Day Change Summary |
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Previous |
Current |
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09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
6,413.0 |
6,383.5 |
-29.5 |
-0.5% |
6,415.0 |
High |
6,422.0 |
6,493.0 |
71.0 |
1.1% |
6,637.0 |
Low |
6,380.0 |
6,361.0 |
-19.0 |
-0.3% |
6,404.5 |
Close |
6,401.0 |
6,451.5 |
50.5 |
0.8% |
6,416.5 |
Range |
42.0 |
132.0 |
90.0 |
214.3% |
232.5 |
ATR |
122.0 |
122.7 |
0.7 |
0.6% |
0.0 |
Volume |
434 |
100 |
-334 |
-77.0% |
3,572 |
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Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,831.2 |
6,773.3 |
6,524.1 |
|
R3 |
6,699.2 |
6,641.3 |
6,487.8 |
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R2 |
6,567.2 |
6,567.2 |
6,475.7 |
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R1 |
6,509.3 |
6,509.3 |
6,463.6 |
6,538.3 |
PP |
6,435.2 |
6,435.2 |
6,435.2 |
6,449.6 |
S1 |
6,377.3 |
6,377.3 |
6,439.4 |
6,406.3 |
S2 |
6,303.2 |
6,303.2 |
6,427.3 |
|
S3 |
6,171.2 |
6,245.3 |
6,415.2 |
|
S4 |
6,039.2 |
6,113.3 |
6,378.9 |
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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 |
|
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 |
6,361.0 |
276.0 |
4.3% |
101.1 |
1.6% |
33% |
False |
True |
740 |
10 |
6,637.0 |
6,112.5 |
524.5 |
8.1% |
113.4 |
1.8% |
65% |
False |
False |
519 |
20 |
6,637.0 |
6,086.0 |
551.0 |
8.5% |
110.6 |
1.7% |
66% |
False |
False |
1,976 |
40 |
6,637.0 |
5,924.0 |
713.0 |
11.1% |
115.7 |
1.8% |
74% |
False |
False |
1,510 |
60 |
6,865.5 |
5,924.0 |
941.5 |
14.6% |
112.3 |
1.7% |
56% |
False |
False |
1,025 |
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Fibonacci Retracements and Extensions |
4.250 |
7,054.0 |
2.618 |
6,838.6 |
1.618 |
6,706.6 |
1.000 |
6,625.0 |
0.618 |
6,574.6 |
HIGH |
6,493.0 |
0.618 |
6,442.6 |
0.500 |
6,427.0 |
0.382 |
6,411.4 |
LOW |
6,361.0 |
0.618 |
6,279.4 |
1.000 |
6,229.0 |
1.618 |
6,147.4 |
2.618 |
6,015.4 |
4.250 |
5,800.0 |
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