| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,241.0 |
2,277.0 |
36.0 |
1.6% |
2,214.0 |
| High |
2,274.0 |
2,292.0 |
18.0 |
0.8% |
2,245.0 |
| Low |
2,236.0 |
2,270.0 |
34.0 |
1.5% |
2,194.0 |
| Close |
2,264.0 |
2,282.0 |
18.0 |
0.8% |
2,236.0 |
| Range |
38.0 |
22.0 |
-16.0 |
-42.1% |
51.0 |
| ATR |
41.4 |
40.5 |
-1.0 |
-2.3% |
0.0 |
| Volume |
84 |
141 |
57 |
67.9% |
28,648 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,347.3 |
2,336.7 |
2,294.1 |
|
| R3 |
2,325.3 |
2,314.7 |
2,288.1 |
|
| R2 |
2,303.3 |
2,303.3 |
2,286.0 |
|
| R1 |
2,292.7 |
2,292.7 |
2,284.0 |
2,298.0 |
| PP |
2,281.3 |
2,281.3 |
2,281.3 |
2,284.0 |
| S1 |
2,270.7 |
2,270.7 |
2,280.0 |
2,276.0 |
| S2 |
2,259.3 |
2,259.3 |
2,278.0 |
|
| S3 |
2,237.3 |
2,248.7 |
2,276.0 |
|
| S4 |
2,215.3 |
2,226.7 |
2,269.9 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,378.0 |
2,358.0 |
2,264.1 |
|
| R3 |
2,327.0 |
2,307.0 |
2,250.0 |
|
| R2 |
2,276.0 |
2,276.0 |
2,245.4 |
|
| R1 |
2,256.0 |
2,256.0 |
2,240.7 |
2,266.0 |
| PP |
2,225.0 |
2,225.0 |
2,225.0 |
2,230.0 |
| S1 |
2,205.0 |
2,205.0 |
2,231.3 |
2,215.0 |
| S2 |
2,174.0 |
2,174.0 |
2,226.7 |
|
| S3 |
2,123.0 |
2,154.0 |
2,222.0 |
|
| S4 |
2,072.0 |
2,103.0 |
2,208.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,292.0 |
2,210.0 |
82.0 |
3.6% |
28.0 |
1.2% |
88% |
True |
False |
168 |
| 10 |
2,292.0 |
2,194.0 |
98.0 |
4.3% |
30.3 |
1.3% |
90% |
True |
False |
2,973 |
| 20 |
2,312.0 |
2,100.0 |
212.0 |
9.3% |
37.3 |
1.6% |
86% |
False |
False |
6,571 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.0% |
41.1 |
1.8% |
90% |
False |
False |
8,287 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.0% |
43.8 |
1.9% |
90% |
False |
False |
5,737 |
| 80 |
2,478.0 |
2,016.0 |
462.0 |
20.2% |
44.7 |
2.0% |
58% |
False |
False |
4,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,385.5 |
|
2.618 |
2,349.6 |
|
1.618 |
2,327.6 |
|
1.000 |
2,314.0 |
|
0.618 |
2,305.6 |
|
HIGH |
2,292.0 |
|
0.618 |
2,283.6 |
|
0.500 |
2,281.0 |
|
0.382 |
2,278.4 |
|
LOW |
2,270.0 |
|
0.618 |
2,256.4 |
|
1.000 |
2,248.0 |
|
1.618 |
2,234.4 |
|
2.618 |
2,212.4 |
|
4.250 |
2,176.5 |
|
|