| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,206.0 |
2,214.0 |
8.0 |
0.4% |
2,245.0 |
| High |
2,242.0 |
2,238.0 |
-4.0 |
-0.2% |
2,312.0 |
| Low |
2,202.0 |
2,209.0 |
7.0 |
0.3% |
2,212.0 |
| Close |
2,226.0 |
2,226.0 |
0.0 |
0.0% |
2,217.0 |
| Range |
40.0 |
29.0 |
-11.0 |
-27.5% |
100.0 |
| ATR |
47.6 |
46.3 |
-1.3 |
-2.8% |
0.0 |
| Volume |
113 |
119 |
6 |
5.3% |
75,792 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,311.3 |
2,297.7 |
2,242.0 |
|
| R3 |
2,282.3 |
2,268.7 |
2,234.0 |
|
| R2 |
2,253.3 |
2,253.3 |
2,231.3 |
|
| R1 |
2,239.7 |
2,239.7 |
2,228.7 |
2,246.5 |
| PP |
2,224.3 |
2,224.3 |
2,224.3 |
2,227.8 |
| S1 |
2,210.7 |
2,210.7 |
2,223.3 |
2,217.5 |
| S2 |
2,195.3 |
2,195.3 |
2,220.7 |
|
| S3 |
2,166.3 |
2,181.7 |
2,218.0 |
|
| S4 |
2,137.3 |
2,152.7 |
2,210.1 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,547.0 |
2,482.0 |
2,272.0 |
|
| R3 |
2,447.0 |
2,382.0 |
2,244.5 |
|
| R2 |
2,347.0 |
2,347.0 |
2,235.3 |
|
| R1 |
2,282.0 |
2,282.0 |
2,226.2 |
2,264.5 |
| PP |
2,247.0 |
2,247.0 |
2,247.0 |
2,238.3 |
| S1 |
2,182.0 |
2,182.0 |
2,207.8 |
2,164.5 |
| S2 |
2,147.0 |
2,147.0 |
2,198.7 |
|
| S3 |
2,047.0 |
2,082.0 |
2,189.5 |
|
| S4 |
1,947.0 |
1,982.0 |
2,162.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,312.0 |
2,194.0 |
118.0 |
5.3% |
42.0 |
1.9% |
27% |
False |
False |
12,247 |
| 10 |
2,312.0 |
2,114.0 |
198.0 |
8.9% |
40.8 |
1.8% |
57% |
False |
False |
8,748 |
| 20 |
2,312.0 |
2,098.0 |
214.0 |
9.6% |
43.4 |
1.9% |
60% |
False |
False |
8,703 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.3% |
43.4 |
2.0% |
71% |
False |
False |
7,995 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.3% |
45.2 |
2.0% |
71% |
False |
False |
5,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,361.3 |
|
2.618 |
2,313.9 |
|
1.618 |
2,284.9 |
|
1.000 |
2,267.0 |
|
0.618 |
2,255.9 |
|
HIGH |
2,238.0 |
|
0.618 |
2,226.9 |
|
0.500 |
2,223.5 |
|
0.382 |
2,220.1 |
|
LOW |
2,209.0 |
|
0.618 |
2,191.1 |
|
1.000 |
2,180.0 |
|
1.618 |
2,162.1 |
|
2.618 |
2,133.1 |
|
4.250 |
2,085.8 |
|
|