Day Change Summary |
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Previous |
Current |
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11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
6,419.0 |
6,424.0 |
5.0 |
0.1% |
6,415.0 |
High |
6,490.0 |
6,463.0 |
-27.0 |
-0.4% |
6,637.0 |
Low |
6,419.0 |
6,380.0 |
-39.0 |
-0.6% |
6,404.5 |
Close |
6,453.0 |
6,426.5 |
-26.5 |
-0.4% |
6,416.5 |
Range |
71.0 |
83.0 |
12.0 |
16.9% |
232.5 |
ATR |
119.0 |
116.5 |
-2.6 |
-2.2% |
0.0 |
Volume |
76 |
1,069 |
993 |
1,306.6% |
3,572 |
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Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,672.2 |
6,632.3 |
6,472.2 |
|
R3 |
6,589.2 |
6,549.3 |
6,449.3 |
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R2 |
6,506.2 |
6,506.2 |
6,441.7 |
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R1 |
6,466.3 |
6,466.3 |
6,434.1 |
6,486.3 |
PP |
6,423.2 |
6,423.2 |
6,423.2 |
6,433.1 |
S1 |
6,383.3 |
6,383.3 |
6,418.9 |
6,403.3 |
S2 |
6,340.2 |
6,340.2 |
6,411.3 |
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S3 |
6,257.2 |
6,300.3 |
6,403.7 |
|
S4 |
6,174.2 |
6,217.3 |
6,380.9 |
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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 |
6,537.5 |
6,361.0 |
176.5 |
2.7% |
91.1 |
1.4% |
37% |
False |
False |
475 |
10 |
6,637.0 |
6,281.0 |
356.0 |
5.5% |
104.3 |
1.6% |
41% |
False |
False |
547 |
20 |
6,637.0 |
6,112.5 |
524.5 |
8.2% |
107.3 |
1.7% |
60% |
False |
False |
713 |
40 |
6,637.0 |
5,924.0 |
713.0 |
11.1% |
113.6 |
1.8% |
70% |
False |
False |
1,534 |
60 |
6,865.5 |
5,924.0 |
941.5 |
14.7% |
111.8 |
1.7% |
53% |
False |
False |
1,044 |
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Fibonacci Retracements and Extensions |
4.250 |
6,815.8 |
2.618 |
6,680.3 |
1.618 |
6,597.3 |
1.000 |
6,546.0 |
0.618 |
6,514.3 |
HIGH |
6,463.0 |
0.618 |
6,431.3 |
0.500 |
6,421.5 |
0.382 |
6,411.7 |
LOW |
6,380.0 |
0.618 |
6,328.7 |
1.000 |
6,297.0 |
1.618 |
6,245.7 |
2.618 |
6,162.7 |
4.250 |
6,027.3 |
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