| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,599.7 |
1,608.5 |
8.8 |
0.6% |
1,581.1 |
| High |
1,609.0 |
1,628.9 |
19.9 |
1.2% |
1,610.8 |
| Low |
1,598.5 |
1,608.5 |
10.0 |
0.6% |
1,556.3 |
| Close |
1,604.2 |
1,628.4 |
24.2 |
1.5% |
1,610.8 |
| Range |
10.5 |
20.4 |
9.9 |
94.3% |
54.5 |
| ATR |
23.5 |
23.5 |
0.1 |
0.4% |
0.0 |
| Volume |
1,395 |
419 |
-976 |
-70.0% |
3,072 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,683.1 |
1,676.2 |
1,639.6 |
|
| R3 |
1,662.7 |
1,655.8 |
1,634.0 |
|
| R2 |
1,642.3 |
1,642.3 |
1,632.1 |
|
| R1 |
1,635.4 |
1,635.4 |
1,630.3 |
1,638.9 |
| PP |
1,621.9 |
1,621.9 |
1,621.9 |
1,623.7 |
| S1 |
1,615.0 |
1,615.0 |
1,626.5 |
1,618.5 |
| S2 |
1,601.5 |
1,601.5 |
1,624.7 |
|
| S3 |
1,581.1 |
1,594.6 |
1,622.8 |
|
| S4 |
1,560.7 |
1,574.2 |
1,617.2 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,756.1 |
1,738.0 |
1,640.8 |
|
| R3 |
1,701.6 |
1,683.5 |
1,625.8 |
|
| R2 |
1,647.1 |
1,647.1 |
1,620.8 |
|
| R1 |
1,629.0 |
1,629.0 |
1,615.8 |
1,638.1 |
| PP |
1,592.6 |
1,592.6 |
1,592.6 |
1,597.2 |
| S1 |
1,574.5 |
1,574.5 |
1,605.8 |
1,583.6 |
| S2 |
1,538.1 |
1,538.1 |
1,600.8 |
|
| S3 |
1,483.6 |
1,520.0 |
1,595.8 |
|
| S4 |
1,429.1 |
1,465.5 |
1,580.8 |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,715.6 |
|
2.618 |
1,682.3 |
|
1.618 |
1,661.9 |
|
1.000 |
1,649.3 |
|
0.618 |
1,641.5 |
|
HIGH |
1,628.9 |
|
0.618 |
1,621.1 |
|
0.500 |
1,618.7 |
|
0.382 |
1,616.3 |
|
LOW |
1,608.5 |
|
0.618 |
1,595.9 |
|
1.000 |
1,588.1 |
|
1.618 |
1,575.5 |
|
2.618 |
1,555.1 |
|
4.250 |
1,521.8 |
|
|