Day Change Summary |
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Previous |
Current |
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10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
4,063.0 |
4,052.0 |
-11.0 |
-0.3% |
4,107.0 |
High |
4,063.0 |
4,054.0 |
-9.0 |
-0.2% |
4,144.0 |
Low |
4,056.0 |
4,052.0 |
-4.0 |
-0.1% |
4,095.0 |
Close |
4,064.0 |
4,062.0 |
-2.0 |
0.0% |
4,124.0 |
Range |
7.0 |
2.0 |
-5.0 |
-71.4% |
49.0 |
ATR |
27.0 |
25.9 |
-1.1 |
-4.0% |
0.0 |
Volume |
9 |
14 |
5 |
55.6% |
386 |
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Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,062.0 |
4,064.0 |
4,063.1 |
|
R3 |
4,060.0 |
4,062.0 |
4,062.6 |
|
R2 |
4,058.0 |
4,058.0 |
4,062.4 |
|
R1 |
4,060.0 |
4,060.0 |
4,062.2 |
4,059.0 |
PP |
4,056.0 |
4,056.0 |
4,056.0 |
4,055.5 |
S1 |
4,058.0 |
4,058.0 |
4,061.8 |
4,057.0 |
S2 |
4,054.0 |
4,054.0 |
4,061.6 |
|
S3 |
4,052.0 |
4,056.0 |
4,061.5 |
|
S4 |
4,050.0 |
4,054.0 |
4,060.9 |
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Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,268.0 |
4,245.0 |
4,151.0 |
|
R3 |
4,219.0 |
4,196.0 |
4,137.5 |
|
R2 |
4,170.0 |
4,170.0 |
4,133.0 |
|
R1 |
4,147.0 |
4,147.0 |
4,128.5 |
4,158.5 |
PP |
4,121.0 |
4,121.0 |
4,121.0 |
4,126.8 |
S1 |
4,098.0 |
4,098.0 |
4,119.5 |
4,109.5 |
S2 |
4,072.0 |
4,072.0 |
4,115.0 |
|
S3 |
4,023.0 |
4,049.0 |
4,110.5 |
|
S4 |
3,974.0 |
4,000.0 |
4,097.1 |
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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 |
4,052.0 |
92.0 |
2.3% |
3.6 |
0.1% |
11% |
False |
True |
55 |
10 |
4,144.0 |
4,016.0 |
128.0 |
3.2% |
5.8 |
0.1% |
36% |
False |
False |
80 |
20 |
4,144.0 |
3,982.0 |
162.0 |
4.0% |
2.9 |
0.1% |
49% |
False |
False |
59 |
40 |
4,156.0 |
3,950.0 |
206.0 |
5.1% |
3.8 |
0.1% |
54% |
False |
False |
72 |
60 |
4,397.0 |
3,950.0 |
447.0 |
11.0% |
3.3 |
0.1% |
25% |
False |
False |
56 |
80 |
4,397.0 |
3,950.0 |
447.0 |
11.0% |
2.4 |
0.1% |
25% |
False |
False |
45 |
|
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Fibonacci Retracements and Extensions |
4.250 |
4,062.5 |
2.618 |
4,059.2 |
1.618 |
4,057.2 |
1.000 |
4,056.0 |
0.618 |
4,055.2 |
HIGH |
4,054.0 |
0.618 |
4,053.2 |
0.500 |
4,053.0 |
0.382 |
4,052.8 |
LOW |
4,052.0 |
0.618 |
4,050.8 |
1.000 |
4,050.0 |
1.618 |
4,048.8 |
2.618 |
4,046.8 |
4.250 |
4,043.5 |
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