| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,566.84 |
2,616.52 |
49.68 |
1.9% |
2,562.98 |
| High |
2,615.82 |
2,625.26 |
9.44 |
0.4% |
2,615.82 |
| Low |
2,566.84 |
2,604.90 |
38.06 |
1.5% |
2,510.37 |
| Close |
2,615.72 |
2,625.03 |
9.31 |
0.4% |
2,615.72 |
| Range |
48.98 |
20.36 |
-28.62 |
-58.4% |
105.45 |
| ATR |
43.97 |
42.29 |
-1.69 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,679.48 |
2,672.61 |
2,636.23 |
|
| R3 |
2,659.12 |
2,652.25 |
2,630.63 |
|
| R2 |
2,638.76 |
2,638.76 |
2,628.76 |
|
| R1 |
2,631.89 |
2,631.89 |
2,626.90 |
2,635.33 |
| PP |
2,618.40 |
2,618.40 |
2,618.40 |
2,620.11 |
| S1 |
2,611.53 |
2,611.53 |
2,623.16 |
2,614.97 |
| S2 |
2,598.04 |
2,598.04 |
2,621.30 |
|
| S3 |
2,577.68 |
2,591.17 |
2,619.43 |
|
| S4 |
2,557.32 |
2,570.81 |
2,613.83 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,896.99 |
2,861.80 |
2,673.72 |
|
| R3 |
2,791.54 |
2,756.35 |
2,644.72 |
|
| R2 |
2,686.09 |
2,686.09 |
2,635.05 |
|
| R1 |
2,650.90 |
2,650.90 |
2,625.39 |
2,668.50 |
| PP |
2,580.64 |
2,580.64 |
2,580.64 |
2,589.43 |
| S1 |
2,545.45 |
2,545.45 |
2,606.05 |
2,563.05 |
| S2 |
2,475.19 |
2,475.19 |
2,596.39 |
|
| S3 |
2,369.74 |
2,440.00 |
2,586.72 |
|
| S4 |
2,264.29 |
2,334.55 |
2,557.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,625.26 |
2,510.37 |
114.89 |
4.4% |
33.76 |
1.3% |
100% |
True |
False |
|
| 10 |
2,632.15 |
2,510.37 |
121.78 |
4.6% |
35.53 |
1.4% |
94% |
False |
False |
|
| 20 |
2,632.15 |
2,467.66 |
164.49 |
6.3% |
37.25 |
1.4% |
96% |
False |
False |
|
| 40 |
2,651.74 |
2,443.92 |
207.82 |
7.9% |
38.66 |
1.5% |
87% |
False |
False |
|
| 60 |
2,756.81 |
2,443.92 |
312.89 |
11.9% |
37.70 |
1.4% |
58% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.4% |
34.66 |
1.3% |
52% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.4% |
32.58 |
1.2% |
52% |
False |
False |
|
| 120 |
2,795.35 |
2,352.76 |
442.59 |
16.9% |
30.86 |
1.2% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,711.79 |
|
2.618 |
2,678.56 |
|
1.618 |
2,658.20 |
|
1.000 |
2,645.62 |
|
0.618 |
2,637.84 |
|
HIGH |
2,625.26 |
|
0.618 |
2,617.48 |
|
0.500 |
2,615.08 |
|
0.382 |
2,612.68 |
|
LOW |
2,604.90 |
|
0.618 |
2,592.32 |
|
1.000 |
2,584.54 |
|
1.618 |
2,571.96 |
|
2.618 |
2,551.60 |
|
4.250 |
2,518.37 |
|
|