| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
6,097.5 |
6,314.5 |
217.0 |
3.6% |
5,994.0 |
| High |
6,173.0 |
6,322.0 |
149.0 |
2.4% |
6,240.5 |
| Low |
6,061.5 |
6,107.0 |
45.5 |
0.8% |
5,924.0 |
| Close |
6,132.5 |
6,144.5 |
12.0 |
0.2% |
6,132.5 |
| Range |
111.5 |
215.0 |
103.5 |
92.8% |
316.5 |
| ATR |
126.6 |
132.9 |
6.3 |
5.0% |
0.0 |
| Volume |
2,401 |
4,560 |
2,159 |
89.9% |
6,452 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,836.2 |
6,705.3 |
6,262.8 |
|
| R3 |
6,621.2 |
6,490.3 |
6,203.6 |
|
| R2 |
6,406.2 |
6,406.2 |
6,183.9 |
|
| R1 |
6,275.3 |
6,275.3 |
6,164.2 |
6,233.3 |
| PP |
6,191.2 |
6,191.2 |
6,191.2 |
6,170.1 |
| S1 |
6,060.3 |
6,060.3 |
6,124.8 |
6,018.3 |
| S2 |
5,976.2 |
5,976.2 |
6,105.1 |
|
| S3 |
5,761.2 |
5,845.3 |
6,085.4 |
|
| S4 |
5,546.2 |
5,630.3 |
6,026.3 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,048.5 |
6,907.0 |
6,306.6 |
|
| R3 |
6,732.0 |
6,590.5 |
6,219.5 |
|
| R2 |
6,415.5 |
6,415.5 |
6,190.5 |
|
| R1 |
6,274.0 |
6,274.0 |
6,161.5 |
6,344.8 |
| PP |
6,099.0 |
6,099.0 |
6,099.0 |
6,134.4 |
| S1 |
5,957.5 |
5,957.5 |
6,103.5 |
6,028.3 |
| S2 |
5,782.5 |
5,782.5 |
6,074.5 |
|
| S3 |
5,466.0 |
5,641.0 |
6,045.5 |
|
| S4 |
5,149.5 |
5,324.5 |
5,958.4 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,235.8 |
|
2.618 |
6,884.9 |
|
1.618 |
6,669.9 |
|
1.000 |
6,537.0 |
|
0.618 |
6,454.9 |
|
HIGH |
6,322.0 |
|
0.618 |
6,239.9 |
|
0.500 |
6,214.5 |
|
0.382 |
6,189.1 |
|
LOW |
6,107.0 |
|
0.618 |
5,974.1 |
|
1.000 |
5,892.0 |
|
1.618 |
5,759.1 |
|
2.618 |
5,544.1 |
|
4.250 |
5,193.3 |
|
|