| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,576.75 |
2,510.25 |
-66.50 |
-2.6% |
2,607.75 |
| High |
2,576.75 |
2,531.00 |
-45.75 |
-1.8% |
2,647.25 |
| Low |
2,554.75 |
2,510.25 |
-44.50 |
-1.7% |
2,595.25 |
| Close |
2,554.75 |
2,531.00 |
-23.75 |
-0.9% |
2,602.50 |
| Range |
22.00 |
20.75 |
-1.25 |
-5.7% |
52.00 |
| ATR |
31.73 |
32.65 |
0.91 |
2.9% |
0.00 |
| Volume |
2 |
4 |
2 |
100.0% |
64 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,586.25 |
2,579.50 |
2,542.50 |
|
| R3 |
2,565.50 |
2,558.75 |
2,536.75 |
|
| R2 |
2,544.75 |
2,544.75 |
2,534.75 |
|
| R1 |
2,538.00 |
2,538.00 |
2,533.00 |
2,541.50 |
| PP |
2,524.00 |
2,524.00 |
2,524.00 |
2,525.75 |
| S1 |
2,517.25 |
2,517.25 |
2,529.00 |
2,520.50 |
| S2 |
2,503.25 |
2,503.25 |
2,527.25 |
|
| S3 |
2,482.50 |
2,496.50 |
2,525.25 |
|
| S4 |
2,461.75 |
2,475.75 |
2,519.50 |
|
|
| 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 |
2,615.00 |
2,510.25 |
104.75 |
4.1% |
23.00 |
0.9% |
20% |
False |
True |
4 |
| 10 |
2,647.25 |
2,506.00 |
141.25 |
5.6% |
26.50 |
1.0% |
18% |
False |
False |
11 |
| 20 |
2,647.25 |
2,506.00 |
141.25 |
5.6% |
24.25 |
1.0% |
18% |
False |
False |
8 |
| 40 |
2,647.25 |
2,442.50 |
204.75 |
8.1% |
17.50 |
0.7% |
43% |
False |
False |
5 |
| 60 |
2,732.00 |
2,442.50 |
289.50 |
11.4% |
16.00 |
0.6% |
31% |
False |
False |
4 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.9% |
14.50 |
0.6% |
27% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,619.25 |
|
2.618 |
2,585.25 |
|
1.618 |
2,564.50 |
|
1.000 |
2,551.75 |
|
0.618 |
2,543.75 |
|
HIGH |
2,531.00 |
|
0.618 |
2,523.00 |
|
0.500 |
2,520.50 |
|
0.382 |
2,518.25 |
|
LOW |
2,510.25 |
|
0.618 |
2,497.50 |
|
1.000 |
2,489.50 |
|
1.618 |
2,476.75 |
|
2.618 |
2,456.00 |
|
4.250 |
2,422.00 |
|
|