Day Change Summary |
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Previous |
Current |
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12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
2,561.68 |
2,545.98 |
-15.70 |
-0.6% |
2,610.38 |
High |
2,561.68 |
2,589.93 |
28.25 |
1.1% |
2,630.03 |
Low |
2,522.89 |
2,545.98 |
23.09 |
0.9% |
2,522.89 |
Close |
2,545.30 |
2,584.97 |
39.67 |
1.6% |
2,584.97 |
Range |
38.79 |
43.95 |
5.16 |
13.3% |
107.14 |
ATR |
41.20 |
41.44 |
0.25 |
0.6% |
0.00 |
Volume |
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Daily Pivots for day following 13-Jul-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,705.48 |
2,689.17 |
2,609.14 |
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R3 |
2,661.53 |
2,645.22 |
2,597.06 |
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R2 |
2,617.58 |
2,617.58 |
2,593.03 |
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R1 |
2,601.27 |
2,601.27 |
2,589.00 |
2,609.43 |
PP |
2,573.63 |
2,573.63 |
2,573.63 |
2,577.70 |
S1 |
2,557.32 |
2,557.32 |
2,580.94 |
2,565.48 |
S2 |
2,529.68 |
2,529.68 |
2,576.91 |
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S3 |
2,485.73 |
2,513.37 |
2,572.88 |
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S4 |
2,441.78 |
2,469.42 |
2,560.80 |
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Weekly Pivots for week ending 13-Jul-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,900.72 |
2,849.98 |
2,643.90 |
|
R3 |
2,793.58 |
2,742.84 |
2,614.43 |
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R2 |
2,686.44 |
2,686.44 |
2,604.61 |
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R1 |
2,635.70 |
2,635.70 |
2,594.79 |
2,607.50 |
PP |
2,579.30 |
2,579.30 |
2,579.30 |
2,565.20 |
S1 |
2,528.56 |
2,528.56 |
2,575.15 |
2,500.36 |
S2 |
2,472.16 |
2,472.16 |
2,565.33 |
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S3 |
2,365.02 |
2,421.42 |
2,555.51 |
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S4 |
2,257.88 |
2,314.28 |
2,526.04 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,630.03 |
2,522.89 |
107.14 |
4.1% |
39.89 |
1.5% |
58% |
False |
False |
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10 |
2,660.26 |
2,522.89 |
137.37 |
5.3% |
36.41 |
1.4% |
45% |
False |
False |
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20 |
2,660.26 |
2,510.37 |
149.89 |
5.8% |
36.25 |
1.4% |
50% |
False |
False |
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40 |
2,660.26 |
2,443.92 |
216.34 |
8.4% |
38.68 |
1.5% |
65% |
False |
False |
|
60 |
2,756.81 |
2,443.92 |
312.89 |
12.1% |
37.40 |
1.4% |
45% |
False |
False |
|
80 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
36.05 |
1.4% |
40% |
False |
False |
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100 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
33.32 |
1.3% |
40% |
False |
False |
|
120 |
2,795.35 |
2,423.24 |
372.11 |
14.4% |
31.93 |
1.2% |
43% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,776.72 |
2.618 |
2,704.99 |
1.618 |
2,661.04 |
1.000 |
2,633.88 |
0.618 |
2,617.09 |
HIGH |
2,589.93 |
0.618 |
2,573.14 |
0.500 |
2,567.96 |
0.382 |
2,562.77 |
LOW |
2,545.98 |
0.618 |
2,518.82 |
1.000 |
2,502.03 |
1.618 |
2,474.87 |
2.618 |
2,430.92 |
4.250 |
2,359.19 |
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