Day Change Summary |
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Previous |
Current |
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02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
6,415.0 |
6,532.0 |
117.0 |
1.8% |
6,260.0 |
High |
6,545.0 |
6,596.0 |
51.0 |
0.8% |
6,440.0 |
Low |
6,404.5 |
6,512.0 |
107.5 |
1.7% |
6,112.5 |
Close |
6,492.0 |
6,580.5 |
88.5 |
1.4% |
6,414.5 |
Range |
140.5 |
84.0 |
-56.5 |
-40.2% |
327.5 |
ATR |
134.1 |
131.9 |
-2.1 |
-1.6% |
0.0 |
Volume |
311 |
94 |
-217 |
-69.8% |
1,807 |
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Daily Pivots for day following 03-Jul-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,814.8 |
6,781.7 |
6,626.7 |
|
R3 |
6,730.8 |
6,697.7 |
6,603.6 |
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R2 |
6,646.8 |
6,646.8 |
6,595.9 |
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R1 |
6,613.7 |
6,613.7 |
6,588.2 |
6,630.3 |
PP |
6,562.8 |
6,562.8 |
6,562.8 |
6,571.1 |
S1 |
6,529.7 |
6,529.7 |
6,572.8 |
6,546.3 |
S2 |
6,478.8 |
6,478.8 |
6,565.1 |
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S3 |
6,394.8 |
6,445.7 |
6,557.4 |
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S4 |
6,310.8 |
6,361.7 |
6,534.3 |
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Weekly Pivots for week ending 29-Jun-2012 |
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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 |
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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 |
6,596.0 |
6,112.5 |
483.5 |
7.3% |
125.6 |
1.9% |
97% |
True |
False |
298 |
10 |
6,596.0 |
6,112.5 |
483.5 |
7.3% |
113.4 |
1.7% |
97% |
True |
False |
405 |
20 |
6,596.0 |
6,004.5 |
591.5 |
9.0% |
121.3 |
1.8% |
97% |
True |
False |
2,587 |
40 |
6,596.0 |
5,924.0 |
672.0 |
10.2% |
116.3 |
1.8% |
98% |
True |
False |
1,429 |
60 |
6,865.5 |
5,924.0 |
941.5 |
14.3% |
113.9 |
1.7% |
70% |
False |
False |
966 |
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Fibonacci Retracements and Extensions |
4.250 |
6,953.0 |
2.618 |
6,815.9 |
1.618 |
6,731.9 |
1.000 |
6,680.0 |
0.618 |
6,647.9 |
HIGH |
6,596.0 |
0.618 |
6,563.9 |
0.500 |
6,554.0 |
0.382 |
6,544.1 |
LOW |
6,512.0 |
0.618 |
6,460.1 |
1.000 |
6,428.0 |
1.618 |
6,376.1 |
2.618 |
6,292.1 |
4.250 |
6,155.0 |
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