Day Change Summary |
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Previous |
Current |
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26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1,300.50 |
1,308.00 |
7.50 |
0.6% |
1,339.00 |
High |
1,311.00 |
1,321.50 |
10.50 |
0.8% |
1,350.25 |
Low |
1,297.00 |
1,306.25 |
9.25 |
0.7% |
1,311.00 |
Close |
1,308.50 |
1,318.50 |
10.00 |
0.8% |
1,320.00 |
Range |
14.00 |
15.25 |
1.25 |
8.9% |
39.25 |
ATR |
19.66 |
19.34 |
-0.31 |
-1.6% |
0.00 |
Volume |
684 |
1,713 |
1,029 |
150.4% |
6,480 |
|
Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.25 |
1,355.00 |
1,327.00 |
|
R3 |
1,346.00 |
1,339.75 |
1,322.75 |
|
R2 |
1,330.75 |
1,330.75 |
1,321.25 |
|
R1 |
1,324.50 |
1,324.50 |
1,320.00 |
1,327.50 |
PP |
1,315.50 |
1,315.50 |
1,315.50 |
1,317.00 |
S1 |
1,309.25 |
1,309.25 |
1,317.00 |
1,312.50 |
S2 |
1,300.25 |
1,300.25 |
1,315.75 |
|
S3 |
1,285.00 |
1,294.00 |
1,314.25 |
|
S4 |
1,269.75 |
1,278.75 |
1,310.00 |
|
|
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 |
1,345.25 |
1,296.00 |
49.25 |
3.7% |
19.75 |
1.5% |
46% |
False |
False |
1,252 |
10 |
1,350.25 |
1,296.00 |
54.25 |
4.1% |
18.75 |
1.4% |
41% |
False |
False |
1,086 |
20 |
1,350.25 |
1,250.00 |
100.25 |
7.6% |
20.00 |
1.5% |
68% |
False |
False |
849 |
40 |
1,388.50 |
1,250.00 |
138.50 |
10.5% |
18.00 |
1.4% |
49% |
False |
False |
647 |
60 |
1,396.75 |
1,250.00 |
146.75 |
11.1% |
15.25 |
1.2% |
47% |
False |
False |
499 |
80 |
1,404.00 |
1,250.00 |
154.00 |
11.7% |
13.00 |
1.0% |
44% |
False |
False |
404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.25 |
2.618 |
1,361.50 |
1.618 |
1,346.25 |
1.000 |
1,336.75 |
0.618 |
1,331.00 |
HIGH |
1,321.50 |
0.618 |
1,315.75 |
0.500 |
1,314.00 |
0.382 |
1,312.00 |
LOW |
1,306.25 |
0.618 |
1,296.75 |
1.000 |
1,291.00 |
1.618 |
1,281.50 |
2.618 |
1,266.25 |
4.250 |
1,241.50 |
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