Day Change Summary |
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Previous |
Current |
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12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
4,037.0 |
4,031.0 |
-6.0 |
-0.1% |
4,089.0 |
High |
4,037.0 |
4,043.0 |
6.0 |
0.1% |
4,089.0 |
Low |
4,037.0 |
4,031.0 |
-6.0 |
-0.1% |
4,031.0 |
Close |
4,037.0 |
4,046.0 |
9.0 |
0.2% |
4,046.0 |
Range |
0.0 |
12.0 |
12.0 |
|
58.0 |
ATR |
25.8 |
24.9 |
-1.0 |
-3.8% |
0.0 |
Volume |
0 |
660 |
660 |
|
683 |
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Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,076.0 |
4,073.0 |
4,052.6 |
|
R3 |
4,064.0 |
4,061.0 |
4,049.3 |
|
R2 |
4,052.0 |
4,052.0 |
4,048.2 |
|
R1 |
4,049.0 |
4,049.0 |
4,047.1 |
4,050.5 |
PP |
4,040.0 |
4,040.0 |
4,040.0 |
4,040.8 |
S1 |
4,037.0 |
4,037.0 |
4,044.9 |
4,038.5 |
S2 |
4,028.0 |
4,028.0 |
4,043.8 |
|
S3 |
4,016.0 |
4,025.0 |
4,042.7 |
|
S4 |
4,004.0 |
4,013.0 |
4,039.4 |
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|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,229.3 |
4,195.7 |
4,077.9 |
|
R3 |
4,171.3 |
4,137.7 |
4,062.0 |
|
R2 |
4,113.3 |
4,113.3 |
4,056.6 |
|
R1 |
4,079.7 |
4,079.7 |
4,051.3 |
4,067.5 |
PP |
4,055.3 |
4,055.3 |
4,055.3 |
4,049.3 |
S1 |
4,021.7 |
4,021.7 |
4,040.7 |
4,009.5 |
S2 |
3,997.3 |
3,997.3 |
4,035.4 |
|
S3 |
3,939.3 |
3,963.7 |
4,030.1 |
|
S4 |
3,881.3 |
3,905.7 |
4,014.1 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,089.0 |
4,031.0 |
58.0 |
1.4% |
4.2 |
0.1% |
26% |
False |
True |
136 |
10 |
4,144.0 |
4,031.0 |
113.0 |
2.8% |
3.0 |
0.1% |
13% |
False |
True |
106 |
20 |
4,144.0 |
3,982.0 |
162.0 |
4.0% |
3.5 |
0.1% |
40% |
False |
False |
92 |
40 |
4,144.0 |
3,950.0 |
194.0 |
4.8% |
2.9 |
0.1% |
49% |
False |
False |
60 |
60 |
4,397.0 |
3,950.0 |
447.0 |
11.0% |
3.4 |
0.1% |
21% |
False |
False |
63 |
80 |
4,397.0 |
3,950.0 |
447.0 |
11.0% |
2.6 |
0.1% |
21% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,094.0 |
2.618 |
4,074.4 |
1.618 |
4,062.4 |
1.000 |
4,055.0 |
0.618 |
4,050.4 |
HIGH |
4,043.0 |
0.618 |
4,038.4 |
0.500 |
4,037.0 |
0.382 |
4,035.6 |
LOW |
4,031.0 |
0.618 |
4,023.6 |
1.000 |
4,019.0 |
1.618 |
4,011.6 |
2.618 |
3,999.6 |
4.250 |
3,980.0 |
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