Day Change Summary |
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Previous |
Current |
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05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
6,576.5 |
6,520.0 |
-56.5 |
-0.9% |
6,415.0 |
High |
6,637.0 |
6,537.5 |
-99.5 |
-1.5% |
6,637.0 |
Low |
6,482.0 |
6,410.0 |
-72.0 |
-1.1% |
6,404.5 |
Close |
6,539.5 |
6,416.5 |
-123.0 |
-1.9% |
6,416.5 |
Range |
155.0 |
127.5 |
-27.5 |
-17.7% |
232.5 |
ATR |
128.1 |
128.2 |
0.1 |
0.1% |
0.0 |
Volume |
2,353 |
700 |
-1,653 |
-70.3% |
3,572 |
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Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,837.2 |
6,754.3 |
6,486.6 |
|
R3 |
6,709.7 |
6,626.8 |
6,451.6 |
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R2 |
6,582.2 |
6,582.2 |
6,439.9 |
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R1 |
6,499.3 |
6,499.3 |
6,428.2 |
6,477.0 |
PP |
6,454.7 |
6,454.7 |
6,454.7 |
6,443.5 |
S1 |
6,371.8 |
6,371.8 |
6,404.8 |
6,349.5 |
S2 |
6,327.2 |
6,327.2 |
6,393.1 |
|
S3 |
6,199.7 |
6,244.3 |
6,381.4 |
|
S4 |
6,072.2 |
6,116.8 |
6,346.4 |
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Weekly Pivots for week ending 06-Jul-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,183.5 |
7,032.5 |
6,544.4 |
|
R3 |
6,951.0 |
6,800.0 |
6,480.4 |
|
R2 |
6,718.5 |
6,718.5 |
6,459.1 |
|
R1 |
6,567.5 |
6,567.5 |
6,437.8 |
6,643.0 |
PP |
6,486.0 |
6,486.0 |
6,486.0 |
6,523.8 |
S1 |
6,335.0 |
6,335.0 |
6,395.2 |
6,410.5 |
S2 |
6,253.5 |
6,253.5 |
6,373.9 |
|
S3 |
6,021.0 |
6,102.5 |
6,352.6 |
|
S4 |
5,788.5 |
5,870.0 |
6,288.6 |
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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 |
6,637.0 |
6,404.5 |
232.5 |
3.6% |
111.2 |
1.7% |
5% |
False |
False |
714 |
10 |
6,637.0 |
6,112.5 |
524.5 |
8.2% |
115.8 |
1.8% |
58% |
False |
False |
537 |
20 |
6,637.0 |
6,086.0 |
551.0 |
8.6% |
118.9 |
1.9% |
60% |
False |
False |
2,486 |
40 |
6,637.0 |
5,924.0 |
713.0 |
11.1% |
117.0 |
1.8% |
69% |
False |
False |
1,506 |
60 |
6,865.5 |
5,924.0 |
941.5 |
14.7% |
113.8 |
1.8% |
52% |
False |
False |
1,018 |
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Fibonacci Retracements and Extensions |
4.250 |
7,079.4 |
2.618 |
6,871.3 |
1.618 |
6,743.8 |
1.000 |
6,665.0 |
0.618 |
6,616.3 |
HIGH |
6,537.5 |
0.618 |
6,488.8 |
0.500 |
6,473.8 |
0.382 |
6,458.7 |
LOW |
6,410.0 |
0.618 |
6,331.2 |
1.000 |
6,282.5 |
1.618 |
6,203.7 |
2.618 |
6,076.2 |
4.250 |
5,868.1 |
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