| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,649.78 |
2,643.28 |
-6.50 |
-0.2% |
2,575.29 |
| High |
2,662.62 |
2,657.27 |
-5.35 |
-0.2% |
2,649.98 |
| Low |
2,634.50 |
2,640.26 |
5.76 |
0.2% |
2,535.04 |
| Close |
2,642.12 |
2,642.53 |
0.41 |
0.0% |
2,647.03 |
| Range |
28.12 |
17.01 |
-11.11 |
-39.5% |
114.94 |
| ATR |
42.84 |
41.00 |
-1.85 |
-4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,697.72 |
2,687.13 |
2,651.89 |
|
| R3 |
2,680.71 |
2,670.12 |
2,647.21 |
|
| R2 |
2,663.70 |
2,663.70 |
2,645.65 |
|
| R1 |
2,653.11 |
2,653.11 |
2,644.09 |
2,649.90 |
| PP |
2,646.69 |
2,646.69 |
2,646.69 |
2,645.08 |
| S1 |
2,636.10 |
2,636.10 |
2,640.97 |
2,632.89 |
| S2 |
2,629.68 |
2,629.68 |
2,639.41 |
|
| S3 |
2,612.67 |
2,619.09 |
2,637.85 |
|
| S4 |
2,595.66 |
2,602.08 |
2,633.17 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,955.50 |
2,916.21 |
2,710.25 |
|
| R3 |
2,840.56 |
2,801.27 |
2,678.64 |
|
| R2 |
2,725.62 |
2,725.62 |
2,668.10 |
|
| R1 |
2,686.33 |
2,686.33 |
2,657.57 |
2,705.98 |
| PP |
2,610.68 |
2,610.68 |
2,610.68 |
2,620.51 |
| S1 |
2,571.39 |
2,571.39 |
2,636.49 |
2,591.04 |
| S2 |
2,495.74 |
2,495.74 |
2,625.96 |
|
| S3 |
2,380.80 |
2,456.45 |
2,615.42 |
|
| S4 |
2,265.86 |
2,341.51 |
2,583.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,662.62 |
2,535.04 |
127.58 |
4.8% |
32.34 |
1.2% |
84% |
False |
False |
|
| 10 |
2,663.12 |
2,535.04 |
128.08 |
4.8% |
36.09 |
1.4% |
84% |
False |
False |
|
| 20 |
2,663.12 |
2,522.89 |
140.23 |
5.3% |
36.09 |
1.4% |
85% |
False |
False |
|
| 40 |
2,663.12 |
2,467.66 |
195.46 |
7.4% |
36.67 |
1.4% |
89% |
False |
False |
|
| 60 |
2,663.12 |
2,443.92 |
219.20 |
8.3% |
37.81 |
1.4% |
91% |
False |
False |
|
| 80 |
2,756.81 |
2,443.92 |
312.89 |
11.8% |
37.30 |
1.4% |
63% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.3% |
34.94 |
1.3% |
57% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
13.3% |
33.16 |
1.3% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,729.56 |
|
2.618 |
2,701.80 |
|
1.618 |
2,684.79 |
|
1.000 |
2,674.28 |
|
0.618 |
2,667.78 |
|
HIGH |
2,657.27 |
|
0.618 |
2,650.77 |
|
0.500 |
2,648.77 |
|
0.382 |
2,646.76 |
|
LOW |
2,640.26 |
|
0.618 |
2,629.75 |
|
1.000 |
2,623.25 |
|
1.618 |
2,612.74 |
|
2.618 |
2,595.73 |
|
4.250 |
2,567.97 |
|
|