| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,290.0 |
2,255.0 |
-35.0 |
-1.5% |
2,245.0 |
| High |
2,312.0 |
2,260.0 |
-52.0 |
-2.2% |
2,312.0 |
| Low |
2,245.0 |
2,212.0 |
-33.0 |
-1.5% |
2,212.0 |
| Close |
2,266.0 |
2,217.0 |
-49.0 |
-2.2% |
2,217.0 |
| Range |
67.0 |
48.0 |
-19.0 |
-28.4% |
100.0 |
| ATR |
49.6 |
49.9 |
0.3 |
0.6% |
0.0 |
| Volume |
50,416 |
343 |
-50,073 |
-99.3% |
75,792 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,373.7 |
2,343.3 |
2,243.4 |
|
| R3 |
2,325.7 |
2,295.3 |
2,230.2 |
|
| R2 |
2,277.7 |
2,277.7 |
2,225.8 |
|
| R1 |
2,247.3 |
2,247.3 |
2,221.4 |
2,238.5 |
| PP |
2,229.7 |
2,229.7 |
2,229.7 |
2,225.3 |
| S1 |
2,199.3 |
2,199.3 |
2,212.6 |
2,190.5 |
| S2 |
2,181.7 |
2,181.7 |
2,208.2 |
|
| S3 |
2,133.7 |
2,151.3 |
2,203.8 |
|
| S4 |
2,085.7 |
2,103.3 |
2,190.6 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,547.0 |
2,482.0 |
2,272.0 |
|
| R3 |
2,447.0 |
2,382.0 |
2,244.5 |
|
| R2 |
2,347.0 |
2,347.0 |
2,235.3 |
|
| R1 |
2,282.0 |
2,282.0 |
2,226.2 |
2,264.5 |
| PP |
2,247.0 |
2,247.0 |
2,247.0 |
2,238.3 |
| S1 |
2,182.0 |
2,182.0 |
2,207.8 |
2,164.5 |
| S2 |
2,147.0 |
2,147.0 |
2,198.7 |
|
| S3 |
2,047.0 |
2,082.0 |
2,189.5 |
|
| S4 |
1,947.0 |
1,982.0 |
2,162.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,312.0 |
2,212.0 |
100.0 |
4.5% |
41.2 |
1.9% |
5% |
False |
True |
15,158 |
| 10 |
2,312.0 |
2,100.0 |
212.0 |
9.6% |
46.0 |
2.1% |
55% |
False |
False |
9,269 |
| 20 |
2,312.0 |
2,097.0 |
215.0 |
9.7% |
46.3 |
2.1% |
56% |
False |
False |
12,315 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.4% |
45.0 |
2.0% |
68% |
False |
False |
7,786 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.4% |
46.4 |
2.1% |
68% |
False |
False |
5,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,464.0 |
|
2.618 |
2,385.7 |
|
1.618 |
2,337.7 |
|
1.000 |
2,308.0 |
|
0.618 |
2,289.7 |
|
HIGH |
2,260.0 |
|
0.618 |
2,241.7 |
|
0.500 |
2,236.0 |
|
0.382 |
2,230.3 |
|
LOW |
2,212.0 |
|
0.618 |
2,182.3 |
|
1.000 |
2,164.0 |
|
1.618 |
2,134.3 |
|
2.618 |
2,086.3 |
|
4.250 |
2,008.0 |
|
|