| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,214.0 |
2,206.0 |
-8.0 |
-0.4% |
2,245.0 |
| High |
2,220.0 |
2,242.0 |
22.0 |
1.0% |
2,312.0 |
| Low |
2,194.0 |
2,202.0 |
8.0 |
0.4% |
2,212.0 |
| Close |
2,212.0 |
2,226.0 |
14.0 |
0.6% |
2,217.0 |
| Range |
26.0 |
40.0 |
14.0 |
53.8% |
100.0 |
| ATR |
48.2 |
47.6 |
-0.6 |
-1.2% |
0.0 |
| Volume |
10,246 |
113 |
-10,133 |
-98.9% |
75,792 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,343.3 |
2,324.7 |
2,248.0 |
|
| R3 |
2,303.3 |
2,284.7 |
2,237.0 |
|
| R2 |
2,263.3 |
2,263.3 |
2,233.3 |
|
| R1 |
2,244.7 |
2,244.7 |
2,229.7 |
2,254.0 |
| PP |
2,223.3 |
2,223.3 |
2,223.3 |
2,228.0 |
| S1 |
2,204.7 |
2,204.7 |
2,222.3 |
2,214.0 |
| S2 |
2,183.3 |
2,183.3 |
2,218.7 |
|
| S3 |
2,143.3 |
2,164.7 |
2,215.0 |
|
| S4 |
2,103.3 |
2,124.7 |
2,204.0 |
|
|
| 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 |
2,194.0 |
118.0 |
5.3% |
39.8 |
1.8% |
27% |
False |
False |
15,149 |
| 10 |
2,312.0 |
2,111.0 |
201.0 |
9.0% |
42.0 |
1.9% |
57% |
False |
False |
10,270 |
| 20 |
2,312.0 |
2,098.0 |
214.0 |
9.6% |
43.7 |
2.0% |
60% |
False |
False |
10,387 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.3% |
44.0 |
2.0% |
71% |
False |
False |
8,026 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.3% |
45.7 |
2.1% |
71% |
False |
False |
5,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,412.0 |
|
2.618 |
2,346.7 |
|
1.618 |
2,306.7 |
|
1.000 |
2,282.0 |
|
0.618 |
2,266.7 |
|
HIGH |
2,242.0 |
|
0.618 |
2,226.7 |
|
0.500 |
2,222.0 |
|
0.382 |
2,217.3 |
|
LOW |
2,202.0 |
|
0.618 |
2,177.3 |
|
1.000 |
2,162.0 |
|
1.618 |
2,137.3 |
|
2.618 |
2,097.3 |
|
4.250 |
2,032.0 |
|
|