| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,191.0 |
2,245.0 |
54.0 |
2.5% |
2,187.0 |
| High |
2,253.0 |
2,285.0 |
32.0 |
1.4% |
2,253.0 |
| Low |
2,184.0 |
2,242.0 |
58.0 |
2.7% |
2,100.0 |
| Close |
2,241.0 |
2,267.0 |
26.0 |
1.2% |
2,241.0 |
| Range |
69.0 |
43.0 |
-26.0 |
-37.7% |
153.0 |
| ATR |
51.9 |
51.4 |
-0.6 |
-1.1% |
0.0 |
| Volume |
1,093 |
226 |
-867 |
-79.3% |
16,905 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,393.7 |
2,373.3 |
2,290.7 |
|
| R3 |
2,350.7 |
2,330.3 |
2,278.8 |
|
| R2 |
2,307.7 |
2,307.7 |
2,274.9 |
|
| R1 |
2,287.3 |
2,287.3 |
2,270.9 |
2,297.5 |
| PP |
2,264.7 |
2,264.7 |
2,264.7 |
2,269.8 |
| S1 |
2,244.3 |
2,244.3 |
2,263.1 |
2,254.5 |
| S2 |
2,221.7 |
2,221.7 |
2,259.1 |
|
| S3 |
2,178.7 |
2,201.3 |
2,255.2 |
|
| S4 |
2,135.7 |
2,158.3 |
2,243.4 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,657.0 |
2,602.0 |
2,325.2 |
|
| R3 |
2,504.0 |
2,449.0 |
2,283.1 |
|
| R2 |
2,351.0 |
2,351.0 |
2,269.1 |
|
| R1 |
2,296.0 |
2,296.0 |
2,255.0 |
2,323.5 |
| PP |
2,198.0 |
2,198.0 |
2,198.0 |
2,211.8 |
| S1 |
2,143.0 |
2,143.0 |
2,227.0 |
2,170.5 |
| S2 |
2,045.0 |
2,045.0 |
2,213.0 |
|
| S3 |
1,892.0 |
1,990.0 |
2,198.9 |
|
| S4 |
1,739.0 |
1,837.0 |
2,156.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,285.0 |
2,100.0 |
185.0 |
8.2% |
43.0 |
1.9% |
90% |
True |
False |
3,381 |
| 10 |
2,285.0 |
2,100.0 |
185.0 |
8.2% |
47.4 |
2.1% |
90% |
True |
False |
4,703 |
| 20 |
2,285.0 |
2,042.0 |
243.0 |
10.7% |
46.0 |
2.0% |
93% |
True |
False |
10,083 |
| 40 |
2,285.0 |
2,016.0 |
269.0 |
11.9% |
46.1 |
2.0% |
93% |
True |
False |
5,939 |
| 60 |
2,322.0 |
2,016.0 |
306.0 |
13.5% |
46.9 |
2.1% |
82% |
False |
False |
4,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.8 |
|
2.618 |
2,397.6 |
|
1.618 |
2,354.6 |
|
1.000 |
2,328.0 |
|
0.618 |
2,311.6 |
|
HIGH |
2,285.0 |
|
0.618 |
2,268.6 |
|
0.500 |
2,263.5 |
|
0.382 |
2,258.4 |
|
LOW |
2,242.0 |
|
0.618 |
2,215.4 |
|
1.000 |
2,199.0 |
|
1.618 |
2,172.4 |
|
2.618 |
2,129.4 |
|
4.250 |
2,059.3 |
|
|