| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,545.98 |
2,579.96 |
33.98 |
1.3% |
2,610.38 |
| High |
2,589.93 |
2,589.57 |
-0.36 |
0.0% |
2,630.03 |
| Low |
2,545.98 |
2,567.45 |
21.47 |
0.8% |
2,522.89 |
| Close |
2,584.97 |
2,577.05 |
-7.92 |
-0.3% |
2,584.97 |
| Range |
43.95 |
22.12 |
-21.83 |
-49.7% |
107.14 |
| ATR |
41.44 |
40.06 |
-1.38 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,644.38 |
2,632.84 |
2,589.22 |
|
| R3 |
2,622.26 |
2,610.72 |
2,583.13 |
|
| R2 |
2,600.14 |
2,600.14 |
2,581.11 |
|
| R1 |
2,588.60 |
2,588.60 |
2,579.08 |
2,583.31 |
| PP |
2,578.02 |
2,578.02 |
2,578.02 |
2,575.38 |
| S1 |
2,566.48 |
2,566.48 |
2,575.02 |
2,561.19 |
| S2 |
2,555.90 |
2,555.90 |
2,572.99 |
|
| S3 |
2,533.78 |
2,544.36 |
2,570.97 |
|
| S4 |
2,511.66 |
2,522.24 |
2,564.88 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,900.72 |
2,849.98 |
2,643.90 |
|
| R3 |
2,793.58 |
2,742.84 |
2,614.43 |
|
| R2 |
2,686.44 |
2,686.44 |
2,604.61 |
|
| 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 |
|
| S3 |
2,365.02 |
2,421.42 |
2,555.51 |
|
| S4 |
2,257.88 |
2,314.28 |
2,526.04 |
|
|
| 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 |
4.2% |
39.72 |
1.5% |
51% |
False |
False |
|
| 10 |
2,660.26 |
2,522.89 |
137.37 |
5.3% |
33.72 |
1.3% |
39% |
False |
False |
|
| 20 |
2,660.26 |
2,510.37 |
149.89 |
5.8% |
35.84 |
1.4% |
44% |
False |
False |
|
| 40 |
2,660.26 |
2,443.92 |
216.34 |
8.4% |
37.77 |
1.5% |
62% |
False |
False |
|
| 60 |
2,756.81 |
2,443.92 |
312.89 |
12.1% |
36.73 |
1.4% |
43% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
36.09 |
1.4% |
38% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
33.36 |
1.3% |
38% |
False |
False |
|
| 120 |
2,795.35 |
2,433.63 |
361.72 |
14.0% |
31.97 |
1.2% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,683.58 |
|
2.618 |
2,647.48 |
|
1.618 |
2,625.36 |
|
1.000 |
2,611.69 |
|
0.618 |
2,603.24 |
|
HIGH |
2,589.57 |
|
0.618 |
2,581.12 |
|
0.500 |
2,578.51 |
|
0.382 |
2,575.90 |
|
LOW |
2,567.45 |
|
0.618 |
2,553.78 |
|
1.000 |
2,545.33 |
|
1.618 |
2,531.66 |
|
2.618 |
2,509.54 |
|
4.250 |
2,473.44 |
|
|