| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,610.38 |
2,620.33 |
9.95 |
0.4% |
2,616.52 |
| High |
2,620.22 |
2,630.03 |
9.81 |
0.4% |
2,660.26 |
| Low |
2,597.27 |
2,574.26 |
-23.01 |
-0.9% |
2,596.10 |
| Close |
2,610.31 |
2,585.52 |
-24.79 |
-0.9% |
2,612.29 |
| Range |
22.95 |
55.77 |
32.82 |
143.0% |
64.16 |
| ATR |
39.73 |
40.88 |
1.15 |
2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,763.91 |
2,730.49 |
2,616.19 |
|
| R3 |
2,708.14 |
2,674.72 |
2,600.86 |
|
| R2 |
2,652.37 |
2,652.37 |
2,595.74 |
|
| R1 |
2,618.95 |
2,618.95 |
2,590.63 |
2,607.78 |
| PP |
2,596.60 |
2,596.60 |
2,596.60 |
2,591.02 |
| S1 |
2,563.18 |
2,563.18 |
2,580.41 |
2,552.01 |
| S2 |
2,540.83 |
2,540.83 |
2,575.30 |
|
| S3 |
2,485.06 |
2,507.41 |
2,570.18 |
|
| S4 |
2,429.29 |
2,451.64 |
2,554.85 |
|
|
| 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 |
2,574.26 |
86.00 |
3.3% |
34.80 |
1.3% |
13% |
False |
True |
|
| 10 |
2,660.26 |
2,510.37 |
149.89 |
5.8% |
34.28 |
1.3% |
50% |
False |
False |
|
| 20 |
2,660.26 |
2,510.37 |
149.89 |
5.8% |
35.43 |
1.4% |
50% |
False |
False |
|
| 40 |
2,660.26 |
2,443.92 |
216.34 |
8.4% |
38.22 |
1.5% |
65% |
False |
False |
|
| 60 |
2,756.81 |
2,443.92 |
312.89 |
12.1% |
37.61 |
1.5% |
45% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
35.41 |
1.4% |
40% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
33.02 |
1.3% |
40% |
False |
False |
|
| 120 |
2,795.35 |
2,423.24 |
372.11 |
14.4% |
31.37 |
1.2% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.05 |
|
2.618 |
2,776.04 |
|
1.618 |
2,720.27 |
|
1.000 |
2,685.80 |
|
0.618 |
2,664.50 |
|
HIGH |
2,630.03 |
|
0.618 |
2,608.73 |
|
0.500 |
2,602.15 |
|
0.382 |
2,595.56 |
|
LOW |
2,574.26 |
|
0.618 |
2,539.79 |
|
1.000 |
2,518.49 |
|
1.618 |
2,484.02 |
|
2.618 |
2,428.25 |
|
4.250 |
2,337.24 |
|
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