| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,660.49 |
2,616.04 |
-44.45 |
-1.7% |
2,575.29 |
| High |
2,661.84 |
2,650.98 |
-10.86 |
-0.4% |
2,649.98 |
| Low |
2,625.08 |
2,606.87 |
-18.21 |
-0.7% |
2,535.04 |
| Close |
2,635.13 |
2,625.52 |
-9.61 |
-0.4% |
2,647.03 |
| Range |
36.76 |
44.11 |
7.35 |
20.0% |
114.94 |
| ATR |
40.70 |
40.94 |
0.24 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,760.12 |
2,736.93 |
2,649.78 |
|
| R3 |
2,716.01 |
2,692.82 |
2,637.65 |
|
| R2 |
2,671.90 |
2,671.90 |
2,633.61 |
|
| R1 |
2,648.71 |
2,648.71 |
2,629.56 |
2,660.31 |
| PP |
2,627.79 |
2,627.79 |
2,627.79 |
2,633.59 |
| S1 |
2,604.60 |
2,604.60 |
2,621.48 |
2,616.20 |
| S2 |
2,583.68 |
2,583.68 |
2,617.43 |
|
| S3 |
2,539.57 |
2,560.49 |
2,613.39 |
|
| S4 |
2,495.46 |
2,516.38 |
2,601.26 |
|
|
| 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 |
2,594.84 |
67.78 |
2.6% |
36.23 |
1.4% |
45% |
False |
False |
|
| 10 |
2,662.62 |
2,535.04 |
127.58 |
4.9% |
37.05 |
1.4% |
71% |
False |
False |
|
| 20 |
2,663.12 |
2,522.89 |
140.23 |
5.3% |
37.41 |
1.4% |
73% |
False |
False |
|
| 40 |
2,663.12 |
2,510.37 |
152.75 |
5.8% |
37.01 |
1.4% |
75% |
False |
False |
|
| 60 |
2,663.12 |
2,443.92 |
219.20 |
8.3% |
37.80 |
1.4% |
83% |
False |
False |
|
| 80 |
2,756.81 |
2,443.92 |
312.89 |
11.9% |
37.19 |
1.4% |
58% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.4% |
35.47 |
1.4% |
52% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
13.4% |
33.49 |
1.3% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,838.45 |
|
2.618 |
2,766.46 |
|
1.618 |
2,722.35 |
|
1.000 |
2,695.09 |
|
0.618 |
2,678.24 |
|
HIGH |
2,650.98 |
|
0.618 |
2,634.13 |
|
0.500 |
2,628.93 |
|
0.382 |
2,623.72 |
|
LOW |
2,606.87 |
|
0.618 |
2,579.61 |
|
1.000 |
2,562.76 |
|
1.618 |
2,535.50 |
|
2.618 |
2,491.39 |
|
4.250 |
2,419.40 |
|
|