| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,277.0 |
2,279.0 |
2.0 |
0.1% |
2,236.0 |
| High |
2,292.0 |
2,285.0 |
-7.0 |
-0.3% |
2,292.0 |
| Low |
2,270.0 |
2,219.0 |
-51.0 |
-2.2% |
2,219.0 |
| Close |
2,282.0 |
2,223.0 |
-59.0 |
-2.6% |
2,223.0 |
| Range |
22.0 |
66.0 |
44.0 |
200.0% |
73.0 |
| ATR |
40.5 |
42.3 |
1.8 |
4.5% |
0.0 |
| Volume |
141 |
716 |
575 |
407.8% |
1,463 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,440.3 |
2,397.7 |
2,259.3 |
|
| R3 |
2,374.3 |
2,331.7 |
2,241.2 |
|
| R2 |
2,308.3 |
2,308.3 |
2,235.1 |
|
| R1 |
2,265.7 |
2,265.7 |
2,229.1 |
2,254.0 |
| PP |
2,242.3 |
2,242.3 |
2,242.3 |
2,236.5 |
| S1 |
2,199.7 |
2,199.7 |
2,217.0 |
2,188.0 |
| S2 |
2,176.3 |
2,176.3 |
2,210.9 |
|
| S3 |
2,110.3 |
2,133.7 |
2,204.9 |
|
| S4 |
2,044.3 |
2,067.7 |
2,186.7 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,463.7 |
2,416.3 |
2,263.2 |
|
| R3 |
2,390.7 |
2,343.3 |
2,243.1 |
|
| R2 |
2,317.7 |
2,317.7 |
2,236.4 |
|
| R1 |
2,270.3 |
2,270.3 |
2,229.7 |
2,257.5 |
| PP |
2,244.7 |
2,244.7 |
2,244.7 |
2,238.3 |
| S1 |
2,197.3 |
2,197.3 |
2,216.3 |
2,184.5 |
| S2 |
2,171.7 |
2,171.7 |
2,209.6 |
|
| S3 |
2,098.7 |
2,124.3 |
2,202.9 |
|
| S4 |
2,025.7 |
2,051.3 |
2,182.9 |
|
|
| 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 |
2,219.0 |
73.0 |
3.3% |
34.2 |
1.5% |
5% |
False |
True |
292 |
| 10 |
2,292.0 |
2,194.0 |
98.0 |
4.4% |
32.1 |
1.4% |
30% |
False |
False |
3,011 |
| 20 |
2,312.0 |
2,100.0 |
212.0 |
9.5% |
39.1 |
1.8% |
58% |
False |
False |
6,140 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.3% |
41.9 |
1.9% |
70% |
False |
False |
8,278 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.3% |
44.3 |
2.0% |
70% |
False |
False |
5,740 |
| 80 |
2,445.0 |
2,016.0 |
429.0 |
19.3% |
44.9 |
2.0% |
48% |
False |
False |
4,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,565.5 |
|
2.618 |
2,457.8 |
|
1.618 |
2,391.8 |
|
1.000 |
2,351.0 |
|
0.618 |
2,325.8 |
|
HIGH |
2,285.0 |
|
0.618 |
2,259.8 |
|
0.500 |
2,252.0 |
|
0.382 |
2,244.2 |
|
LOW |
2,219.0 |
|
0.618 |
2,178.2 |
|
1.000 |
2,153.0 |
|
1.618 |
2,112.2 |
|
2.618 |
2,046.2 |
|
4.250 |
1,938.5 |
|
|