| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1,574.4 |
1,578.0 |
3.6 |
0.2% |
1,622.9 |
| High |
1,584.7 |
1,578.0 |
-6.7 |
-0.4% |
1,639.0 |
| Low |
1,570.0 |
1,556.3 |
-13.7 |
-0.9% |
1,566.5 |
| Close |
1,584.7 |
1,556.7 |
-28.0 |
-1.8% |
1,573.1 |
| Range |
14.7 |
21.7 |
7.0 |
47.6% |
72.5 |
| ATR |
21.5 |
22.0 |
0.5 |
2.3% |
0.0 |
| Volume |
802 |
1,068 |
266 |
33.2% |
1,677 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,628.8 |
1,614.4 |
1,568.6 |
|
| R3 |
1,607.1 |
1,592.7 |
1,562.7 |
|
| R2 |
1,585.4 |
1,585.4 |
1,560.7 |
|
| R1 |
1,571.0 |
1,571.0 |
1,558.7 |
1,567.4 |
| PP |
1,563.7 |
1,563.7 |
1,563.7 |
1,561.8 |
| S1 |
1,549.3 |
1,549.3 |
1,554.7 |
1,545.7 |
| S2 |
1,542.0 |
1,542.0 |
1,552.7 |
|
| S3 |
1,520.3 |
1,527.6 |
1,550.7 |
|
| S4 |
1,498.6 |
1,505.9 |
1,544.8 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,810.4 |
1,764.2 |
1,613.0 |
|
| R3 |
1,737.9 |
1,691.7 |
1,593.0 |
|
| R2 |
1,665.4 |
1,665.4 |
1,586.4 |
|
| R1 |
1,619.2 |
1,619.2 |
1,579.7 |
1,606.1 |
| PP |
1,592.9 |
1,592.9 |
1,592.9 |
1,586.3 |
| S1 |
1,546.7 |
1,546.7 |
1,566.5 |
1,533.6 |
| S2 |
1,520.4 |
1,520.4 |
1,559.8 |
|
| S3 |
1,447.9 |
1,474.2 |
1,553.2 |
|
| S4 |
1,375.4 |
1,401.7 |
1,533.2 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,670.2 |
|
2.618 |
1,634.8 |
|
1.618 |
1,613.1 |
|
1.000 |
1,599.7 |
|
0.618 |
1,591.4 |
|
HIGH |
1,578.0 |
|
0.618 |
1,569.7 |
|
0.500 |
1,567.2 |
|
0.382 |
1,564.6 |
|
LOW |
1,556.3 |
|
0.618 |
1,542.9 |
|
1.000 |
1,534.6 |
|
1.618 |
1,521.2 |
|
2.618 |
1,499.5 |
|
4.250 |
1,464.1 |
|
|