| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,607.75 |
2,615.00 |
7.25 |
0.3% |
2,540.00 |
| High |
2,613.25 |
2,635.00 |
21.75 |
0.8% |
2,606.50 |
| Low |
2,595.25 |
2,615.00 |
19.75 |
0.8% |
2,506.00 |
| Close |
2,607.75 |
2,635.00 |
27.25 |
1.0% |
2,603.25 |
| Range |
18.00 |
20.00 |
2.00 |
11.1% |
100.50 |
| ATR |
33.68 |
33.22 |
-0.46 |
-1.4% |
0.00 |
| Volume |
12 |
30 |
18 |
150.0% |
51 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,688.25 |
2,681.75 |
2,646.00 |
|
| R3 |
2,668.25 |
2,661.75 |
2,640.50 |
|
| R2 |
2,648.25 |
2,648.25 |
2,638.75 |
|
| R1 |
2,641.75 |
2,641.75 |
2,636.75 |
2,645.00 |
| PP |
2,628.25 |
2,628.25 |
2,628.25 |
2,630.00 |
| S1 |
2,621.75 |
2,621.75 |
2,633.25 |
2,625.00 |
| S2 |
2,608.25 |
2,608.25 |
2,631.25 |
|
| S3 |
2,588.25 |
2,601.75 |
2,629.50 |
|
| S4 |
2,568.25 |
2,581.75 |
2,624.00 |
|
|
| 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 |
2,635.00 |
2,506.00 |
129.00 |
4.9% |
30.00 |
1.1% |
100% |
True |
False |
17 |
| 10 |
2,635.00 |
2,506.00 |
129.00 |
4.9% |
28.00 |
1.1% |
100% |
True |
False |
11 |
| 20 |
2,635.00 |
2,503.75 |
131.25 |
5.0% |
20.75 |
0.8% |
100% |
True |
False |
7 |
| 40 |
2,635.00 |
2,442.50 |
192.50 |
7.3% |
16.50 |
0.6% |
100% |
True |
False |
5 |
| 60 |
2,732.00 |
2,442.50 |
289.50 |
11.0% |
15.75 |
0.6% |
66% |
False |
False |
3 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.4% |
13.25 |
0.5% |
59% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,720.00 |
|
2.618 |
2,687.25 |
|
1.618 |
2,667.25 |
|
1.000 |
2,655.00 |
|
0.618 |
2,647.25 |
|
HIGH |
2,635.00 |
|
0.618 |
2,627.25 |
|
0.500 |
2,625.00 |
|
0.382 |
2,622.75 |
|
LOW |
2,615.00 |
|
0.618 |
2,602.75 |
|
1.000 |
2,595.00 |
|
1.618 |
2,582.75 |
|
2.618 |
2,562.75 |
|
4.250 |
2,530.00 |
|
|