| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,580.07 |
2,561.68 |
-18.39 |
-0.7% |
2,616.52 |
| High |
2,587.02 |
2,561.68 |
-25.34 |
-1.0% |
2,660.26 |
| Low |
2,549.05 |
2,522.89 |
-26.16 |
-1.0% |
2,596.10 |
| Close |
2,570.99 |
2,545.30 |
-25.69 |
-1.0% |
2,612.29 |
| Range |
37.97 |
38.79 |
0.82 |
2.2% |
64.16 |
| ATR |
40.67 |
41.20 |
0.53 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.66 |
2,641.27 |
2,566.63 |
|
| R3 |
2,620.87 |
2,602.48 |
2,555.97 |
|
| R2 |
2,582.08 |
2,582.08 |
2,552.41 |
|
| R1 |
2,563.69 |
2,563.69 |
2,548.86 |
2,553.49 |
| PP |
2,543.29 |
2,543.29 |
2,543.29 |
2,538.19 |
| S1 |
2,524.90 |
2,524.90 |
2,541.74 |
2,514.70 |
| S2 |
2,504.50 |
2,504.50 |
2,538.19 |
|
| S3 |
2,465.71 |
2,486.11 |
2,534.63 |
|
| S4 |
2,426.92 |
2,447.32 |
2,523.97 |
|
|
| 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 |
2,636.96 |
2,522.89 |
114.07 |
4.5% |
39.27 |
1.5% |
20% |
False |
True |
|
| 10 |
2,660.26 |
2,510.37 |
149.89 |
5.9% |
37.53 |
1.5% |
23% |
False |
False |
|
| 20 |
2,660.26 |
2,510.37 |
149.89 |
5.9% |
35.59 |
1.4% |
23% |
False |
False |
|
| 40 |
2,660.26 |
2,443.92 |
216.34 |
8.5% |
38.54 |
1.5% |
47% |
False |
False |
|
| 60 |
2,756.81 |
2,443.92 |
312.89 |
12.3% |
37.07 |
1.5% |
32% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.8% |
35.86 |
1.4% |
29% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.8% |
33.15 |
1.3% |
29% |
False |
False |
|
| 120 |
2,795.35 |
2,423.24 |
372.11 |
14.6% |
31.82 |
1.3% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,726.54 |
|
2.618 |
2,663.23 |
|
1.618 |
2,624.44 |
|
1.000 |
2,600.47 |
|
0.618 |
2,585.65 |
|
HIGH |
2,561.68 |
|
0.618 |
2,546.86 |
|
0.500 |
2,542.29 |
|
0.382 |
2,537.71 |
|
LOW |
2,522.89 |
|
0.618 |
2,498.92 |
|
1.000 |
2,484.10 |
|
1.618 |
2,460.13 |
|
2.618 |
2,421.34 |
|
4.250 |
2,358.03 |
|
|