| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,616.04 |
2,664.69 |
48.65 |
1.9% |
2,649.78 |
| High |
2,650.98 |
2,684.58 |
33.60 |
1.3% |
2,684.58 |
| Low |
2,606.87 |
2,657.50 |
50.63 |
1.9% |
2,606.87 |
| Close |
2,625.52 |
2,676.00 |
50.48 |
1.9% |
2,676.00 |
| Range |
44.11 |
27.08 |
-17.03 |
-38.6% |
77.71 |
| ATR |
40.94 |
42.23 |
1.29 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,753.93 |
2,742.05 |
2,690.89 |
|
| R3 |
2,726.85 |
2,714.97 |
2,683.45 |
|
| R2 |
2,699.77 |
2,699.77 |
2,680.96 |
|
| R1 |
2,687.89 |
2,687.89 |
2,678.48 |
2,693.83 |
| PP |
2,672.69 |
2,672.69 |
2,672.69 |
2,675.67 |
| S1 |
2,660.81 |
2,660.81 |
2,673.52 |
2,666.75 |
| S2 |
2,645.61 |
2,645.61 |
2,671.04 |
|
| S3 |
2,618.53 |
2,633.73 |
2,668.55 |
|
| S4 |
2,591.45 |
2,606.65 |
2,661.11 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.95 |
2,860.18 |
2,718.74 |
|
| R3 |
2,811.24 |
2,782.47 |
2,697.37 |
|
| R2 |
2,733.53 |
2,733.53 |
2,690.25 |
|
| R1 |
2,704.76 |
2,704.76 |
2,683.12 |
2,719.15 |
| PP |
2,655.82 |
2,655.82 |
2,655.82 |
2,663.01 |
| S1 |
2,627.05 |
2,627.05 |
2,668.88 |
2,641.44 |
| S2 |
2,578.11 |
2,578.11 |
2,661.75 |
|
| S3 |
2,500.40 |
2,549.34 |
2,654.63 |
|
| S4 |
2,422.69 |
2,471.63 |
2,633.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,684.58 |
2,606.87 |
77.71 |
2.9% |
30.62 |
1.1% |
89% |
True |
False |
|
| 10 |
2,684.58 |
2,535.04 |
149.54 |
5.6% |
36.10 |
1.3% |
94% |
True |
False |
|
| 20 |
2,684.58 |
2,522.89 |
161.69 |
6.0% |
36.73 |
1.4% |
95% |
True |
False |
|
| 40 |
2,684.58 |
2,510.37 |
174.21 |
6.5% |
36.73 |
1.4% |
95% |
True |
False |
|
| 60 |
2,684.58 |
2,443.92 |
240.66 |
9.0% |
37.47 |
1.4% |
96% |
True |
False |
|
| 80 |
2,756.81 |
2,443.92 |
312.89 |
11.7% |
37.22 |
1.4% |
74% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.1% |
35.35 |
1.3% |
66% |
False |
False |
|
| 120 |
2,795.35 |
2,443.92 |
351.43 |
13.1% |
33.57 |
1.3% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,799.67 |
|
2.618 |
2,755.48 |
|
1.618 |
2,728.40 |
|
1.000 |
2,711.66 |
|
0.618 |
2,701.32 |
|
HIGH |
2,684.58 |
|
0.618 |
2,674.24 |
|
0.500 |
2,671.04 |
|
0.382 |
2,667.84 |
|
LOW |
2,657.50 |
|
0.618 |
2,640.76 |
|
1.000 |
2,630.42 |
|
1.618 |
2,613.68 |
|
2.618 |
2,586.60 |
|
4.250 |
2,542.41 |
|
|