| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1,318.75 |
1,300.50 |
-18.25 |
-1.4% |
1,339.00 |
| High |
1,318.75 |
1,311.00 |
-7.75 |
-0.6% |
1,350.25 |
| Low |
1,296.00 |
1,297.00 |
1.00 |
0.1% |
1,311.00 |
| Close |
1,299.75 |
1,308.50 |
8.75 |
0.7% |
1,320.00 |
| Range |
22.75 |
14.00 |
-8.75 |
-38.5% |
39.25 |
| ATR |
20.09 |
19.66 |
-0.44 |
-2.2% |
0.00 |
| Volume |
1,454 |
684 |
-770 |
-53.0% |
6,480 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,347.50 |
1,342.00 |
1,316.25 |
|
| R3 |
1,333.50 |
1,328.00 |
1,312.25 |
|
| R2 |
1,319.50 |
1,319.50 |
1,311.00 |
|
| R1 |
1,314.00 |
1,314.00 |
1,309.75 |
1,316.75 |
| PP |
1,305.50 |
1,305.50 |
1,305.50 |
1,307.00 |
| S1 |
1,300.00 |
1,300.00 |
1,307.25 |
1,302.75 |
| S2 |
1,291.50 |
1,291.50 |
1,306.00 |
|
| S3 |
1,277.50 |
1,286.00 |
1,304.75 |
|
| S4 |
1,263.50 |
1,272.00 |
1,300.75 |
|
|
| 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 |
1,349.00 |
1,296.00 |
53.00 |
4.1% |
20.00 |
1.5% |
24% |
False |
False |
1,061 |
| 10 |
1,350.25 |
1,296.00 |
54.25 |
4.1% |
18.75 |
1.4% |
23% |
False |
False |
1,033 |
| 20 |
1,350.25 |
1,250.00 |
100.25 |
7.7% |
20.25 |
1.5% |
58% |
False |
False |
787 |
| 40 |
1,396.75 |
1,250.00 |
146.75 |
11.2% |
18.00 |
1.4% |
40% |
False |
False |
635 |
| 60 |
1,400.75 |
1,250.00 |
150.75 |
11.5% |
15.25 |
1.2% |
39% |
False |
False |
473 |
| 80 |
1,404.00 |
1,250.00 |
154.00 |
11.8% |
13.00 |
1.0% |
38% |
False |
False |
383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,370.50 |
|
2.618 |
1,347.75 |
|
1.618 |
1,333.75 |
|
1.000 |
1,325.00 |
|
0.618 |
1,319.75 |
|
HIGH |
1,311.00 |
|
0.618 |
1,305.75 |
|
0.500 |
1,304.00 |
|
0.382 |
1,302.25 |
|
LOW |
1,297.00 |
|
0.618 |
1,288.25 |
|
1.000 |
1,283.00 |
|
1.618 |
1,274.25 |
|
2.618 |
1,260.25 |
|
4.250 |
1,237.50 |
|
|