Day Change Summary |
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Previous |
Current |
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|
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10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
6,383.5 |
6,419.0 |
35.5 |
0.6% |
6,415.0 |
High |
6,493.0 |
6,490.0 |
-3.0 |
0.0% |
6,637.0 |
Low |
6,361.0 |
6,419.0 |
58.0 |
0.9% |
6,404.5 |
Close |
6,451.5 |
6,453.0 |
1.5 |
0.0% |
6,416.5 |
Range |
132.0 |
71.0 |
-61.0 |
-46.2% |
232.5 |
ATR |
122.7 |
119.0 |
-3.7 |
-3.0% |
0.0 |
Volume |
100 |
76 |
-24 |
-24.0% |
3,572 |
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Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,667.0 |
6,631.0 |
6,492.1 |
|
R3 |
6,596.0 |
6,560.0 |
6,472.5 |
|
R2 |
6,525.0 |
6,525.0 |
6,466.0 |
|
R1 |
6,489.0 |
6,489.0 |
6,459.5 |
6,507.0 |
PP |
6,454.0 |
6,454.0 |
6,454.0 |
6,463.0 |
S1 |
6,418.0 |
6,418.0 |
6,446.5 |
6,436.0 |
S2 |
6,383.0 |
6,383.0 |
6,440.0 |
|
S3 |
6,312.0 |
6,347.0 |
6,433.5 |
|
S4 |
6,241.0 |
6,276.0 |
6,414.0 |
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|
Weekly Pivots for week ending 06-Jul-2012 |
|
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% |
105.5 |
1.6% |
33% |
False |
False |
732 |
10 |
6,637.0 |
6,112.5 |
524.5 |
8.1% |
109.6 |
1.7% |
65% |
False |
False |
476 |
20 |
6,637.0 |
6,086.0 |
551.0 |
8.5% |
107.7 |
1.7% |
67% |
False |
False |
1,472 |
40 |
6,637.0 |
5,924.0 |
713.0 |
11.0% |
114.2 |
1.8% |
74% |
False |
False |
1,508 |
60 |
6,865.5 |
5,924.0 |
941.5 |
14.6% |
110.4 |
1.7% |
56% |
False |
False |
1,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,791.8 |
2.618 |
6,675.9 |
1.618 |
6,604.9 |
1.000 |
6,561.0 |
0.618 |
6,533.9 |
HIGH |
6,490.0 |
0.618 |
6,462.9 |
0.500 |
6,454.5 |
0.382 |
6,446.1 |
LOW |
6,419.0 |
0.618 |
6,375.1 |
1.000 |
6,348.0 |
1.618 |
6,304.1 |
2.618 |
6,233.1 |
4.250 |
6,117.3 |
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