| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,590.0 |
6,576.5 |
-13.5 |
-0.2% |
6,260.0 |
| High |
6,590.0 |
6,637.0 |
47.0 |
0.7% |
6,440.0 |
| Low |
6,541.0 |
6,482.0 |
-59.0 |
-0.9% |
6,112.5 |
| Close |
6,564.5 |
6,539.5 |
-25.0 |
-0.4% |
6,414.5 |
| Range |
49.0 |
155.0 |
106.0 |
216.3% |
327.5 |
| ATR |
126.0 |
128.1 |
2.1 |
1.6% |
0.0 |
| Volume |
114 |
2,353 |
2,239 |
1,964.0% |
1,807 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,017.8 |
6,933.7 |
6,624.8 |
|
| R3 |
6,862.8 |
6,778.7 |
6,582.1 |
|
| R2 |
6,707.8 |
6,707.8 |
6,567.9 |
|
| R1 |
6,623.7 |
6,623.7 |
6,553.7 |
6,588.3 |
| PP |
6,552.8 |
6,552.8 |
6,552.8 |
6,535.1 |
| S1 |
6,468.7 |
6,468.7 |
6,525.3 |
6,433.3 |
| S2 |
6,397.8 |
6,397.8 |
6,511.1 |
|
| S3 |
6,242.8 |
6,313.7 |
6,496.9 |
|
| S4 |
6,087.8 |
6,158.7 |
6,454.3 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,304.8 |
7,187.2 |
6,594.6 |
|
| R3 |
6,977.3 |
6,859.7 |
6,504.6 |
|
| R2 |
6,649.8 |
6,649.8 |
6,474.5 |
|
| R1 |
6,532.2 |
6,532.2 |
6,444.5 |
6,591.0 |
| PP |
6,322.3 |
6,322.3 |
6,322.3 |
6,351.8 |
| S1 |
6,204.7 |
6,204.7 |
6,384.5 |
6,263.5 |
| S2 |
5,994.8 |
5,994.8 |
6,354.5 |
|
| S3 |
5,667.3 |
5,877.2 |
6,324.4 |
|
| S4 |
5,339.8 |
5,549.7 |
6,234.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,637.0 |
6,281.0 |
356.0 |
5.4% |
117.5 |
1.8% |
73% |
True |
False |
618 |
| 10 |
6,637.0 |
6,112.5 |
524.5 |
8.0% |
109.3 |
1.7% |
81% |
True |
False |
527 |
| 20 |
6,637.0 |
6,061.5 |
575.5 |
8.8% |
118.1 |
1.8% |
83% |
True |
False |
2,571 |
| 40 |
6,637.0 |
5,924.0 |
713.0 |
10.9% |
117.0 |
1.8% |
86% |
True |
False |
1,489 |
| 60 |
6,865.5 |
5,924.0 |
941.5 |
14.4% |
113.1 |
1.7% |
65% |
False |
False |
1,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,295.8 |
|
2.618 |
7,042.8 |
|
1.618 |
6,887.8 |
|
1.000 |
6,792.0 |
|
0.618 |
6,732.8 |
|
HIGH |
6,637.0 |
|
0.618 |
6,577.8 |
|
0.500 |
6,559.5 |
|
0.382 |
6,541.2 |
|
LOW |
6,482.0 |
|
0.618 |
6,386.2 |
|
1.000 |
6,327.0 |
|
1.618 |
6,231.2 |
|
2.618 |
6,076.2 |
|
4.250 |
5,823.3 |
|
|