3 |
6,714.5 |
6,591.0 |
6,320.3 |
|
R2 |
6,511.5 |
6,511.5 |
6,301.7 |
|
R1 |
6,388.0 |
6,388.0 |
6,283.1 |
6,348.3 |
PP |
6,308.5 |
6,308.5 |
6,308.5 |
6,288.6 |
S1 |
6,185.0 |
6,185.0 |
6,245.9 |
6,145.3 |
S2 |
6,105.5 |
6,105.5 |
6,227.3 |
|
S3 |
5,902.5 |
5,982.0 |
6,208.7 |
|
S4 |
5,699.5 |
5,779.0 |
6,152.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,432.0 |
6,120.0 |
312.0 |
5.0% |
105.1 |
1.7% |
33% |
False |
False |
463 |
10 |
6,432.0 |
6,086.0 |
346.0 |
5.6% |
105.8 |
1.7% |
39% |
False |
False |
2,468 |
20 |
6,432.0 |
5,924.0 |
508.0 |
8.2% |
122.9 |
2.0% |
59% |
False |
False |
2,648 |
40 |
6,722.0 |
5,924.0 |
798.0 |
12.8% |
115.5 |
1.9% |
37% |
False |
False |
1,407 |
60 |
7,084.0 |
5,924.0 |
1,160.0 |
18.6% |
111.8 |
1.8% |
26% |
False |
False |
951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,712.8 |
2.618 |
6,534.9 |
1.618 |
6,425.9 |
1.000 |
6,358.5 |
0.618 |
6,316.9 |
HIGH |
6,249.5 |
0.618 |
6,207.9 |
0.500 |
6,195.0 |
0.382 |
6,182.1 |
LOW |
6,140.5 |
0.618 |
6,073.1 |
1.000 |
6,031.5 |
1.618 |
5,964.1 |
2.618 |
5,855.1 |
4.250 |
5,677.3 |
|
|