Day Change Summary |
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Previous |
Current |
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|
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27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
6,165.0 |
6,245.5 |
80.5 |
1.3% |
6,312.5 |
High |
6,249.5 |
6,248.0 |
-1.5 |
0.0% |
6,432.0 |
Low |
6,140.5 |
6,112.5 |
-28.0 |
-0.5% |
6,229.0 |
Close |
6,222.5 |
6,154.0 |
-68.5 |
-1.1% |
6,264.5 |
Range |
109.0 |
135.5 |
26.5 |
24.3% |
203.0 |
ATR |
120.8 |
121.9 |
1.0 |
0.9% |
0.0 |
Volume |
506 |
362 |
-144 |
-28.5% |
2,552 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,578.0 |
6,501.5 |
6,228.5 |
|
R3 |
6,442.5 |
6,366.0 |
6,191.3 |
|
R2 |
6,307.0 |
6,307.0 |
6,178.8 |
|
R1 |
6,230.5 |
6,230.5 |
6,166.4 |
6,201.0 |
PP |
6,171.5 |
6,171.5 |
6,171.5 |
6,156.8 |
S1 |
6,095.0 |
6,095.0 |
6,141.6 |
6,065.5 |
S2 |
6,036.0 |
6,036.0 |
6,129.2 |
|
S3 |
5,900.5 |
5,959.5 |
6,116.7 |
|
S4 |
5,765.0 |
5,824.0 |
6,079.5 |
|
|
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 |
6,326.0 |
6,112.5 |
213.5 |
3.5% |
101.1 |
1.6% |
19% |
False |
True |
437 |
10 |
6,432.0 |
6,112.5 |
319.5 |
5.2% |
110.3 |
1.8% |
13% |
False |
True |
880 |
20 |
6,432.0 |
5,924.0 |
508.0 |
8.3% |
124.1 |
2.0% |
45% |
False |
False |
2,652 |
40 |
6,687.0 |
5,924.0 |
763.0 |
12.4% |
118.6 |
1.9% |
30% |
False |
False |
1,415 |
60 |
7,058.5 |
5,924.0 |
1,134.5 |
18.4% |
112.3 |
1.8% |
20% |
False |
False |
957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,823.9 |
2.618 |
6,602.7 |
1.618 |
6,467.2 |
1.000 |
6,383.5 |
0.618 |
6,331.7 |
HIGH |
6,248.0 |
0.618 |
6,196.2 |
0.500 |
6,180.3 |
0.382 |
6,164.3 |
LOW |
6,112.5 |
0.618 |
6,028.8 |
1.000 |
5,977.0 |
1.618 |
5,893.3 |
2.618 |
5,757.8 |
4.250 |
5,536.6 |
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