| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,586.86 |
2,645.34 |
58.48 |
2.3% |
2,610.38 |
| High |
2,633.02 |
2,663.12 |
30.10 |
1.1% |
2,630.03 |
| Low |
2,585.48 |
2,639.41 |
53.93 |
2.1% |
2,522.89 |
| Close |
2,625.87 |
2,655.81 |
29.94 |
1.1% |
2,584.97 |
| Range |
47.54 |
23.71 |
-23.83 |
-50.1% |
107.14 |
| ATR |
40.87 |
40.61 |
-0.26 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,723.91 |
2,713.57 |
2,668.85 |
|
| R3 |
2,700.20 |
2,689.86 |
2,662.33 |
|
| R2 |
2,676.49 |
2,676.49 |
2,660.16 |
|
| R1 |
2,666.15 |
2,666.15 |
2,657.98 |
2,671.32 |
| PP |
2,652.78 |
2,652.78 |
2,652.78 |
2,655.37 |
| S1 |
2,642.44 |
2,642.44 |
2,653.64 |
2,647.61 |
| S2 |
2,629.07 |
2,629.07 |
2,651.46 |
|
| S3 |
2,605.36 |
2,618.73 |
2,649.29 |
|
| S4 |
2,581.65 |
2,595.02 |
2,642.77 |
|
|
| 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 |
2,663.12 |
2,545.98 |
117.14 |
4.4% |
36.29 |
1.4% |
94% |
True |
False |
|
| 10 |
2,663.12 |
2,522.89 |
140.23 |
5.3% |
37.78 |
1.4% |
95% |
True |
False |
|
| 20 |
2,663.12 |
2,510.37 |
152.75 |
5.8% |
36.65 |
1.4% |
95% |
True |
False |
|
| 40 |
2,663.12 |
2,443.92 |
219.20 |
8.3% |
36.75 |
1.4% |
97% |
True |
False |
|
| 60 |
2,756.81 |
2,443.92 |
312.89 |
11.8% |
37.06 |
1.4% |
68% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.2% |
36.66 |
1.4% |
60% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.2% |
33.75 |
1.3% |
60% |
False |
False |
|
| 120 |
2,795.35 |
2,433.63 |
361.72 |
13.6% |
32.25 |
1.2% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,763.89 |
|
2.618 |
2,725.19 |
|
1.618 |
2,701.48 |
|
1.000 |
2,686.83 |
|
0.618 |
2,677.77 |
|
HIGH |
2,663.12 |
|
0.618 |
2,654.06 |
|
0.500 |
2,651.27 |
|
0.382 |
2,648.47 |
|
LOW |
2,639.41 |
|
0.618 |
2,624.76 |
|
1.000 |
2,615.70 |
|
1.618 |
2,601.05 |
|
2.618 |
2,577.34 |
|
4.250 |
2,538.64 |
|
|