| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,610.50 |
2,615.00 |
4.50 |
0.2% |
2,607.75 |
| High |
2,610.50 |
2,615.00 |
4.50 |
0.2% |
2,647.25 |
| Low |
2,586.00 |
2,571.25 |
-14.75 |
-0.6% |
2,595.25 |
| Close |
2,599.50 |
2,571.25 |
-28.25 |
-1.1% |
2,602.50 |
| Range |
24.50 |
43.75 |
19.25 |
78.6% |
52.00 |
| ATR |
31.62 |
32.48 |
0.87 |
2.7% |
0.00 |
| Volume |
3 |
4 |
1 |
33.3% |
64 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,717.00 |
2,688.00 |
2,595.25 |
|
| R3 |
2,673.25 |
2,644.25 |
2,583.25 |
|
| R2 |
2,629.50 |
2,629.50 |
2,579.25 |
|
| R1 |
2,600.50 |
2,600.50 |
2,575.25 |
2,593.00 |
| PP |
2,585.75 |
2,585.75 |
2,585.75 |
2,582.25 |
| S1 |
2,556.75 |
2,556.75 |
2,567.25 |
2,549.50 |
| S2 |
2,542.00 |
2,542.00 |
2,563.25 |
|
| S3 |
2,498.25 |
2,513.00 |
2,559.25 |
|
| S4 |
2,454.50 |
2,469.25 |
2,547.25 |
|
|
| 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 |
2,571.25 |
76.00 |
3.0% |
21.25 |
0.8% |
0% |
False |
True |
11 |
| 10 |
2,647.25 |
2,506.00 |
141.25 |
5.5% |
25.75 |
1.0% |
46% |
False |
False |
11 |
| 20 |
2,647.25 |
2,506.00 |
141.25 |
5.5% |
22.75 |
0.9% |
46% |
False |
False |
8 |
| 40 |
2,647.25 |
2,442.50 |
204.75 |
8.0% |
17.25 |
0.7% |
63% |
False |
False |
5 |
| 60 |
2,732.00 |
2,442.50 |
289.50 |
11.3% |
16.25 |
0.6% |
44% |
False |
False |
4 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.7% |
14.25 |
0.6% |
40% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,801.00 |
|
2.618 |
2,729.50 |
|
1.618 |
2,685.75 |
|
1.000 |
2,658.75 |
|
0.618 |
2,642.00 |
|
HIGH |
2,615.00 |
|
0.618 |
2,598.25 |
|
0.500 |
2,593.00 |
|
0.382 |
2,588.00 |
|
LOW |
2,571.25 |
|
0.618 |
2,544.25 |
|
1.000 |
2,527.50 |
|
1.618 |
2,500.50 |
|
2.618 |
2,456.75 |
|
4.250 |
2,385.25 |
|
|