Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
6,245.5 |
6,281.0 |
35.5 |
0.6% |
6,260.0 |
High |
6,248.0 |
6,440.0 |
192.0 |
3.1% |
6,440.0 |
Low |
6,112.5 |
6,281.0 |
168.5 |
2.8% |
6,112.5 |
Close |
6,154.0 |
6,414.5 |
260.5 |
4.2% |
6,414.5 |
Range |
135.5 |
159.0 |
23.5 |
17.3% |
327.5 |
ATR |
121.9 |
133.6 |
11.7 |
9.6% |
0.0 |
Volume |
362 |
220 |
-142 |
-39.2% |
1,807 |
|
Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,855.5 |
6,794.0 |
6,502.0 |
|
R3 |
6,696.5 |
6,635.0 |
6,458.2 |
|
R2 |
6,537.5 |
6,537.5 |
6,443.7 |
|
R1 |
6,476.0 |
6,476.0 |
6,429.1 |
6,506.8 |
PP |
6,378.5 |
6,378.5 |
6,378.5 |
6,393.9 |
S1 |
6,317.0 |
6,317.0 |
6,399.9 |
6,347.8 |
S2 |
6,219.5 |
6,219.5 |
6,385.4 |
|
S3 |
6,060.5 |
6,158.0 |
6,370.8 |
|
S4 |
5,901.5 |
5,999.0 |
6,327.1 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,304.8 |
7,187.2 |
6,594.6 |
|
R3 |
6,977.3 |
6,859.7 |
6,504.6 |
|
R2 |
6,649.8 |
6,649.8 |
6,474.5 |
|
R1 |
6,532.2 |
6,532.2 |
6,444.5 |
6,591.0 |
PP |
6,322.3 |
6,322.3 |
6,322.3 |
6,351.8 |
S1 |
6,204.7 |
6,204.7 |
6,384.5 |
6,263.5 |
S2 |
5,994.8 |
5,994.8 |
6,354.5 |
|
S3 |
5,667.3 |
5,877.2 |
6,324.4 |
|
S4 |
5,339.8 |
5,549.7 |
6,234.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,440.0 |
6,112.5 |
327.5 |
5.1% |
120.3 |
1.9% |
92% |
True |
False |
361 |
10 |
6,440.0 |
6,112.5 |
327.5 |
5.1% |
116.1 |
1.8% |
92% |
True |
False |
435 |
20 |
6,440.0 |
5,924.0 |
516.0 |
8.0% |
119.8 |
1.9% |
95% |
True |
False |
2,630 |
40 |
6,591.5 |
5,924.0 |
667.5 |
10.4% |
119.5 |
1.9% |
73% |
False |
False |
1,420 |
60 |
6,943.0 |
5,924.0 |
1,019.0 |
15.9% |
113.5 |
1.8% |
48% |
False |
False |
960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,115.8 |
2.618 |
6,856.3 |
1.618 |
6,697.3 |
1.000 |
6,599.0 |
0.618 |
6,538.3 |
HIGH |
6,440.0 |
0.618 |
6,379.3 |
0.500 |
6,360.5 |
0.382 |
6,341.7 |
LOW |
6,281.0 |
0.618 |
6,182.7 |
1.000 |
6,122.0 |
1.618 |
6,023.7 |
2.618 |
5,864.7 |
4.250 |
5,605.3 |
|
|