| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,623.46 |
2,643.63 |
20.17 |
0.8% |
2,562.98 |
| High |
2,645.84 |
2,660.26 |
14.42 |
0.5% |
2,615.82 |
| Low |
2,621.77 |
2,629.91 |
8.14 |
0.3% |
2,510.37 |
| Close |
2,645.84 |
2,647.47 |
1.63 |
0.1% |
2,615.72 |
| Range |
24.07 |
30.35 |
6.28 |
26.1% |
105.45 |
| ATR |
40.99 |
40.23 |
-0.76 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,736.93 |
2,722.55 |
2,664.16 |
|
| R3 |
2,706.58 |
2,692.20 |
2,655.82 |
|
| R2 |
2,676.23 |
2,676.23 |
2,653.03 |
|
| R1 |
2,661.85 |
2,661.85 |
2,650.25 |
2,669.04 |
| PP |
2,645.88 |
2,645.88 |
2,645.88 |
2,649.48 |
| S1 |
2,631.50 |
2,631.50 |
2,644.69 |
2,638.69 |
| S2 |
2,615.53 |
2,615.53 |
2,641.91 |
|
| S3 |
2,585.18 |
2,601.15 |
2,639.12 |
|
| S4 |
2,554.83 |
2,570.80 |
2,630.78 |
|
|
| 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 |
2,660.26 |
2,510.37 |
149.89 |
5.7% |
35.78 |
1.4% |
91% |
True |
False |
|
| 10 |
2,660.26 |
2,510.37 |
149.89 |
5.7% |
35.52 |
1.3% |
91% |
True |
False |
|
| 20 |
2,660.26 |
2,510.37 |
149.89 |
5.7% |
36.61 |
1.4% |
91% |
True |
False |
|
| 40 |
2,660.26 |
2,443.92 |
216.34 |
8.2% |
37.99 |
1.4% |
94% |
True |
False |
|
| 60 |
2,756.81 |
2,443.92 |
312.89 |
11.8% |
37.11 |
1.4% |
65% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.3% |
34.98 |
1.3% |
58% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.3% |
32.71 |
1.2% |
58% |
False |
False |
|
| 120 |
2,795.35 |
2,352.76 |
442.59 |
16.7% |
30.95 |
1.2% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,789.25 |
|
2.618 |
2,739.72 |
|
1.618 |
2,709.37 |
|
1.000 |
2,690.61 |
|
0.618 |
2,679.02 |
|
HIGH |
2,660.26 |
|
0.618 |
2,648.67 |
|
0.500 |
2,645.09 |
|
0.382 |
2,641.50 |
|
LOW |
2,629.91 |
|
0.618 |
2,611.15 |
|
1.000 |
2,599.56 |
|
1.618 |
2,580.80 |
|
2.618 |
2,550.45 |
|
4.250 |
2,500.92 |
|
|