| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,700 |
8,720 |
20 |
0.2% |
8,610 |
| High |
8,770 |
8,745 |
-25 |
-0.3% |
8,740 |
| Low |
8,630 |
8,640 |
10 |
0.1% |
8,460 |
| Close |
8,690 |
8,710 |
20 |
0.2% |
8,630 |
| Range |
140 |
105 |
-35 |
-25.0% |
280 |
| ATR |
121 |
120 |
-1 |
-1.0% |
0 |
| Volume |
5,185 |
3,520 |
-1,665 |
-32.1% |
23,708 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,013 |
8,967 |
8,768 |
|
| R3 |
8,908 |
8,862 |
8,739 |
|
| R2 |
8,803 |
8,803 |
8,729 |
|
| R1 |
8,757 |
8,757 |
8,720 |
8,728 |
| PP |
8,698 |
8,698 |
8,698 |
8,684 |
| S1 |
8,652 |
8,652 |
8,701 |
8,623 |
| S2 |
8,593 |
8,593 |
8,691 |
|
| S3 |
8,488 |
8,547 |
8,681 |
|
| S4 |
8,383 |
8,442 |
8,652 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,450 |
9,320 |
8,784 |
|
| R3 |
9,170 |
9,040 |
8,707 |
|
| R2 |
8,890 |
8,890 |
8,681 |
|
| R1 |
8,760 |
8,760 |
8,656 |
8,825 |
| PP |
8,610 |
8,610 |
8,610 |
8,643 |
| S1 |
8,480 |
8,480 |
8,604 |
8,545 |
| S2 |
8,330 |
8,330 |
8,579 |
|
| S3 |
8,050 |
8,200 |
8,553 |
|
| S4 |
7,770 |
7,920 |
8,476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,770 |
8,510 |
260 |
3.0% |
108 |
1.2% |
77% |
False |
False |
4,661 |
| 10 |
8,770 |
8,410 |
360 |
4.1% |
159 |
1.8% |
83% |
False |
False |
5,494 |
| 20 |
8,770 |
8,200 |
570 |
6.5% |
132 |
1.5% |
89% |
False |
False |
4,004 |
| 40 |
9,635 |
8,200 |
1,435 |
16.5% |
75 |
0.9% |
36% |
False |
False |
2,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,191 |
|
2.618 |
9,020 |
|
1.618 |
8,915 |
|
1.000 |
8,850 |
|
0.618 |
8,810 |
|
HIGH |
8,745 |
|
0.618 |
8,705 |
|
0.500 |
8,693 |
|
0.382 |
8,680 |
|
LOW |
8,640 |
|
0.618 |
8,575 |
|
1.000 |
8,535 |
|
1.618 |
8,470 |
|
2.618 |
8,365 |
|
4.250 |
8,194 |
|
|