| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,603.50 |
2,610.50 |
7.00 |
0.3% |
2,607.75 |
| High |
2,603.50 |
2,610.50 |
7.00 |
0.3% |
2,647.25 |
| Low |
2,600.00 |
2,586.00 |
-14.00 |
-0.5% |
2,595.25 |
| Close |
2,602.50 |
2,599.50 |
-3.00 |
-0.1% |
2,602.50 |
| Range |
3.50 |
24.50 |
21.00 |
600.0% |
52.00 |
| ATR |
32.16 |
31.62 |
-0.55 |
-1.7% |
0.00 |
| Volume |
11 |
3 |
-8 |
-72.7% |
64 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,672.25 |
2,660.25 |
2,613.00 |
|
| R3 |
2,647.75 |
2,635.75 |
2,606.25 |
|
| R2 |
2,623.25 |
2,623.25 |
2,604.00 |
|
| R1 |
2,611.25 |
2,611.25 |
2,601.75 |
2,605.00 |
| PP |
2,598.75 |
2,598.75 |
2,598.75 |
2,595.50 |
| S1 |
2,586.75 |
2,586.75 |
2,597.25 |
2,580.50 |
| S2 |
2,574.25 |
2,574.25 |
2,595.00 |
|
| S3 |
2,549.75 |
2,562.25 |
2,592.75 |
|
| S4 |
2,525.25 |
2,537.75 |
2,586.00 |
|
|
| 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 |
2,586.00 |
61.25 |
2.4% |
16.00 |
0.6% |
22% |
False |
True |
13 |
| 10 |
2,647.25 |
2,506.00 |
141.25 |
5.4% |
23.50 |
0.9% |
66% |
False |
False |
11 |
| 20 |
2,647.25 |
2,503.75 |
143.50 |
5.5% |
22.00 |
0.8% |
67% |
False |
False |
8 |
| 40 |
2,647.25 |
2,442.50 |
204.75 |
7.9% |
16.75 |
0.6% |
77% |
False |
False |
5 |
| 60 |
2,732.00 |
2,442.50 |
289.50 |
11.1% |
15.75 |
0.6% |
54% |
False |
False |
4 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.5% |
13.75 |
0.5% |
48% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,714.50 |
|
2.618 |
2,674.75 |
|
1.618 |
2,650.25 |
|
1.000 |
2,635.00 |
|
0.618 |
2,625.75 |
|
HIGH |
2,610.50 |
|
0.618 |
2,601.25 |
|
0.500 |
2,598.25 |
|
0.382 |
2,595.25 |
|
LOW |
2,586.00 |
|
0.618 |
2,570.75 |
|
1.000 |
2,561.50 |
|
1.618 |
2,546.25 |
|
2.618 |
2,521.75 |
|
4.250 |
2,482.00 |
|
|