| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,616.52 |
2,623.46 |
6.94 |
0.3% |
2,562.98 |
| High |
2,625.26 |
2,645.84 |
20.58 |
0.8% |
2,615.82 |
| Low |
2,604.90 |
2,621.77 |
16.87 |
0.6% |
2,510.37 |
| Close |
2,625.03 |
2,645.84 |
20.81 |
0.8% |
2,615.72 |
| Range |
20.36 |
24.07 |
3.71 |
18.2% |
105.45 |
| ATR |
42.29 |
40.99 |
-1.30 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,710.03 |
2,702.00 |
2,659.08 |
|
| R3 |
2,685.96 |
2,677.93 |
2,652.46 |
|
| R2 |
2,661.89 |
2,661.89 |
2,650.25 |
|
| R1 |
2,653.86 |
2,653.86 |
2,648.05 |
2,657.88 |
| PP |
2,637.82 |
2,637.82 |
2,637.82 |
2,639.82 |
| S1 |
2,629.79 |
2,629.79 |
2,643.63 |
2,633.81 |
| S2 |
2,613.75 |
2,613.75 |
2,641.43 |
|
| S3 |
2,589.68 |
2,605.72 |
2,639.22 |
|
| S4 |
2,565.61 |
2,581.65 |
2,632.60 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,896.99 |
2,861.80 |
2,673.72 |
|
| R3 |
2,791.54 |
2,756.35 |
2,644.72 |
|
| R2 |
2,686.09 |
2,686.09 |
2,635.05 |
|
| R1 |
2,650.90 |
2,650.90 |
2,625.39 |
2,668.50 |
| PP |
2,580.64 |
2,580.64 |
2,580.64 |
2,589.43 |
| S1 |
2,545.45 |
2,545.45 |
2,606.05 |
2,563.05 |
| S2 |
2,475.19 |
2,475.19 |
2,596.39 |
|
| S3 |
2,369.74 |
2,440.00 |
2,586.72 |
|
| S4 |
2,264.29 |
2,334.55 |
2,557.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,645.84 |
2,510.37 |
135.47 |
5.1% |
33.51 |
1.3% |
100% |
True |
False |
|
| 10 |
2,645.84 |
2,510.37 |
135.47 |
5.1% |
35.36 |
1.3% |
100% |
True |
False |
|
| 20 |
2,645.84 |
2,504.08 |
141.76 |
5.4% |
37.21 |
1.4% |
100% |
True |
False |
|
| 40 |
2,645.84 |
2,443.92 |
201.92 |
7.6% |
38.50 |
1.5% |
100% |
True |
False |
|
| 60 |
2,756.81 |
2,443.92 |
312.89 |
11.8% |
37.62 |
1.4% |
65% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.3% |
34.80 |
1.3% |
57% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.3% |
32.56 |
1.2% |
57% |
False |
False |
|
| 120 |
2,795.35 |
2,352.76 |
442.59 |
16.7% |
30.90 |
1.2% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,748.14 |
|
2.618 |
2,708.86 |
|
1.618 |
2,684.79 |
|
1.000 |
2,669.91 |
|
0.618 |
2,660.72 |
|
HIGH |
2,645.84 |
|
0.618 |
2,636.65 |
|
0.500 |
2,633.81 |
|
0.382 |
2,630.96 |
|
LOW |
2,621.77 |
|
0.618 |
2,606.89 |
|
1.000 |
2,597.70 |
|
1.618 |
2,582.82 |
|
2.618 |
2,558.75 |
|
4.250 |
2,519.47 |
|
|