Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
6,465.0 |
6,556.0 |
91.0 |
1.4% |
6,413.0 |
High |
6,577.0 |
6,580.0 |
3.0 |
0.0% |
6,577.0 |
Low |
6,443.0 |
6,518.0 |
75.0 |
1.2% |
6,361.0 |
Close |
6,543.5 |
6,577.5 |
34.0 |
0.5% |
6,543.5 |
Range |
134.0 |
62.0 |
-72.0 |
-53.7% |
216.0 |
ATR |
118.9 |
114.8 |
-4.1 |
-3.4% |
0.0 |
Volume |
112 |
156 |
44 |
39.3% |
1,791 |
|
Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,744.5 |
6,723.0 |
6,611.6 |
|
R3 |
6,682.5 |
6,661.0 |
6,594.6 |
|
R2 |
6,620.5 |
6,620.5 |
6,588.9 |
|
R1 |
6,599.0 |
6,599.0 |
6,583.2 |
6,609.8 |
PP |
6,558.5 |
6,558.5 |
6,558.5 |
6,563.9 |
S1 |
6,537.0 |
6,537.0 |
6,571.8 |
6,547.8 |
S2 |
6,496.5 |
6,496.5 |
6,566.1 |
|
S3 |
6,434.5 |
6,475.0 |
6,560.5 |
|
S4 |
6,372.5 |
6,413.0 |
6,543.4 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,141.8 |
7,058.7 |
6,662.3 |
|
R3 |
6,925.8 |
6,842.7 |
6,602.9 |
|
R2 |
6,709.8 |
6,709.8 |
6,583.1 |
|
R1 |
6,626.7 |
6,626.7 |
6,563.3 |
6,668.3 |
PP |
6,493.8 |
6,493.8 |
6,493.8 |
6,514.6 |
S1 |
6,410.7 |
6,410.7 |
6,523.7 |
6,452.3 |
S2 |
6,277.8 |
6,277.8 |
6,503.9 |
|
S3 |
6,061.8 |
6,194.7 |
6,484.1 |
|
S4 |
5,845.8 |
5,978.7 |
6,424.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,580.0 |
6,361.0 |
219.0 |
3.3% |
96.4 |
1.5% |
99% |
True |
False |
302 |
10 |
6,637.0 |
6,361.0 |
276.0 |
4.2% |
94.0 |
1.4% |
78% |
False |
False |
520 |
20 |
6,637.0 |
6,112.5 |
524.5 |
8.0% |
106.8 |
1.6% |
89% |
False |
False |
478 |
40 |
6,637.0 |
5,924.0 |
713.0 |
10.8% |
113.3 |
1.7% |
92% |
False |
False |
1,524 |
60 |
6,865.5 |
5,924.0 |
941.5 |
14.3% |
111.9 |
1.7% |
69% |
False |
False |
1,043 |
80 |
7,110.0 |
5,924.0 |
1,186.0 |
18.0% |
106.6 |
1.6% |
55% |
False |
False |
791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,843.5 |
2.618 |
6,742.3 |
1.618 |
6,680.3 |
1.000 |
6,642.0 |
0.618 |
6,618.3 |
HIGH |
6,580.0 |
0.618 |
6,556.3 |
0.500 |
6,549.0 |
0.382 |
6,541.7 |
LOW |
6,518.0 |
0.618 |
6,479.7 |
1.000 |
6,456.0 |
1.618 |
6,417.7 |
2.618 |
6,355.7 |
4.250 |
6,254.5 |
|
|