Day Change Summary |
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Previous |
Current |
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20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
2,654.60 |
2,575.29 |
-79.31 |
-3.0% |
2,579.96 |
High |
2,654.60 |
2,596.61 |
-57.99 |
-2.2% |
2,663.12 |
Low |
2,618.04 |
2,549.96 |
-68.08 |
-2.6% |
2,554.34 |
Close |
2,618.04 |
2,589.93 |
-28.11 |
-1.1% |
2,618.04 |
Range |
36.56 |
46.65 |
10.09 |
27.6% |
108.78 |
ATR |
40.41 |
42.38 |
1.98 |
4.9% |
0.00 |
Volume |
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Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,718.78 |
2,701.01 |
2,615.59 |
|
R3 |
2,672.13 |
2,654.36 |
2,602.76 |
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R2 |
2,625.48 |
2,625.48 |
2,598.48 |
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R1 |
2,607.71 |
2,607.71 |
2,594.21 |
2,616.60 |
PP |
2,578.83 |
2,578.83 |
2,578.83 |
2,583.28 |
S1 |
2,561.06 |
2,561.06 |
2,585.65 |
2,569.95 |
S2 |
2,532.18 |
2,532.18 |
2,581.38 |
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S3 |
2,485.53 |
2,514.41 |
2,577.10 |
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S4 |
2,438.88 |
2,467.76 |
2,564.27 |
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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 |
|
R3 |
2,829.39 |
2,778.11 |
2,647.95 |
|
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 |
|
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 |
2,549.96 |
113.16 |
4.4% |
39.72 |
1.5% |
35% |
False |
True |
|
10 |
2,663.12 |
2,522.89 |
140.23 |
5.4% |
39.72 |
1.5% |
48% |
False |
False |
|
20 |
2,663.12 |
2,510.37 |
152.75 |
5.9% |
36.02 |
1.4% |
52% |
False |
False |
|
40 |
2,663.12 |
2,443.92 |
219.20 |
8.5% |
36.43 |
1.4% |
67% |
False |
False |
|
60 |
2,756.81 |
2,443.92 |
312.89 |
12.1% |
37.68 |
1.5% |
47% |
False |
False |
|
80 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
37.03 |
1.4% |
42% |
False |
False |
|
100 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
34.01 |
1.3% |
42% |
False |
False |
|
120 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
32.41 |
1.3% |
42% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,794.87 |
2.618 |
2,718.74 |
1.618 |
2,672.09 |
1.000 |
2,643.26 |
0.618 |
2,625.44 |
HIGH |
2,596.61 |
0.618 |
2,578.79 |
0.500 |
2,573.29 |
0.382 |
2,567.78 |
LOW |
2,549.96 |
0.618 |
2,521.13 |
1.000 |
2,503.31 |
1.618 |
2,474.48 |
2.618 |
2,427.83 |
4.250 |
2,351.70 |
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