Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
5,396.0 |
5,530.0 |
134.0 |
2.5% |
5,408.5 |
High |
5,401.0 |
5,536.5 |
135.5 |
2.5% |
5,536.5 |
Low |
5,396.0 |
5,494.5 |
98.5 |
1.8% |
5,381.0 |
Close |
5,417.0 |
5,494.5 |
77.5 |
1.4% |
5,494.5 |
Range |
5.0 |
42.0 |
37.0 |
740.0% |
155.5 |
ATR |
44.1 |
49.5 |
5.4 |
12.2% |
0.0 |
Volume |
49 |
16 |
-33 |
-67.3% |
90 |
|
Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,634.5 |
5,606.5 |
5,517.5 |
|
R3 |
5,592.5 |
5,564.5 |
5,506.0 |
|
R2 |
5,550.5 |
5,550.5 |
5,502.0 |
|
R1 |
5,522.5 |
5,522.5 |
5,498.5 |
5,515.5 |
PP |
5,508.5 |
5,508.5 |
5,508.5 |
5,505.0 |
S1 |
5,480.5 |
5,480.5 |
5,490.5 |
5,473.5 |
S2 |
5,466.5 |
5,466.5 |
5,487.0 |
|
S3 |
5,424.5 |
5,438.5 |
5,483.0 |
|
S4 |
5,382.5 |
5,396.5 |
5,471.5 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,937.0 |
5,871.5 |
5,580.0 |
|
R3 |
5,781.5 |
5,716.0 |
5,537.5 |
|
R2 |
5,626.0 |
5,626.0 |
5,523.0 |
|
R1 |
5,560.5 |
5,560.5 |
5,509.0 |
5,593.0 |
PP |
5,470.5 |
5,470.5 |
5,470.5 |
5,487.0 |
S1 |
5,405.0 |
5,405.0 |
5,480.0 |
5,438.0 |
S2 |
5,315.0 |
5,315.0 |
5,466.0 |
|
S3 |
5,159.5 |
5,249.5 |
5,451.5 |
|
S4 |
5,004.0 |
5,094.0 |
5,409.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,536.5 |
5,381.0 |
155.5 |
2.8% |
28.5 |
0.5% |
73% |
True |
False |
18 |
10 |
5,549.0 |
5,381.0 |
168.0 |
3.1% |
21.0 |
0.4% |
68% |
False |
False |
18 |
20 |
5,549.0 |
5,174.5 |
374.5 |
6.8% |
16.5 |
0.3% |
85% |
False |
False |
66 |
40 |
5,687.0 |
5,174.5 |
512.5 |
9.3% |
8.5 |
0.2% |
62% |
False |
False |
49 |
60 |
5,727.5 |
5,174.5 |
553.0 |
10.1% |
7.0 |
0.1% |
58% |
False |
False |
41 |
80 |
5,854.0 |
5,174.5 |
679.5 |
12.4% |
6.0 |
0.1% |
47% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,715.0 |
2.618 |
5,646.5 |
1.618 |
5,604.5 |
1.000 |
5,578.5 |
0.618 |
5,562.5 |
HIGH |
5,536.5 |
0.618 |
5,520.5 |
0.500 |
5,515.5 |
0.382 |
5,510.5 |
LOW |
5,494.5 |
0.618 |
5,468.5 |
1.000 |
5,452.5 |
1.618 |
5,426.5 |
2.618 |
5,384.5 |
4.250 |
5,316.0 |
|
|