| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,620.33 |
2,580.07 |
-40.26 |
-1.5% |
2,616.52 |
| High |
2,630.03 |
2,587.02 |
-43.01 |
-1.6% |
2,660.26 |
| Low |
2,574.26 |
2,549.05 |
-25.21 |
-1.0% |
2,596.10 |
| Close |
2,585.52 |
2,570.99 |
-14.53 |
-0.6% |
2,612.29 |
| Range |
55.77 |
37.97 |
-17.80 |
-31.9% |
64.16 |
| ATR |
40.88 |
40.67 |
-0.21 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,682.93 |
2,664.93 |
2,591.87 |
|
| R3 |
2,644.96 |
2,626.96 |
2,581.43 |
|
| R2 |
2,606.99 |
2,606.99 |
2,577.95 |
|
| R1 |
2,588.99 |
2,588.99 |
2,574.47 |
2,579.01 |
| PP |
2,569.02 |
2,569.02 |
2,569.02 |
2,564.03 |
| S1 |
2,551.02 |
2,551.02 |
2,567.51 |
2,541.04 |
| S2 |
2,531.05 |
2,531.05 |
2,564.03 |
|
| S3 |
2,493.08 |
2,513.05 |
2,560.55 |
|
| S4 |
2,455.11 |
2,475.08 |
2,550.11 |
|
|
| 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 |
2,549.05 |
111.21 |
4.3% |
37.58 |
1.5% |
20% |
False |
True |
|
| 10 |
2,660.26 |
2,510.37 |
149.89 |
5.8% |
35.55 |
1.4% |
40% |
False |
False |
|
| 20 |
2,660.26 |
2,510.37 |
149.89 |
5.8% |
35.53 |
1.4% |
40% |
False |
False |
|
| 40 |
2,660.26 |
2,443.92 |
216.34 |
8.4% |
38.58 |
1.5% |
59% |
False |
False |
|
| 60 |
2,756.81 |
2,443.92 |
312.89 |
12.2% |
37.36 |
1.5% |
41% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
35.72 |
1.4% |
36% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
32.97 |
1.3% |
36% |
False |
False |
|
| 120 |
2,795.35 |
2,423.24 |
372.11 |
14.5% |
31.58 |
1.2% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,748.39 |
|
2.618 |
2,686.43 |
|
1.618 |
2,648.46 |
|
1.000 |
2,624.99 |
|
0.618 |
2,610.49 |
|
HIGH |
2,587.02 |
|
0.618 |
2,572.52 |
|
0.500 |
2,568.04 |
|
0.382 |
2,563.55 |
|
LOW |
2,549.05 |
|
0.618 |
2,525.58 |
|
1.000 |
2,511.08 |
|
1.618 |
2,487.61 |
|
2.618 |
2,449.64 |
|
4.250 |
2,387.68 |
|
|