| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,543.00 |
2,607.75 |
64.75 |
2.5% |
2,540.00 |
| High |
2,606.50 |
2,613.25 |
6.75 |
0.3% |
2,606.50 |
| Low |
2,543.00 |
2,595.25 |
52.25 |
2.1% |
2,506.00 |
| Close |
2,603.25 |
2,607.75 |
4.50 |
0.2% |
2,603.25 |
| Range |
63.50 |
18.00 |
-45.50 |
-71.7% |
100.50 |
| ATR |
34.89 |
33.68 |
-1.21 |
-3.5% |
0.00 |
| Volume |
29 |
12 |
-17 |
-58.6% |
51 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.50 |
2,651.50 |
2,617.75 |
|
| R3 |
2,641.50 |
2,633.50 |
2,612.75 |
|
| R2 |
2,623.50 |
2,623.50 |
2,611.00 |
|
| R1 |
2,615.50 |
2,615.50 |
2,609.50 |
2,616.75 |
| PP |
2,605.50 |
2,605.50 |
2,605.50 |
2,606.00 |
| S1 |
2,597.50 |
2,597.50 |
2,606.00 |
2,598.75 |
| S2 |
2,587.50 |
2,587.50 |
2,604.50 |
|
| S3 |
2,569.50 |
2,579.50 |
2,602.75 |
|
| S4 |
2,551.50 |
2,561.50 |
2,597.75 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,873.50 |
2,838.75 |
2,658.50 |
|
| R3 |
2,773.00 |
2,738.25 |
2,631.00 |
|
| R2 |
2,672.50 |
2,672.50 |
2,621.75 |
|
| R1 |
2,637.75 |
2,637.75 |
2,612.50 |
2,655.00 |
| PP |
2,572.00 |
2,572.00 |
2,572.00 |
2,580.50 |
| S1 |
2,537.25 |
2,537.25 |
2,594.00 |
2,554.50 |
| S2 |
2,471.50 |
2,471.50 |
2,584.75 |
|
| S3 |
2,371.00 |
2,436.75 |
2,575.50 |
|
| S4 |
2,270.50 |
2,336.25 |
2,548.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,613.25 |
2,506.00 |
107.25 |
4.1% |
30.25 |
1.2% |
95% |
True |
False |
12 |
| 10 |
2,613.25 |
2,506.00 |
107.25 |
4.1% |
28.50 |
1.1% |
95% |
True |
False |
9 |
| 20 |
2,613.25 |
2,475.50 |
137.75 |
5.3% |
19.75 |
0.8% |
96% |
True |
False |
5 |
| 40 |
2,625.75 |
2,442.50 |
183.25 |
7.0% |
16.25 |
0.6% |
90% |
False |
False |
4 |
| 60 |
2,732.00 |
2,442.50 |
289.50 |
11.1% |
15.50 |
0.6% |
57% |
False |
False |
3 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.5% |
13.00 |
0.5% |
51% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,689.75 |
|
2.618 |
2,660.25 |
|
1.618 |
2,642.25 |
|
1.000 |
2,631.25 |
|
0.618 |
2,624.25 |
|
HIGH |
2,613.25 |
|
0.618 |
2,606.25 |
|
0.500 |
2,604.25 |
|
0.382 |
2,602.25 |
|
LOW |
2,595.25 |
|
0.618 |
2,584.25 |
|
1.000 |
2,577.25 |
|
1.618 |
2,566.25 |
|
2.618 |
2,548.25 |
|
4.250 |
2,518.75 |
|
|