Day Change Summary |
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Previous |
Current |
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29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
6,281.0 |
6,415.0 |
134.0 |
2.1% |
6,260.0 |
High |
6,440.0 |
6,545.0 |
105.0 |
1.6% |
6,440.0 |
Low |
6,281.0 |
6,404.5 |
123.5 |
2.0% |
6,112.5 |
Close |
6,414.5 |
6,492.0 |
77.5 |
1.2% |
6,414.5 |
Range |
159.0 |
140.5 |
-18.5 |
-11.6% |
327.5 |
ATR |
133.6 |
134.1 |
0.5 |
0.4% |
0.0 |
Volume |
220 |
311 |
91 |
41.4% |
1,807 |
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Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,902.0 |
6,837.5 |
6,569.3 |
|
R3 |
6,761.5 |
6,697.0 |
6,530.6 |
|
R2 |
6,621.0 |
6,621.0 |
6,517.8 |
|
R1 |
6,556.5 |
6,556.5 |
6,504.9 |
6,588.8 |
PP |
6,480.5 |
6,480.5 |
6,480.5 |
6,496.6 |
S1 |
6,416.0 |
6,416.0 |
6,479.1 |
6,448.3 |
S2 |
6,340.0 |
6,340.0 |
6,466.2 |
|
S3 |
6,199.5 |
6,275.5 |
6,453.4 |
|
S4 |
6,059.0 |
6,135.0 |
6,414.7 |
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Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,304.8 |
7,187.2 |
6,594.6 |
|
R3 |
6,977.3 |
6,859.7 |
6,504.6 |
|
R2 |
6,649.8 |
6,649.8 |
6,474.5 |
|
R1 |
6,532.2 |
6,532.2 |
6,444.5 |
6,591.0 |
PP |
6,322.3 |
6,322.3 |
6,322.3 |
6,351.8 |
S1 |
6,204.7 |
6,204.7 |
6,384.5 |
6,263.5 |
S2 |
5,994.8 |
5,994.8 |
6,354.5 |
|
S3 |
5,667.3 |
5,877.2 |
6,324.4 |
|
S4 |
5,339.8 |
5,549.7 |
6,234.4 |
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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 |
6,545.0 |
6,112.5 |
432.5 |
6.7% |
121.4 |
1.9% |
88% |
True |
False |
366 |
10 |
6,545.0 |
6,112.5 |
432.5 |
6.7% |
119.6 |
1.8% |
88% |
True |
False |
435 |
20 |
6,545.0 |
5,924.0 |
621.0 |
9.6% |
122.6 |
1.9% |
91% |
True |
False |
2,620 |
40 |
6,591.5 |
5,924.0 |
667.5 |
10.3% |
118.2 |
1.8% |
85% |
False |
False |
1,427 |
60 |
6,865.5 |
5,924.0 |
941.5 |
14.5% |
113.8 |
1.8% |
60% |
False |
False |
965 |
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Fibonacci Retracements and Extensions |
4.250 |
7,142.1 |
2.618 |
6,912.8 |
1.618 |
6,772.3 |
1.000 |
6,685.5 |
0.618 |
6,631.8 |
HIGH |
6,545.0 |
0.618 |
6,491.3 |
0.500 |
6,474.8 |
0.382 |
6,458.2 |
LOW |
6,404.5 |
0.618 |
6,317.7 |
1.000 |
6,264.0 |
1.618 |
6,177.2 |
2.618 |
6,036.7 |
4.250 |
5,807.4 |
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