| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1,312.25 |
1,318.75 |
6.50 |
0.5% |
1,339.00 |
| High |
1,324.00 |
1,318.75 |
-5.25 |
-0.4% |
1,350.25 |
| Low |
1,311.75 |
1,296.00 |
-15.75 |
-1.2% |
1,311.00 |
| Close |
1,320.00 |
1,299.75 |
-20.25 |
-1.5% |
1,320.00 |
| Range |
12.25 |
22.75 |
10.50 |
85.7% |
39.25 |
| ATR |
19.79 |
20.09 |
0.30 |
1.5% |
0.00 |
| Volume |
932 |
1,454 |
522 |
56.0% |
6,480 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,373.00 |
1,359.25 |
1,312.25 |
|
| R3 |
1,350.25 |
1,336.50 |
1,306.00 |
|
| R2 |
1,327.50 |
1,327.50 |
1,304.00 |
|
| R1 |
1,313.75 |
1,313.75 |
1,301.75 |
1,309.25 |
| PP |
1,304.75 |
1,304.75 |
1,304.75 |
1,302.50 |
| S1 |
1,291.00 |
1,291.00 |
1,297.75 |
1,286.50 |
| S2 |
1,282.00 |
1,282.00 |
1,295.50 |
|
| S3 |
1,259.25 |
1,268.25 |
1,293.50 |
|
| S4 |
1,236.50 |
1,245.50 |
1,287.25 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.75 |
1,421.75 |
1,341.50 |
|
| R3 |
1,405.50 |
1,382.50 |
1,330.75 |
|
| R2 |
1,366.25 |
1,366.25 |
1,327.25 |
|
| R1 |
1,343.25 |
1,343.25 |
1,323.50 |
1,335.00 |
| PP |
1,327.00 |
1,327.00 |
1,327.00 |
1,323.00 |
| S1 |
1,304.00 |
1,304.00 |
1,316.50 |
1,296.00 |
| S2 |
1,287.75 |
1,287.75 |
1,312.75 |
|
| S3 |
1,248.50 |
1,264.75 |
1,309.25 |
|
| S4 |
1,209.25 |
1,225.50 |
1,298.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,350.25 |
1,296.00 |
54.25 |
4.2% |
21.00 |
1.6% |
7% |
False |
True |
1,205 |
| 10 |
1,350.25 |
1,292.00 |
58.25 |
4.5% |
19.50 |
1.5% |
13% |
False |
False |
1,001 |
| 20 |
1,350.25 |
1,250.00 |
100.25 |
7.7% |
20.00 |
1.5% |
50% |
False |
False |
754 |
| 40 |
1,396.75 |
1,250.00 |
146.75 |
11.3% |
17.75 |
1.4% |
34% |
False |
False |
618 |
| 60 |
1,402.25 |
1,250.00 |
152.25 |
11.7% |
15.00 |
1.2% |
33% |
False |
False |
462 |
| 80 |
1,404.00 |
1,250.00 |
154.00 |
11.8% |
12.75 |
1.0% |
32% |
False |
False |
375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,415.50 |
|
2.618 |
1,378.25 |
|
1.618 |
1,355.50 |
|
1.000 |
1,341.50 |
|
0.618 |
1,332.75 |
|
HIGH |
1,318.75 |
|
0.618 |
1,310.00 |
|
0.500 |
1,307.50 |
|
0.382 |
1,304.75 |
|
LOW |
1,296.00 |
|
0.618 |
1,282.00 |
|
1.000 |
1,273.25 |
|
1.618 |
1,259.25 |
|
2.618 |
1,236.50 |
|
4.250 |
1,199.25 |
|
|