| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,643.63 |
2,635.65 |
-7.98 |
-0.3% |
2,616.52 |
| High |
2,660.26 |
2,636.96 |
-23.30 |
-0.9% |
2,660.26 |
| Low |
2,629.91 |
2,596.10 |
-33.81 |
-1.3% |
2,596.10 |
| Close |
2,647.47 |
2,612.29 |
-35.18 |
-1.3% |
2,612.29 |
| Range |
30.35 |
40.86 |
10.51 |
34.6% |
64.16 |
| ATR |
40.23 |
41.02 |
0.80 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,737.70 |
2,715.85 |
2,634.76 |
|
| R3 |
2,696.84 |
2,674.99 |
2,623.53 |
|
| R2 |
2,655.98 |
2,655.98 |
2,619.78 |
|
| R1 |
2,634.13 |
2,634.13 |
2,616.04 |
2,624.63 |
| PP |
2,615.12 |
2,615.12 |
2,615.12 |
2,610.36 |
| S1 |
2,593.27 |
2,593.27 |
2,608.54 |
2,583.77 |
| S2 |
2,574.26 |
2,574.26 |
2,604.80 |
|
| S3 |
2,533.40 |
2,552.41 |
2,601.05 |
|
| S4 |
2,492.54 |
2,511.55 |
2,589.82 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.36 |
2,777.99 |
2,647.58 |
|
| R3 |
2,751.20 |
2,713.83 |
2,629.93 |
|
| R2 |
2,687.04 |
2,687.04 |
2,624.05 |
|
| R1 |
2,649.67 |
2,649.67 |
2,618.17 |
2,636.28 |
| PP |
2,622.88 |
2,622.88 |
2,622.88 |
2,616.19 |
| S1 |
2,585.51 |
2,585.51 |
2,606.41 |
2,572.12 |
| S2 |
2,558.72 |
2,558.72 |
2,600.53 |
|
| S3 |
2,494.56 |
2,521.35 |
2,594.65 |
|
| S4 |
2,430.40 |
2,457.19 |
2,577.00 |
|
|
| 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 |
2,566.84 |
93.42 |
3.6% |
32.92 |
1.3% |
49% |
False |
False |
|
| 10 |
2,660.26 |
2,510.37 |
149.89 |
5.7% |
32.79 |
1.3% |
68% |
False |
False |
|
| 20 |
2,660.26 |
2,510.37 |
149.89 |
5.7% |
36.73 |
1.4% |
68% |
False |
False |
|
| 40 |
2,660.26 |
2,443.92 |
216.34 |
8.3% |
37.84 |
1.4% |
78% |
False |
False |
|
| 60 |
2,756.81 |
2,443.92 |
312.89 |
12.0% |
37.39 |
1.4% |
54% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.5% |
35.00 |
1.3% |
48% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.5% |
32.93 |
1.3% |
48% |
False |
False |
|
| 120 |
2,795.35 |
2,385.79 |
409.56 |
15.7% |
31.12 |
1.2% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,810.62 |
|
2.618 |
2,743.93 |
|
1.618 |
2,703.07 |
|
1.000 |
2,677.82 |
|
0.618 |
2,662.21 |
|
HIGH |
2,636.96 |
|
0.618 |
2,621.35 |
|
0.500 |
2,616.53 |
|
0.382 |
2,611.71 |
|
LOW |
2,596.10 |
|
0.618 |
2,570.85 |
|
1.000 |
2,555.24 |
|
1.618 |
2,529.99 |
|
2.618 |
2,489.13 |
|
4.250 |
2,422.45 |
|
|