| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,615.00 |
2,576.75 |
-38.25 |
-1.5% |
2,607.75 |
| High |
2,615.00 |
2,576.75 |
-38.25 |
-1.5% |
2,647.25 |
| Low |
2,571.25 |
2,554.75 |
-16.50 |
-0.6% |
2,595.25 |
| Close |
2,571.25 |
2,554.75 |
-16.50 |
-0.6% |
2,602.50 |
| Range |
43.75 |
22.00 |
-21.75 |
-49.7% |
52.00 |
| ATR |
32.48 |
31.73 |
-0.75 |
-2.3% |
0.00 |
| Volume |
4 |
2 |
-2 |
-50.0% |
64 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.00 |
2,613.50 |
2,566.75 |
|
| R3 |
2,606.00 |
2,591.50 |
2,560.75 |
|
| R2 |
2,584.00 |
2,584.00 |
2,558.75 |
|
| R1 |
2,569.50 |
2,569.50 |
2,556.75 |
2,565.75 |
| PP |
2,562.00 |
2,562.00 |
2,562.00 |
2,560.25 |
| S1 |
2,547.50 |
2,547.50 |
2,552.75 |
2,543.75 |
| S2 |
2,540.00 |
2,540.00 |
2,550.75 |
|
| S3 |
2,518.00 |
2,525.50 |
2,548.75 |
|
| S4 |
2,496.00 |
2,503.50 |
2,542.75 |
|
|
| 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 |
2,554.75 |
92.50 |
3.6% |
21.50 |
0.8% |
0% |
False |
True |
6 |
| 10 |
2,647.25 |
2,506.00 |
141.25 |
5.5% |
25.75 |
1.0% |
35% |
False |
False |
11 |
| 20 |
2,647.25 |
2,506.00 |
141.25 |
5.5% |
24.00 |
0.9% |
35% |
False |
False |
8 |
| 40 |
2,647.25 |
2,442.50 |
204.75 |
8.0% |
17.50 |
0.7% |
55% |
False |
False |
5 |
| 60 |
2,732.00 |
2,442.50 |
289.50 |
11.3% |
16.25 |
0.6% |
39% |
False |
False |
4 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.7% |
14.25 |
0.6% |
34% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,670.25 |
|
2.618 |
2,634.25 |
|
1.618 |
2,612.25 |
|
1.000 |
2,598.75 |
|
0.618 |
2,590.25 |
|
HIGH |
2,576.75 |
|
0.618 |
2,568.25 |
|
0.500 |
2,565.75 |
|
0.382 |
2,563.25 |
|
LOW |
2,554.75 |
|
0.618 |
2,541.25 |
|
1.000 |
2,532.75 |
|
1.618 |
2,519.25 |
|
2.618 |
2,497.25 |
|
4.250 |
2,461.25 |
|
|