Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
2,591.78 |
2,586.86 |
-4.92 |
-0.2% |
2,610.38 |
High |
2,598.47 |
2,633.02 |
34.55 |
1.3% |
2,630.03 |
Low |
2,554.34 |
2,585.48 |
31.14 |
1.2% |
2,522.89 |
Close |
2,591.65 |
2,625.87 |
34.22 |
1.3% |
2,584.97 |
Range |
44.13 |
47.54 |
3.41 |
7.7% |
107.14 |
ATR |
40.35 |
40.87 |
0.51 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,757.41 |
2,739.18 |
2,652.02 |
|
R3 |
2,709.87 |
2,691.64 |
2,638.94 |
|
R2 |
2,662.33 |
2,662.33 |
2,634.59 |
|
R1 |
2,644.10 |
2,644.10 |
2,630.23 |
2,653.22 |
PP |
2,614.79 |
2,614.79 |
2,614.79 |
2,619.35 |
S1 |
2,596.56 |
2,596.56 |
2,621.51 |
2,605.68 |
S2 |
2,567.25 |
2,567.25 |
2,617.15 |
|
S3 |
2,519.71 |
2,549.02 |
2,612.80 |
|
S4 |
2,472.17 |
2,501.48 |
2,599.72 |
|
|
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 |
2,633.02 |
2,522.89 |
110.13 |
4.2% |
39.31 |
1.5% |
94% |
True |
False |
|
10 |
2,660.26 |
2,522.89 |
137.37 |
5.2% |
38.44 |
1.5% |
75% |
False |
False |
|
20 |
2,660.26 |
2,510.37 |
149.89 |
5.7% |
36.90 |
1.4% |
77% |
False |
False |
|
40 |
2,660.26 |
2,443.92 |
216.34 |
8.2% |
37.11 |
1.4% |
84% |
False |
False |
|
60 |
2,756.81 |
2,443.92 |
312.89 |
11.9% |
37.17 |
1.4% |
58% |
False |
False |
|
80 |
2,795.35 |
2,443.92 |
351.43 |
13.4% |
36.76 |
1.4% |
52% |
False |
False |
|
100 |
2,795.35 |
2,443.92 |
351.43 |
13.4% |
33.89 |
1.3% |
52% |
False |
False |
|
120 |
2,795.35 |
2,433.63 |
361.72 |
13.8% |
32.20 |
1.2% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,835.07 |
2.618 |
2,757.48 |
1.618 |
2,709.94 |
1.000 |
2,680.56 |
0.618 |
2,662.40 |
HIGH |
2,633.02 |
0.618 |
2,614.86 |
0.500 |
2,609.25 |
0.382 |
2,603.64 |
LOW |
2,585.48 |
0.618 |
2,556.10 |
1.000 |
2,537.94 |
1.618 |
2,508.56 |
2.618 |
2,461.02 |
4.250 |
2,383.44 |
|
|