Day Change Summary |
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Previous |
Current |
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04-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
4,140.0 |
4,144.0 |
4.0 |
0.1% |
3,992.0 |
High |
4,140.0 |
4,144.0 |
4.0 |
0.1% |
4,063.0 |
Low |
4,140.0 |
4,135.0 |
-5.0 |
-0.1% |
3,982.0 |
Close |
4,140.0 |
4,130.0 |
-10.0 |
-0.2% |
4,053.0 |
Range |
0.0 |
9.0 |
9.0 |
|
81.0 |
ATR |
28.8 |
27.4 |
-1.4 |
-4.9% |
0.0 |
Volume |
0 |
253 |
253 |
|
440 |
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Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,163.3 |
4,155.7 |
4,135.0 |
|
R3 |
4,154.3 |
4,146.7 |
4,132.5 |
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R2 |
4,145.3 |
4,145.3 |
4,131.7 |
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R1 |
4,137.7 |
4,137.7 |
4,130.8 |
4,137.0 |
PP |
4,136.3 |
4,136.3 |
4,136.3 |
4,136.0 |
S1 |
4,128.7 |
4,128.7 |
4,129.2 |
4,128.0 |
S2 |
4,127.3 |
4,127.3 |
4,128.4 |
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S3 |
4,118.3 |
4,119.7 |
4,127.5 |
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S4 |
4,109.3 |
4,110.7 |
4,125.1 |
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Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,275.7 |
4,245.3 |
4,097.6 |
|
R3 |
4,194.7 |
4,164.3 |
4,075.3 |
|
R2 |
4,113.7 |
4,113.7 |
4,067.9 |
|
R1 |
4,083.3 |
4,083.3 |
4,060.4 |
4,098.5 |
PP |
4,032.7 |
4,032.7 |
4,032.7 |
4,040.3 |
S1 |
4,002.3 |
4,002.3 |
4,045.6 |
4,017.5 |
S2 |
3,951.7 |
3,951.7 |
4,038.2 |
|
S3 |
3,870.7 |
3,921.3 |
4,030.7 |
|
S4 |
3,789.7 |
3,840.3 |
4,008.5 |
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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 |
4,144.0 |
4,023.0 |
121.0 |
2.9% |
9.8 |
0.2% |
88% |
True |
False |
156 |
10 |
4,144.0 |
3,982.0 |
162.0 |
3.9% |
4.9 |
0.1% |
91% |
True |
False |
82 |
20 |
4,144.0 |
3,982.0 |
162.0 |
3.9% |
2.5 |
0.1% |
91% |
True |
False |
60 |
40 |
4,261.0 |
3,950.0 |
311.0 |
7.5% |
3.7 |
0.1% |
58% |
False |
False |
75 |
60 |
4,397.0 |
3,950.0 |
447.0 |
10.8% |
3.1 |
0.1% |
40% |
False |
False |
55 |
80 |
4,397.0 |
3,950.0 |
447.0 |
10.8% |
2.3 |
0.1% |
40% |
False |
False |
45 |
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Fibonacci Retracements and Extensions |
4.250 |
4,182.3 |
2.618 |
4,167.6 |
1.618 |
4,158.6 |
1.000 |
4,153.0 |
0.618 |
4,149.6 |
HIGH |
4,144.0 |
0.618 |
4,140.6 |
0.500 |
4,139.5 |
0.382 |
4,138.4 |
LOW |
4,135.0 |
0.618 |
4,129.4 |
1.000 |
4,126.0 |
1.618 |
4,120.4 |
2.618 |
4,111.4 |
4.250 |
4,096.8 |
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