| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,279.0 |
2,200.0 |
-79.0 |
-3.5% |
2,236.0 |
| High |
2,285.0 |
2,200.0 |
-85.0 |
-3.7% |
2,292.0 |
| Low |
2,219.0 |
2,149.0 |
-70.0 |
-3.2% |
2,219.0 |
| Close |
2,223.0 |
2,167.0 |
-56.0 |
-2.5% |
2,223.0 |
| Range |
66.0 |
51.0 |
-15.0 |
-22.7% |
73.0 |
| ATR |
42.3 |
44.6 |
2.3 |
5.4% |
0.0 |
| Volume |
716 |
311 |
-405 |
-56.6% |
1,463 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,325.0 |
2,297.0 |
2,195.1 |
|
| R3 |
2,274.0 |
2,246.0 |
2,181.0 |
|
| R2 |
2,223.0 |
2,223.0 |
2,176.4 |
|
| R1 |
2,195.0 |
2,195.0 |
2,171.7 |
2,183.5 |
| PP |
2,172.0 |
2,172.0 |
2,172.0 |
2,166.3 |
| S1 |
2,144.0 |
2,144.0 |
2,162.3 |
2,132.5 |
| S2 |
2,121.0 |
2,121.0 |
2,157.7 |
|
| S3 |
2,070.0 |
2,093.0 |
2,153.0 |
|
| S4 |
2,019.0 |
2,042.0 |
2,139.0 |
|
|
| 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 |
2,149.0 |
143.0 |
6.6% |
40.8 |
1.9% |
13% |
False |
True |
337 |
| 10 |
2,292.0 |
2,149.0 |
143.0 |
6.6% |
34.6 |
1.6% |
13% |
False |
True |
2,017 |
| 20 |
2,312.0 |
2,100.0 |
212.0 |
9.8% |
37.5 |
1.7% |
32% |
False |
False |
6,144 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.7% |
42.1 |
1.9% |
51% |
False |
False |
8,267 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.7% |
44.1 |
2.0% |
51% |
False |
False |
5,744 |
| 80 |
2,424.0 |
2,016.0 |
408.0 |
18.8% |
44.9 |
2.1% |
37% |
False |
False |
4,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,416.8 |
|
2.618 |
2,333.5 |
|
1.618 |
2,282.5 |
|
1.000 |
2,251.0 |
|
0.618 |
2,231.5 |
|
HIGH |
2,200.0 |
|
0.618 |
2,180.5 |
|
0.500 |
2,174.5 |
|
0.382 |
2,168.5 |
|
LOW |
2,149.0 |
|
0.618 |
2,117.5 |
|
1.000 |
2,098.0 |
|
1.618 |
2,066.5 |
|
2.618 |
2,015.5 |
|
4.250 |
1,932.3 |
|
|