Day Change Summary |
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Previous |
Current |
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05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
4,138.0 |
4,123.0 |
-15.0 |
-0.4% |
4,110.0 |
High |
4,146.0 |
4,129.0 |
-17.0 |
-0.4% |
4,146.0 |
Low |
4,123.0 |
4,110.0 |
-13.0 |
-0.3% |
4,087.0 |
Close |
4,131.0 |
4,125.0 |
-6.0 |
-0.1% |
4,125.0 |
Range |
23.0 |
19.0 |
-4.0 |
-17.4% |
59.0 |
ATR |
46.8 |
44.9 |
-1.8 |
-3.9% |
0.0 |
Volume |
16,920 |
16,419 |
-501 |
-3.0% |
97,672 |
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Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,178.3 |
4,170.7 |
4,135.5 |
|
R3 |
4,159.3 |
4,151.7 |
4,130.2 |
|
R2 |
4,140.3 |
4,140.3 |
4,128.5 |
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R1 |
4,132.7 |
4,132.7 |
4,126.7 |
4,136.5 |
PP |
4,121.3 |
4,121.3 |
4,121.3 |
4,123.3 |
S1 |
4,113.7 |
4,113.7 |
4,123.3 |
4,117.5 |
S2 |
4,102.3 |
4,102.3 |
4,121.5 |
|
S3 |
4,083.3 |
4,094.7 |
4,119.8 |
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S4 |
4,064.3 |
4,075.7 |
4,114.6 |
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Weekly Pivots for week ending 06-Jul-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,296.3 |
4,269.7 |
4,157.5 |
|
R3 |
4,237.3 |
4,210.7 |
4,141.2 |
|
R2 |
4,178.3 |
4,178.3 |
4,135.8 |
|
R1 |
4,151.7 |
4,151.7 |
4,130.4 |
4,165.0 |
PP |
4,119.3 |
4,119.3 |
4,119.3 |
4,126.0 |
S1 |
4,092.7 |
4,092.7 |
4,119.6 |
4,106.0 |
S2 |
4,060.3 |
4,060.3 |
4,114.2 |
|
S3 |
4,001.3 |
4,033.7 |
4,108.8 |
|
S4 |
3,942.3 |
3,974.7 |
4,092.6 |
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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 |
4,087.0 |
59.0 |
1.4% |
25.4 |
0.6% |
64% |
False |
False |
19,534 |
10 |
4,146.0 |
3,959.0 |
187.0 |
4.5% |
37.6 |
0.9% |
89% |
False |
False |
22,325 |
20 |
4,146.0 |
3,959.0 |
187.0 |
4.5% |
39.9 |
1.0% |
89% |
False |
False |
26,640 |
40 |
4,273.0 |
3,950.0 |
323.0 |
7.8% |
34.5 |
0.8% |
54% |
False |
False |
13,465 |
60 |
4,410.0 |
3,950.0 |
460.0 |
11.2% |
29.2 |
0.7% |
38% |
False |
False |
9,014 |
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Fibonacci Retracements and Extensions |
4.250 |
4,209.8 |
2.618 |
4,178.7 |
1.618 |
4,159.7 |
1.000 |
4,148.0 |
0.618 |
4,140.7 |
HIGH |
4,129.0 |
0.618 |
4,121.7 |
0.500 |
4,119.5 |
0.382 |
4,117.3 |
LOW |
4,110.0 |
0.618 |
4,098.3 |
1.000 |
4,091.0 |
1.618 |
4,079.3 |
2.618 |
4,060.3 |
4.250 |
4,029.3 |
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