| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,635.65 |
2,610.38 |
-25.27 |
-1.0% |
2,616.52 |
| High |
2,636.96 |
2,620.22 |
-16.74 |
-0.6% |
2,660.26 |
| Low |
2,596.10 |
2,597.27 |
1.17 |
0.0% |
2,596.10 |
| Close |
2,612.29 |
2,610.31 |
-1.98 |
-0.1% |
2,612.29 |
| Range |
40.86 |
22.95 |
-17.91 |
-43.8% |
64.16 |
| ATR |
41.02 |
39.73 |
-1.29 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,678.12 |
2,667.16 |
2,622.93 |
|
| R3 |
2,655.17 |
2,644.21 |
2,616.62 |
|
| R2 |
2,632.22 |
2,632.22 |
2,614.52 |
|
| R1 |
2,621.26 |
2,621.26 |
2,612.41 |
2,615.27 |
| PP |
2,609.27 |
2,609.27 |
2,609.27 |
2,606.27 |
| S1 |
2,598.31 |
2,598.31 |
2,608.21 |
2,592.32 |
| S2 |
2,586.32 |
2,586.32 |
2,606.10 |
|
| S3 |
2,563.37 |
2,575.36 |
2,604.00 |
|
| S4 |
2,540.42 |
2,552.41 |
2,597.69 |
|
|
| 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 |
2,596.10 |
64.16 |
2.5% |
27.72 |
1.1% |
22% |
False |
False |
|
| 10 |
2,660.26 |
2,510.37 |
149.89 |
5.7% |
32.31 |
1.2% |
67% |
False |
False |
|
| 20 |
2,660.26 |
2,510.37 |
149.89 |
5.7% |
35.92 |
1.4% |
67% |
False |
False |
|
| 40 |
2,660.26 |
2,443.92 |
216.34 |
8.3% |
37.78 |
1.4% |
77% |
False |
False |
|
| 60 |
2,756.81 |
2,443.92 |
312.89 |
12.0% |
37.23 |
1.4% |
53% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.5% |
34.94 |
1.3% |
47% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.5% |
32.95 |
1.3% |
47% |
False |
False |
|
| 120 |
2,795.35 |
2,395.43 |
399.92 |
15.3% |
31.16 |
1.2% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,717.76 |
|
2.618 |
2,680.30 |
|
1.618 |
2,657.35 |
|
1.000 |
2,643.17 |
|
0.618 |
2,634.40 |
|
HIGH |
2,620.22 |
|
0.618 |
2,611.45 |
|
0.500 |
2,608.75 |
|
0.382 |
2,606.04 |
|
LOW |
2,597.27 |
|
0.618 |
2,583.09 |
|
1.000 |
2,574.32 |
|
1.618 |
2,560.14 |
|
2.618 |
2,537.19 |
|
4.250 |
2,499.73 |
|
|