| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,633.00 |
2,603.50 |
-29.50 |
-1.1% |
2,607.75 |
| High |
2,647.25 |
2,603.50 |
-43.75 |
-1.7% |
2,647.25 |
| Low |
2,633.00 |
2,600.00 |
-33.00 |
-1.3% |
2,595.25 |
| Close |
2,636.00 |
2,602.50 |
-33.50 |
-1.3% |
2,602.50 |
| Range |
14.25 |
3.50 |
-10.75 |
-75.4% |
52.00 |
| ATR |
31.87 |
32.16 |
0.30 |
0.9% |
0.00 |
| Volume |
11 |
11 |
0 |
0.0% |
64 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,612.50 |
2,611.00 |
2,604.50 |
|
| R3 |
2,609.00 |
2,607.50 |
2,603.50 |
|
| R2 |
2,605.50 |
2,605.50 |
2,603.25 |
|
| R1 |
2,604.00 |
2,604.00 |
2,602.75 |
2,603.00 |
| PP |
2,602.00 |
2,602.00 |
2,602.00 |
2,601.50 |
| S1 |
2,600.50 |
2,600.50 |
2,602.25 |
2,599.50 |
| S2 |
2,598.50 |
2,598.50 |
2,601.75 |
|
| S3 |
2,595.00 |
2,597.00 |
2,601.50 |
|
| S4 |
2,591.50 |
2,593.50 |
2,600.50 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,771.00 |
2,738.75 |
2,631.00 |
|
| R3 |
2,719.00 |
2,686.75 |
2,616.75 |
|
| R2 |
2,667.00 |
2,667.00 |
2,612.00 |
|
| R1 |
2,634.75 |
2,634.75 |
2,607.25 |
2,625.00 |
| PP |
2,615.00 |
2,615.00 |
2,615.00 |
2,610.00 |
| S1 |
2,582.75 |
2,582.75 |
2,597.75 |
2,573.00 |
| S2 |
2,563.00 |
2,563.00 |
2,593.00 |
|
| S3 |
2,511.00 |
2,530.75 |
2,588.25 |
|
| S4 |
2,459.00 |
2,478.75 |
2,574.00 |
|
|
| 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 |
2,543.00 |
104.25 |
4.0% |
23.75 |
0.9% |
57% |
False |
False |
18 |
| 10 |
2,647.25 |
2,506.00 |
141.25 |
5.4% |
22.50 |
0.9% |
68% |
False |
False |
12 |
| 20 |
2,647.25 |
2,503.75 |
143.50 |
5.5% |
21.50 |
0.8% |
69% |
False |
False |
8 |
| 40 |
2,647.25 |
2,442.50 |
204.75 |
7.9% |
16.25 |
0.6% |
78% |
False |
False |
5 |
| 60 |
2,732.00 |
2,442.50 |
289.50 |
11.1% |
15.25 |
0.6% |
55% |
False |
False |
4 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.5% |
13.25 |
0.5% |
49% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,618.50 |
|
2.618 |
2,612.75 |
|
1.618 |
2,609.25 |
|
1.000 |
2,607.00 |
|
0.618 |
2,605.75 |
|
HIGH |
2,603.50 |
|
0.618 |
2,602.25 |
|
0.500 |
2,601.75 |
|
0.382 |
2,601.25 |
|
LOW |
2,600.00 |
|
0.618 |
2,597.75 |
|
1.000 |
2,596.50 |
|
1.618 |
2,594.25 |
|
2.618 |
2,590.75 |
|
4.250 |
2,585.00 |
|
|