Day Change Summary |
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Previous |
Current |
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06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
6,520.0 |
6,413.0 |
-107.0 |
-1.6% |
6,415.0 |
High |
6,537.5 |
6,422.0 |
-115.5 |
-1.8% |
6,637.0 |
Low |
6,410.0 |
6,380.0 |
-30.0 |
-0.5% |
6,404.5 |
Close |
6,416.5 |
6,401.0 |
-15.5 |
-0.2% |
6,416.5 |
Range |
127.5 |
42.0 |
-85.5 |
-67.1% |
232.5 |
ATR |
128.2 |
122.0 |
-6.2 |
-4.8% |
0.0 |
Volume |
700 |
434 |
-266 |
-38.0% |
3,572 |
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Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,527.0 |
6,506.0 |
6,424.1 |
|
R3 |
6,485.0 |
6,464.0 |
6,412.6 |
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R2 |
6,443.0 |
6,443.0 |
6,408.7 |
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R1 |
6,422.0 |
6,422.0 |
6,404.9 |
6,411.5 |
PP |
6,401.0 |
6,401.0 |
6,401.0 |
6,395.8 |
S1 |
6,380.0 |
6,380.0 |
6,397.2 |
6,369.5 |
S2 |
6,359.0 |
6,359.0 |
6,393.3 |
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S3 |
6,317.0 |
6,338.0 |
6,389.5 |
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S4 |
6,275.0 |
6,296.0 |
6,377.9 |
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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 |
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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 |
6,380.0 |
257.0 |
4.0% |
91.5 |
1.4% |
8% |
False |
True |
739 |
10 |
6,637.0 |
6,112.5 |
524.5 |
8.2% |
106.5 |
1.7% |
55% |
False |
False |
552 |
20 |
6,637.0 |
6,086.0 |
551.0 |
8.6% |
110.3 |
1.7% |
57% |
False |
False |
2,279 |
40 |
6,637.0 |
5,924.0 |
713.0 |
11.1% |
115.8 |
1.8% |
67% |
False |
False |
1,515 |
60 |
6,865.5 |
5,924.0 |
941.5 |
14.7% |
111.7 |
1.7% |
51% |
False |
False |
1,025 |
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Fibonacci Retracements and Extensions |
4.250 |
6,600.5 |
2.618 |
6,532.0 |
1.618 |
6,490.0 |
1.000 |
6,464.0 |
0.618 |
6,448.0 |
HIGH |
6,422.0 |
0.618 |
6,406.0 |
0.500 |
6,401.0 |
0.382 |
6,396.0 |
LOW |
6,380.0 |
0.618 |
6,354.0 |
1.000 |
6,338.0 |
1.618 |
6,312.0 |
2.618 |
6,270.0 |
4.250 |
6,201.5 |
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