| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
4,124.0 |
4,089.0 |
-35.0 |
-0.8% |
4,107.0 |
| High |
4,124.0 |
4,089.0 |
-35.0 |
-0.8% |
4,144.0 |
| Low |
4,124.0 |
4,089.0 |
-35.0 |
-0.8% |
4,095.0 |
| Close |
4,124.0 |
4,089.0 |
-35.0 |
-0.8% |
4,124.0 |
| Range |
|
|
|
|
|
| ATR |
25.9 |
26.5 |
0.7 |
2.5% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,089.0 |
4,089.0 |
4,089.0 |
|
| R3 |
4,089.0 |
4,089.0 |
4,089.0 |
|
| R2 |
4,089.0 |
4,089.0 |
4,089.0 |
|
| R1 |
4,089.0 |
4,089.0 |
4,089.0 |
4,089.0 |
| PP |
4,089.0 |
4,089.0 |
4,089.0 |
4,089.0 |
| S1 |
4,089.0 |
4,089.0 |
4,089.0 |
4,089.0 |
| S2 |
4,089.0 |
4,089.0 |
4,089.0 |
|
| S3 |
4,089.0 |
4,089.0 |
4,089.0 |
|
| S4 |
4,089.0 |
4,089.0 |
4,089.0 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,268.0 |
4,245.0 |
4,151.0 |
|
| R3 |
4,219.0 |
4,196.0 |
4,137.5 |
|
| R2 |
4,170.0 |
4,170.0 |
4,133.0 |
|
| R1 |
4,147.0 |
4,147.0 |
4,128.5 |
4,158.5 |
| PP |
4,121.0 |
4,121.0 |
4,121.0 |
4,126.8 |
| S1 |
4,098.0 |
4,098.0 |
4,119.5 |
4,109.5 |
| S2 |
4,072.0 |
4,072.0 |
4,115.0 |
|
| S3 |
4,023.0 |
4,049.0 |
4,110.5 |
|
| S4 |
3,974.0 |
4,000.0 |
4,097.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,144.0 |
4,089.0 |
55.0 |
1.3% |
1.8 |
0.0% |
0% |
False |
True |
55 |
| 10 |
4,144.0 |
3,982.0 |
162.0 |
4.0% |
4.9 |
0.1% |
66% |
False |
False |
82 |
| 20 |
4,144.0 |
3,982.0 |
162.0 |
4.0% |
2.5 |
0.1% |
66% |
False |
False |
60 |
| 40 |
4,261.0 |
3,950.0 |
311.0 |
7.6% |
3.6 |
0.1% |
45% |
False |
False |
72 |
| 60 |
4,397.0 |
3,950.0 |
447.0 |
10.9% |
3.1 |
0.1% |
31% |
False |
False |
55 |
| 80 |
4,397.0 |
3,950.0 |
447.0 |
10.9% |
2.3 |
0.1% |
31% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,089.0 |
|
2.618 |
4,089.0 |
|
1.618 |
4,089.0 |
|
1.000 |
4,089.0 |
|
0.618 |
4,089.0 |
|
HIGH |
4,089.0 |
|
0.618 |
4,089.0 |
|
0.500 |
4,089.0 |
|
0.382 |
4,089.0 |
|
LOW |
4,089.0 |
|
0.618 |
4,089.0 |
|
1.000 |
4,089.0 |
|
1.618 |
4,089.0 |
|
2.618 |
4,089.0 |
|
4.250 |
4,089.0 |
|
|