Day Change Summary |
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Previous |
Current |
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04-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
4,121.0 |
4,138.0 |
17.0 |
0.4% |
4,008.0 |
High |
4,143.0 |
4,146.0 |
3.0 |
0.1% |
4,088.0 |
Low |
4,120.0 |
4,123.0 |
3.0 |
0.1% |
3,959.0 |
Close |
4,142.0 |
4,131.0 |
-11.0 |
-0.3% |
4,057.0 |
Range |
23.0 |
23.0 |
0.0 |
0.0% |
129.0 |
ATR |
48.6 |
46.8 |
-1.8 |
-3.8% |
0.0 |
Volume |
18,074 |
16,920 |
-1,154 |
-6.4% |
125,581 |
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Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,202.3 |
4,189.7 |
4,143.7 |
|
R3 |
4,179.3 |
4,166.7 |
4,137.3 |
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R2 |
4,156.3 |
4,156.3 |
4,135.2 |
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R1 |
4,143.7 |
4,143.7 |
4,133.1 |
4,138.5 |
PP |
4,133.3 |
4,133.3 |
4,133.3 |
4,130.8 |
S1 |
4,120.7 |
4,120.7 |
4,128.9 |
4,115.5 |
S2 |
4,110.3 |
4,110.3 |
4,126.8 |
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S3 |
4,087.3 |
4,097.7 |
4,124.7 |
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S4 |
4,064.3 |
4,074.7 |
4,118.4 |
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Weekly Pivots for week ending 29-Jun-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,421.7 |
4,368.3 |
4,128.0 |
|
R3 |
4,292.7 |
4,239.3 |
4,092.5 |
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R2 |
4,163.7 |
4,163.7 |
4,080.7 |
|
R1 |
4,110.3 |
4,110.3 |
4,068.8 |
4,137.0 |
PP |
4,034.7 |
4,034.7 |
4,034.7 |
4,048.0 |
S1 |
3,981.3 |
3,981.3 |
4,045.2 |
4,008.0 |
S2 |
3,905.7 |
3,905.7 |
4,033.4 |
|
S3 |
3,776.7 |
3,852.3 |
4,021.5 |
|
S4 |
3,647.7 |
3,723.3 |
3,986.1 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,146.0 |
3,996.0 |
150.0 |
3.6% |
40.0 |
1.0% |
90% |
True |
False |
23,792 |
10 |
4,146.0 |
3,959.0 |
187.0 |
4.5% |
38.3 |
0.9% |
92% |
True |
False |
22,890 |
20 |
4,146.0 |
3,959.0 |
187.0 |
4.5% |
39.6 |
1.0% |
92% |
True |
False |
25,851 |
40 |
4,273.0 |
3,950.0 |
323.0 |
7.8% |
34.2 |
0.8% |
56% |
False |
False |
13,056 |
60 |
4,410.0 |
3,950.0 |
460.0 |
11.1% |
28.9 |
0.7% |
39% |
False |
False |
8,740 |
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Fibonacci Retracements and Extensions |
4.250 |
4,243.8 |
2.618 |
4,206.2 |
1.618 |
4,183.2 |
1.000 |
4,169.0 |
0.618 |
4,160.2 |
HIGH |
4,146.0 |
0.618 |
4,137.2 |
0.500 |
4,134.5 |
0.382 |
4,131.8 |
LOW |
4,123.0 |
0.618 |
4,108.8 |
1.000 |
4,100.0 |
1.618 |
4,085.8 |
2.618 |
4,062.8 |
4.250 |
4,025.3 |
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