| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,335 |
8,485 |
150 |
1.8% |
8,630 |
| High |
8,490 |
8,695 |
205 |
2.4% |
8,680 |
| Low |
8,335 |
8,435 |
100 |
1.2% |
8,260 |
| Close |
8,470 |
8,675 |
205 |
2.4% |
8,265 |
| Range |
155 |
260 |
105 |
67.7% |
420 |
| ATR |
88 |
100 |
12 |
14.0% |
0 |
| Volume |
11,246 |
9,804 |
-1,442 |
-12.8% |
697 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,382 |
9,288 |
8,818 |
|
| R3 |
9,122 |
9,028 |
8,747 |
|
| R2 |
8,862 |
8,862 |
8,723 |
|
| R1 |
8,768 |
8,768 |
8,699 |
8,815 |
| PP |
8,602 |
8,602 |
8,602 |
8,625 |
| S1 |
8,508 |
8,508 |
8,651 |
8,555 |
| S2 |
8,342 |
8,342 |
8,627 |
|
| S3 |
8,082 |
8,248 |
8,604 |
|
| S4 |
7,822 |
7,988 |
8,532 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,662 |
9,383 |
8,496 |
|
| R3 |
9,242 |
8,963 |
8,381 |
|
| R2 |
8,822 |
8,822 |
8,342 |
|
| R1 |
8,543 |
8,543 |
8,304 |
8,473 |
| PP |
8,402 |
8,402 |
8,402 |
8,366 |
| S1 |
8,123 |
8,123 |
8,227 |
8,053 |
| S2 |
7,982 |
7,982 |
8,188 |
|
| S3 |
7,562 |
7,703 |
8,150 |
|
| S4 |
7,142 |
7,283 |
8,034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,695 |
8,200 |
495 |
5.7% |
180 |
2.1% |
96% |
True |
False |
6,958 |
| 10 |
8,695 |
8,200 |
495 |
5.7% |
129 |
1.5% |
96% |
True |
False |
3,495 |
| 20 |
9,120 |
8,200 |
920 |
10.6% |
78 |
0.9% |
52% |
False |
False |
1,751 |
| 40 |
9,635 |
8,200 |
1,435 |
16.5% |
41 |
0.5% |
33% |
False |
False |
876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,800 |
|
2.618 |
9,376 |
|
1.618 |
9,116 |
|
1.000 |
8,955 |
|
0.618 |
8,856 |
|
HIGH |
8,695 |
|
0.618 |
8,596 |
|
0.500 |
8,565 |
|
0.382 |
8,534 |
|
LOW |
8,435 |
|
0.618 |
8,274 |
|
1.000 |
8,175 |
|
1.618 |
8,014 |
|
2.618 |
7,754 |
|
4.250 |
7,330 |
|
|