Day Change Summary |
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Previous |
Current |
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04-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
5,605.0 |
5,605.0 |
0.0 |
0.0% |
5,408.5 |
High |
5,620.0 |
5,642.0 |
22.0 |
0.4% |
5,536.5 |
Low |
5,599.0 |
5,601.5 |
2.5 |
0.0% |
5,381.0 |
Close |
5,604.5 |
5,624.0 |
19.5 |
0.3% |
5,494.5 |
Range |
21.0 |
40.5 |
19.5 |
92.9% |
155.5 |
ATR |
49.6 |
49.0 |
-0.7 |
-1.3% |
0.0 |
Volume |
7 |
15 |
8 |
114.3% |
90 |
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Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,744.0 |
5,724.5 |
5,646.5 |
|
R3 |
5,703.5 |
5,684.0 |
5,635.0 |
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R2 |
5,663.0 |
5,663.0 |
5,631.5 |
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R1 |
5,643.5 |
5,643.5 |
5,627.5 |
5,653.0 |
PP |
5,622.5 |
5,622.5 |
5,622.5 |
5,627.5 |
S1 |
5,603.0 |
5,603.0 |
5,620.5 |
5,613.0 |
S2 |
5,582.0 |
5,582.0 |
5,616.5 |
|
S3 |
5,541.5 |
5,562.5 |
5,613.0 |
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S4 |
5,501.0 |
5,522.0 |
5,601.5 |
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Weekly Pivots for week ending 29-Jun-2012 |
|
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 |
5,642.0 |
5,494.5 |
147.5 |
2.6% |
33.0 |
0.6% |
88% |
True |
False |
10 |
10 |
5,642.0 |
5,381.0 |
261.0 |
4.6% |
29.5 |
0.5% |
93% |
True |
False |
14 |
20 |
5,642.0 |
5,357.0 |
285.0 |
5.1% |
19.5 |
0.3% |
94% |
True |
False |
53 |
40 |
5,642.0 |
5,174.5 |
467.5 |
8.3% |
11.5 |
0.2% |
96% |
True |
False |
46 |
60 |
5,716.5 |
5,174.5 |
542.0 |
9.6% |
9.0 |
0.2% |
83% |
False |
False |
41 |
80 |
5,854.0 |
5,174.5 |
679.5 |
12.1% |
7.5 |
0.1% |
66% |
False |
False |
35 |
|
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Fibonacci Retracements and Extensions |
4.250 |
5,814.0 |
2.618 |
5,748.0 |
1.618 |
5,707.5 |
1.000 |
5,682.5 |
0.618 |
5,667.0 |
HIGH |
5,642.0 |
0.618 |
5,626.5 |
0.500 |
5,622.0 |
0.382 |
5,617.0 |
LOW |
5,601.5 |
0.618 |
5,576.5 |
1.000 |
5,561.0 |
1.618 |
5,536.0 |
2.618 |
5,495.5 |
4.250 |
5,429.5 |
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