Day Change Summary |
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Previous |
Current |
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03-Jul-2012 |
04-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
6,532.0 |
6,590.0 |
58.0 |
0.9% |
6,260.0 |
High |
6,596.0 |
6,590.0 |
-6.0 |
-0.1% |
6,440.0 |
Low |
6,512.0 |
6,541.0 |
29.0 |
0.4% |
6,112.5 |
Close |
6,580.5 |
6,564.5 |
-16.0 |
-0.2% |
6,414.5 |
Range |
84.0 |
49.0 |
-35.0 |
-41.7% |
327.5 |
ATR |
131.9 |
126.0 |
-5.9 |
-4.5% |
0.0 |
Volume |
94 |
114 |
20 |
21.3% |
1,807 |
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Daily Pivots for day following 04-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,712.2 |
6,687.3 |
6,591.5 |
|
R3 |
6,663.2 |
6,638.3 |
6,578.0 |
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R2 |
6,614.2 |
6,614.2 |
6,573.5 |
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R1 |
6,589.3 |
6,589.3 |
6,569.0 |
6,577.3 |
PP |
6,565.2 |
6,565.2 |
6,565.2 |
6,559.1 |
S1 |
6,540.3 |
6,540.3 |
6,560.0 |
6,528.3 |
S2 |
6,516.2 |
6,516.2 |
6,555.5 |
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S3 |
6,467.2 |
6,491.3 |
6,551.0 |
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S4 |
6,418.2 |
6,442.3 |
6,537.6 |
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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 |
|
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 |
7.4% |
113.6 |
1.7% |
93% |
False |
False |
220 |
10 |
6,596.0 |
6,112.5 |
483.5 |
7.4% |
109.4 |
1.7% |
93% |
False |
False |
341 |
20 |
6,596.0 |
6,061.5 |
534.5 |
8.1% |
116.9 |
1.8% |
94% |
False |
False |
2,542 |
40 |
6,596.0 |
5,924.0 |
672.0 |
10.2% |
114.7 |
1.7% |
95% |
False |
False |
1,430 |
60 |
6,865.5 |
5,924.0 |
941.5 |
14.3% |
112.4 |
1.7% |
68% |
False |
False |
967 |
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Fibonacci Retracements and Extensions |
4.250 |
6,798.3 |
2.618 |
6,718.3 |
1.618 |
6,669.3 |
1.000 |
6,639.0 |
0.618 |
6,620.3 |
HIGH |
6,590.0 |
0.618 |
6,571.3 |
0.500 |
6,565.5 |
0.382 |
6,559.7 |
LOW |
6,541.0 |
0.618 |
6,510.7 |
1.000 |
6,492.0 |
1.618 |
6,461.7 |
2.618 |
6,412.7 |
4.250 |
6,332.8 |
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