| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1,308.00 |
1,318.50 |
10.50 |
0.8% |
1,339.00 |
| High |
1,321.50 |
1,321.00 |
-0.50 |
0.0% |
1,350.25 |
| Low |
1,306.25 |
1,300.50 |
-5.75 |
-0.4% |
1,311.00 |
| Close |
1,318.50 |
1,315.50 |
-3.00 |
-0.2% |
1,320.00 |
| Range |
15.25 |
20.50 |
5.25 |
34.4% |
39.25 |
| ATR |
19.34 |
19.42 |
0.08 |
0.4% |
0.00 |
| Volume |
1,713 |
1,000 |
-713 |
-41.6% |
6,480 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,373.75 |
1,365.25 |
1,326.75 |
|
| R3 |
1,353.25 |
1,344.75 |
1,321.25 |
|
| R2 |
1,332.75 |
1,332.75 |
1,319.25 |
|
| R1 |
1,324.25 |
1,324.25 |
1,317.50 |
1,318.25 |
| PP |
1,312.25 |
1,312.25 |
1,312.25 |
1,309.50 |
| S1 |
1,303.75 |
1,303.75 |
1,313.50 |
1,297.75 |
| S2 |
1,291.75 |
1,291.75 |
1,311.75 |
|
| S3 |
1,271.25 |
1,283.25 |
1,309.75 |
|
| S4 |
1,250.75 |
1,262.75 |
1,304.25 |
|
|
| 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 |
1,324.00 |
1,296.00 |
28.00 |
2.1% |
17.00 |
1.3% |
70% |
False |
False |
1,156 |
| 10 |
1,350.25 |
1,296.00 |
54.25 |
4.1% |
18.75 |
1.4% |
36% |
False |
False |
1,154 |
| 20 |
1,350.25 |
1,250.00 |
100.25 |
7.6% |
20.00 |
1.5% |
65% |
False |
False |
880 |
| 40 |
1,384.00 |
1,250.00 |
134.00 |
10.2% |
18.50 |
1.4% |
49% |
False |
False |
637 |
| 60 |
1,396.75 |
1,250.00 |
146.75 |
11.2% |
15.25 |
1.2% |
45% |
False |
False |
516 |
| 80 |
1,404.00 |
1,250.00 |
154.00 |
11.7% |
13.25 |
1.0% |
43% |
False |
False |
417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,408.00 |
|
2.618 |
1,374.75 |
|
1.618 |
1,354.25 |
|
1.000 |
1,341.50 |
|
0.618 |
1,333.75 |
|
HIGH |
1,321.00 |
|
0.618 |
1,313.25 |
|
0.500 |
1,310.75 |
|
0.382 |
1,308.25 |
|
LOW |
1,300.50 |
|
0.618 |
1,287.75 |
|
1.000 |
1,280.00 |
|
1.618 |
1,267.25 |
|
2.618 |
1,246.75 |
|
4.250 |
1,213.50 |
|
|