| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,615.00 |
2,633.00 |
18.00 |
0.7% |
2,540.00 |
| High |
2,635.00 |
2,647.25 |
12.25 |
0.5% |
2,606.50 |
| Low |
2,615.00 |
2,633.00 |
18.00 |
0.7% |
2,506.00 |
| Close |
2,635.00 |
2,636.00 |
1.00 |
0.0% |
2,603.25 |
| Range |
20.00 |
14.25 |
-5.75 |
-28.8% |
100.50 |
| ATR |
33.22 |
31.87 |
-1.36 |
-4.1% |
0.00 |
| Volume |
30 |
11 |
-19 |
-63.3% |
51 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,681.50 |
2,673.00 |
2,643.75 |
|
| R3 |
2,667.25 |
2,658.75 |
2,640.00 |
|
| R2 |
2,653.00 |
2,653.00 |
2,638.50 |
|
| R1 |
2,644.50 |
2,644.50 |
2,637.25 |
2,648.75 |
| PP |
2,638.75 |
2,638.75 |
2,638.75 |
2,641.00 |
| S1 |
2,630.25 |
2,630.25 |
2,634.75 |
2,634.50 |
| S2 |
2,624.50 |
2,624.50 |
2,633.50 |
|
| S3 |
2,610.25 |
2,616.00 |
2,632.00 |
|
| S4 |
2,596.00 |
2,601.75 |
2,628.25 |
|
|
| 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 |
2,647.25 |
2,506.00 |
141.25 |
5.4% |
30.00 |
1.1% |
92% |
True |
False |
17 |
| 10 |
2,647.25 |
2,506.00 |
141.25 |
5.4% |
27.75 |
1.1% |
92% |
True |
False |
12 |
| 20 |
2,647.25 |
2,503.75 |
143.50 |
5.4% |
21.25 |
0.8% |
92% |
True |
False |
7 |
| 40 |
2,647.25 |
2,442.50 |
204.75 |
7.8% |
16.25 |
0.6% |
95% |
True |
False |
5 |
| 60 |
2,732.00 |
2,442.50 |
289.50 |
11.0% |
15.25 |
0.6% |
67% |
False |
False |
4 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.3% |
13.50 |
0.5% |
59% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,707.75 |
|
2.618 |
2,684.50 |
|
1.618 |
2,670.25 |
|
1.000 |
2,661.50 |
|
0.618 |
2,656.00 |
|
HIGH |
2,647.25 |
|
0.618 |
2,641.75 |
|
0.500 |
2,640.00 |
|
0.382 |
2,638.50 |
|
LOW |
2,633.00 |
|
0.618 |
2,624.25 |
|
1.000 |
2,618.75 |
|
1.618 |
2,610.00 |
|
2.618 |
2,595.75 |
|
4.250 |
2,572.50 |
|
|