Day Change Summary |
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Previous |
Current |
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19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
2,645.34 |
2,654.60 |
9.26 |
0.4% |
2,579.96 |
High |
2,663.12 |
2,654.60 |
-8.52 |
-0.3% |
2,663.12 |
Low |
2,639.41 |
2,618.04 |
-21.37 |
-0.8% |
2,554.34 |
Close |
2,655.81 |
2,618.04 |
-37.77 |
-1.4% |
2,618.04 |
Range |
23.71 |
36.56 |
12.85 |
54.2% |
108.78 |
ATR |
40.61 |
40.41 |
-0.20 |
-0.5% |
0.00 |
Volume |
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Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,739.91 |
2,715.53 |
2,638.15 |
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R3 |
2,703.35 |
2,678.97 |
2,628.09 |
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R2 |
2,666.79 |
2,666.79 |
2,624.74 |
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R1 |
2,642.41 |
2,642.41 |
2,621.39 |
2,636.32 |
PP |
2,630.23 |
2,630.23 |
2,630.23 |
2,627.18 |
S1 |
2,605.85 |
2,605.85 |
2,614.69 |
2,599.76 |
S2 |
2,593.67 |
2,593.67 |
2,611.34 |
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S3 |
2,557.11 |
2,569.29 |
2,607.99 |
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S4 |
2,520.55 |
2,532.73 |
2,597.93 |
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Weekly Pivots for week ending 20-Jul-2012 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,938.17 |
2,886.89 |
2,677.87 |
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R3 |
2,829.39 |
2,778.11 |
2,647.95 |
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R2 |
2,720.61 |
2,720.61 |
2,637.98 |
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R1 |
2,669.33 |
2,669.33 |
2,628.01 |
2,694.97 |
PP |
2,611.83 |
2,611.83 |
2,611.83 |
2,624.66 |
S1 |
2,560.55 |
2,560.55 |
2,608.07 |
2,586.19 |
S2 |
2,503.05 |
2,503.05 |
2,598.10 |
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S3 |
2,394.27 |
2,451.77 |
2,588.13 |
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S4 |
2,285.49 |
2,342.99 |
2,558.21 |
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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 |
2,663.12 |
2,554.34 |
108.78 |
4.2% |
34.81 |
1.3% |
59% |
False |
False |
|
10 |
2,663.12 |
2,522.89 |
140.23 |
5.4% |
37.35 |
1.4% |
68% |
False |
False |
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20 |
2,663.12 |
2,510.37 |
152.75 |
5.8% |
35.07 |
1.3% |
70% |
False |
False |
|
40 |
2,663.12 |
2,443.92 |
219.20 |
8.4% |
36.31 |
1.4% |
79% |
False |
False |
|
60 |
2,756.81 |
2,443.92 |
312.89 |
12.0% |
37.34 |
1.4% |
56% |
False |
False |
|
80 |
2,795.35 |
2,443.92 |
351.43 |
13.4% |
36.94 |
1.4% |
50% |
False |
False |
|
100 |
2,795.35 |
2,443.92 |
351.43 |
13.4% |
33.85 |
1.3% |
50% |
False |
False |
|
120 |
2,795.35 |
2,443.92 |
351.43 |
13.4% |
32.26 |
1.2% |
50% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,809.98 |
2.618 |
2,750.31 |
1.618 |
2,713.75 |
1.000 |
2,691.16 |
0.618 |
2,677.19 |
HIGH |
2,654.60 |
0.618 |
2,640.63 |
0.500 |
2,636.32 |
0.382 |
2,632.01 |
LOW |
2,618.04 |
0.618 |
2,595.45 |
1.000 |
2,581.48 |
1.618 |
2,558.89 |
2.618 |
2,522.33 |
4.250 |
2,462.66 |
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