Day Change Summary |
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Previous |
Current |
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20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
4,158.0 |
4,095.0 |
-63.0 |
-1.5% |
4,069.0 |
High |
4,162.0 |
4,098.0 |
-64.0 |
-1.5% |
4,162.0 |
Low |
4,155.0 |
4,095.0 |
-60.0 |
-1.4% |
4,069.0 |
Close |
4,162.0 |
4,087.0 |
-75.0 |
-1.8% |
4,162.0 |
Range |
7.0 |
3.0 |
-4.0 |
-57.1% |
93.0 |
ATR |
26.5 |
29.4 |
2.9 |
10.9% |
0.0 |
Volume |
7 |
476 |
469 |
6,700.0% |
227 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,102.3 |
4,097.7 |
4,088.7 |
|
R3 |
4,099.3 |
4,094.7 |
4,087.8 |
|
R2 |
4,096.3 |
4,096.3 |
4,087.6 |
|
R1 |
4,091.7 |
4,091.7 |
4,087.3 |
4,092.5 |
PP |
4,093.3 |
4,093.3 |
4,093.3 |
4,093.8 |
S1 |
4,088.7 |
4,088.7 |
4,086.7 |
4,089.5 |
S2 |
4,090.3 |
4,090.3 |
4,086.5 |
|
S3 |
4,087.3 |
4,085.7 |
4,086.2 |
|
S4 |
4,084.3 |
4,082.7 |
4,085.4 |
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Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,410.0 |
4,379.0 |
4,213.2 |
|
R3 |
4,317.0 |
4,286.0 |
4,187.6 |
|
R2 |
4,224.0 |
4,224.0 |
4,179.1 |
|
R1 |
4,193.0 |
4,193.0 |
4,170.5 |
4,208.5 |
PP |
4,131.0 |
4,131.0 |
4,131.0 |
4,138.8 |
S1 |
4,100.0 |
4,100.0 |
4,153.5 |
4,115.5 |
S2 |
4,038.0 |
4,038.0 |
4,145.0 |
|
S3 |
3,945.0 |
4,007.0 |
4,136.4 |
|
S4 |
3,852.0 |
3,914.0 |
4,110.9 |
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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 |
4,162.0 |
4,086.0 |
76.0 |
1.9% |
7.2 |
0.2% |
1% |
False |
False |
140 |
10 |
4,162.0 |
4,031.0 |
131.0 |
3.2% |
5.7 |
0.1% |
43% |
False |
False |
138 |
20 |
4,162.0 |
3,982.0 |
180.0 |
4.4% |
5.3 |
0.1% |
58% |
False |
False |
110 |
40 |
4,162.0 |
3,950.0 |
212.0 |
5.2% |
3.5 |
0.1% |
65% |
False |
False |
75 |
60 |
4,397.0 |
3,950.0 |
447.0 |
10.9% |
3.8 |
0.1% |
31% |
False |
False |
74 |
80 |
4,397.0 |
3,950.0 |
447.0 |
10.9% |
3.0 |
0.1% |
31% |
False |
False |
59 |
|
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Fibonacci Retracements and Extensions |
4.250 |
4,110.8 |
2.618 |
4,105.9 |
1.618 |
4,102.9 |
1.000 |
4,101.0 |
0.618 |
4,099.9 |
HIGH |
4,098.0 |
0.618 |
4,096.9 |
0.500 |
4,096.5 |
0.382 |
4,096.1 |
LOW |
4,095.0 |
0.618 |
4,093.1 |
1.000 |
4,092.0 |
1.618 |
4,090.1 |
2.618 |
4,087.1 |
4.250 |
4,082.3 |
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