| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,540.50 |
2,543.00 |
2.50 |
0.1% |
2,540.00 |
| High |
2,540.50 |
2,606.50 |
66.00 |
2.6% |
2,606.50 |
| Low |
2,506.00 |
2,543.00 |
37.00 |
1.5% |
2,506.00 |
| Close |
2,520.75 |
2,603.25 |
82.50 |
3.3% |
2,603.25 |
| Range |
34.50 |
63.50 |
29.00 |
84.1% |
100.50 |
| ATR |
30.98 |
34.89 |
3.91 |
12.6% |
0.00 |
| Volume |
7 |
29 |
22 |
314.3% |
51 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.75 |
2,752.50 |
2,638.25 |
|
| R3 |
2,711.25 |
2,689.00 |
2,620.75 |
|
| R2 |
2,647.75 |
2,647.75 |
2,615.00 |
|
| R1 |
2,625.50 |
2,625.50 |
2,609.00 |
2,636.50 |
| PP |
2,584.25 |
2,584.25 |
2,584.25 |
2,589.75 |
| S1 |
2,562.00 |
2,562.00 |
2,597.50 |
2,573.00 |
| S2 |
2,520.75 |
2,520.75 |
2,591.50 |
|
| S3 |
2,457.25 |
2,498.50 |
2,585.75 |
|
| S4 |
2,393.75 |
2,435.00 |
2,568.25 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,873.50 |
2,838.75 |
2,658.50 |
|
| R3 |
2,773.00 |
2,738.25 |
2,631.00 |
|
| R2 |
2,672.50 |
2,672.50 |
2,621.75 |
|
| R1 |
2,637.75 |
2,637.75 |
2,612.50 |
2,655.00 |
| PP |
2,572.00 |
2,572.00 |
2,572.00 |
2,580.50 |
| S1 |
2,537.25 |
2,537.25 |
2,594.00 |
2,554.50 |
| S2 |
2,471.50 |
2,471.50 |
2,584.75 |
|
| S3 |
2,371.00 |
2,436.75 |
2,575.50 |
|
| S4 |
2,270.50 |
2,336.25 |
2,548.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,606.50 |
2,506.00 |
100.50 |
3.9% |
30.75 |
1.2% |
97% |
True |
False |
10 |
| 10 |
2,611.00 |
2,506.00 |
105.00 |
4.0% |
30.75 |
1.2% |
93% |
False |
False |
8 |
| 20 |
2,611.00 |
2,452.00 |
159.00 |
6.1% |
19.25 |
0.7% |
95% |
False |
False |
5 |
| 40 |
2,680.75 |
2,442.50 |
238.25 |
9.2% |
17.50 |
0.7% |
67% |
False |
False |
4 |
| 60 |
2,742.75 |
2,442.50 |
300.25 |
11.5% |
15.25 |
0.6% |
54% |
False |
False |
3 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.5% |
12.75 |
0.5% |
49% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,876.50 |
|
2.618 |
2,772.75 |
|
1.618 |
2,709.25 |
|
1.000 |
2,670.00 |
|
0.618 |
2,645.75 |
|
HIGH |
2,606.50 |
|
0.618 |
2,582.25 |
|
0.500 |
2,574.75 |
|
0.382 |
2,567.25 |
|
LOW |
2,543.00 |
|
0.618 |
2,503.75 |
|
1.000 |
2,479.50 |
|
1.618 |
2,440.25 |
|
2.618 |
2,376.75 |
|
4.250 |
2,273.00 |
|
|