| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
8,715 |
8,800 |
85 |
1.0% |
8,610 |
| High |
8,825 |
8,895 |
70 |
0.8% |
8,740 |
| Low |
8,710 |
8,740 |
30 |
0.3% |
8,460 |
| Close |
8,800 |
8,760 |
-40 |
-0.5% |
8,630 |
| Range |
115 |
155 |
40 |
34.8% |
280 |
| ATR |
120 |
122 |
3 |
2.1% |
0 |
| Volume |
6,431 |
6,452 |
21 |
0.3% |
23,708 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,263 |
9,167 |
8,845 |
|
| R3 |
9,108 |
9,012 |
8,803 |
|
| R2 |
8,953 |
8,953 |
8,789 |
|
| R1 |
8,857 |
8,857 |
8,774 |
8,828 |
| PP |
8,798 |
8,798 |
8,798 |
8,784 |
| S1 |
8,702 |
8,702 |
8,746 |
8,673 |
| S2 |
8,643 |
8,643 |
8,732 |
|
| S3 |
8,488 |
8,547 |
8,718 |
|
| S4 |
8,333 |
8,392 |
8,675 |
|
|
| 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 |
8,895 |
8,555 |
340 |
3.9% |
121 |
1.4% |
60% |
True |
False |
5,262 |
| 10 |
8,895 |
8,410 |
485 |
5.5% |
149 |
1.7% |
72% |
True |
False |
5,111 |
| 20 |
8,895 |
8,200 |
695 |
7.9% |
138 |
1.6% |
81% |
True |
False |
4,648 |
| 40 |
9,635 |
8,200 |
1,435 |
16.4% |
81 |
0.9% |
39% |
False |
False |
2,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,554 |
|
2.618 |
9,301 |
|
1.618 |
9,146 |
|
1.000 |
9,050 |
|
0.618 |
8,991 |
|
HIGH |
8,895 |
|
0.618 |
8,836 |
|
0.500 |
8,818 |
|
0.382 |
8,799 |
|
LOW |
8,740 |
|
0.618 |
8,644 |
|
1.000 |
8,585 |
|
1.618 |
8,489 |
|
2.618 |
8,334 |
|
4.250 |
8,081 |
|
|