| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,575.29 |
2,593.39 |
18.10 |
0.7% |
2,579.96 |
| High |
2,596.61 |
2,596.04 |
-0.57 |
0.0% |
2,663.12 |
| Low |
2,549.96 |
2,551.35 |
1.39 |
0.1% |
2,554.34 |
| Close |
2,589.93 |
2,567.46 |
-22.47 |
-0.9% |
2,618.04 |
| Range |
46.65 |
44.69 |
-1.96 |
-4.2% |
108.78 |
| ATR |
42.38 |
42.55 |
0.16 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,705.69 |
2,681.26 |
2,592.04 |
|
| R3 |
2,661.00 |
2,636.57 |
2,579.75 |
|
| R2 |
2,616.31 |
2,616.31 |
2,575.65 |
|
| R1 |
2,591.88 |
2,591.88 |
2,571.56 |
2,581.75 |
| PP |
2,571.62 |
2,571.62 |
2,571.62 |
2,566.55 |
| S1 |
2,547.19 |
2,547.19 |
2,563.36 |
2,537.06 |
| S2 |
2,526.93 |
2,526.93 |
2,559.27 |
|
| S3 |
2,482.24 |
2,502.50 |
2,555.17 |
|
| S4 |
2,437.55 |
2,457.81 |
2,542.88 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
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 |
|
| 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 |
|
| S3 |
2,394.27 |
2,451.77 |
2,588.13 |
|
| S4 |
2,285.49 |
2,342.99 |
2,558.21 |
|
|
| 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% |
39.83 |
1.6% |
15% |
False |
False |
|
| 10 |
2,663.12 |
2,522.89 |
140.23 |
5.5% |
38.61 |
1.5% |
32% |
False |
False |
|
| 20 |
2,663.12 |
2,510.37 |
152.75 |
5.9% |
36.45 |
1.4% |
37% |
False |
False |
|
| 40 |
2,663.12 |
2,443.92 |
219.20 |
8.5% |
37.12 |
1.4% |
56% |
False |
False |
|
| 60 |
2,756.81 |
2,443.92 |
312.89 |
12.2% |
37.97 |
1.5% |
39% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
37.24 |
1.5% |
35% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
34.25 |
1.3% |
35% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
13.7% |
32.60 |
1.3% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,785.97 |
|
2.618 |
2,713.04 |
|
1.618 |
2,668.35 |
|
1.000 |
2,640.73 |
|
0.618 |
2,623.66 |
|
HIGH |
2,596.04 |
|
0.618 |
2,578.97 |
|
0.500 |
2,573.70 |
|
0.382 |
2,568.42 |
|
LOW |
2,551.35 |
|
0.618 |
2,523.73 |
|
1.000 |
2,506.66 |
|
1.618 |
2,479.04 |
|
2.618 |
2,434.35 |
|
4.250 |
2,361.42 |
|
|