Day Change Summary |
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Previous |
Current |
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03-Jul-2012 |
04-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
5,584.0 |
5,605.0 |
21.0 |
0.4% |
5,408.5 |
High |
5,617.5 |
5,620.0 |
2.5 |
0.0% |
5,536.5 |
Low |
5,570.0 |
5,599.0 |
29.0 |
0.5% |
5,381.0 |
Close |
5,617.0 |
5,604.5 |
-12.5 |
-0.2% |
5,494.5 |
Range |
47.5 |
21.0 |
-26.5 |
-55.8% |
155.5 |
ATR |
51.8 |
49.6 |
-2.2 |
-4.2% |
0.0 |
Volume |
4 |
7 |
3 |
75.0% |
90 |
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Daily Pivots for day following 04-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,671.0 |
5,658.5 |
5,616.0 |
|
R3 |
5,650.0 |
5,637.5 |
5,610.5 |
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R2 |
5,629.0 |
5,629.0 |
5,608.5 |
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R1 |
5,616.5 |
5,616.5 |
5,606.5 |
5,612.0 |
PP |
5,608.0 |
5,608.0 |
5,608.0 |
5,605.5 |
S1 |
5,595.5 |
5,595.5 |
5,602.5 |
5,591.0 |
S2 |
5,587.0 |
5,587.0 |
5,600.5 |
|
S3 |
5,566.0 |
5,574.5 |
5,598.5 |
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S4 |
5,545.0 |
5,553.5 |
5,593.0 |
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Weekly Pivots for week ending 29-Jun-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,937.0 |
5,871.5 |
5,580.0 |
|
R3 |
5,781.5 |
5,716.0 |
5,537.5 |
|
R2 |
5,626.0 |
5,626.0 |
5,523.0 |
|
R1 |
5,560.5 |
5,560.5 |
5,509.0 |
5,593.0 |
PP |
5,470.5 |
5,470.5 |
5,470.5 |
5,487.0 |
S1 |
5,405.0 |
5,405.0 |
5,480.0 |
5,438.0 |
S2 |
5,315.0 |
5,315.0 |
5,466.0 |
|
S3 |
5,159.5 |
5,249.5 |
5,451.5 |
|
S4 |
5,004.0 |
5,094.0 |
5,409.0 |
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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 |
5,620.0 |
5,396.0 |
224.0 |
4.0% |
26.0 |
0.5% |
93% |
True |
False |
17 |
10 |
5,620.0 |
5,381.0 |
239.0 |
4.3% |
29.0 |
0.5% |
94% |
True |
False |
12 |
20 |
5,620.0 |
5,357.0 |
263.0 |
4.7% |
17.5 |
0.3% |
94% |
True |
False |
65 |
40 |
5,620.0 |
5,174.5 |
445.5 |
7.9% |
10.5 |
0.2% |
97% |
True |
False |
47 |
60 |
5,716.5 |
5,174.5 |
542.0 |
9.7% |
8.5 |
0.2% |
79% |
False |
False |
41 |
80 |
5,854.0 |
5,174.5 |
679.5 |
12.1% |
7.0 |
0.1% |
63% |
False |
False |
35 |
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Fibonacci Retracements and Extensions |
4.250 |
5,709.0 |
2.618 |
5,675.0 |
1.618 |
5,654.0 |
1.000 |
5,641.0 |
0.618 |
5,633.0 |
HIGH |
5,620.0 |
0.618 |
5,612.0 |
0.500 |
5,609.5 |
0.382 |
5,607.0 |
LOW |
5,599.0 |
0.618 |
5,586.0 |
1.000 |
5,578.0 |
1.618 |
5,565.0 |
2.618 |
5,544.0 |
4.250 |
5,510.0 |
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