| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,556.0 |
6,584.5 |
28.5 |
0.4% |
6,413.0 |
| High |
6,580.0 |
6,627.0 |
47.0 |
0.7% |
6,577.0 |
| Low |
6,518.0 |
6,550.5 |
32.5 |
0.5% |
6,361.0 |
| Close |
6,577.5 |
6,569.0 |
-8.5 |
-0.1% |
6,543.5 |
| Range |
62.0 |
76.5 |
14.5 |
23.4% |
216.0 |
| ATR |
114.8 |
112.1 |
-2.7 |
-2.4% |
0.0 |
| Volume |
156 |
480 |
324 |
207.7% |
1,791 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,811.7 |
6,766.8 |
6,611.1 |
|
| R3 |
6,735.2 |
6,690.3 |
6,590.0 |
|
| R2 |
6,658.7 |
6,658.7 |
6,583.0 |
|
| R1 |
6,613.8 |
6,613.8 |
6,576.0 |
6,598.0 |
| PP |
6,582.2 |
6,582.2 |
6,582.2 |
6,574.3 |
| S1 |
6,537.3 |
6,537.3 |
6,562.0 |
6,521.5 |
| S2 |
6,505.7 |
6,505.7 |
6,555.0 |
|
| S3 |
6,429.2 |
6,460.8 |
6,548.0 |
|
| S4 |
6,352.7 |
6,384.3 |
6,526.9 |
|
|
| 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 |
6,627.0 |
6,380.0 |
247.0 |
3.8% |
85.3 |
1.3% |
77% |
True |
False |
378 |
| 10 |
6,637.0 |
6,361.0 |
276.0 |
4.2% |
93.2 |
1.4% |
75% |
False |
False |
559 |
| 20 |
6,637.0 |
6,112.5 |
524.5 |
8.0% |
103.3 |
1.6% |
87% |
False |
False |
482 |
| 40 |
6,637.0 |
5,924.0 |
713.0 |
10.9% |
113.3 |
1.7% |
90% |
False |
False |
1,518 |
| 60 |
6,865.5 |
5,924.0 |
941.5 |
14.3% |
110.1 |
1.7% |
69% |
False |
False |
1,049 |
| 80 |
7,110.0 |
5,924.0 |
1,186.0 |
18.1% |
107.4 |
1.6% |
54% |
False |
False |
797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,952.1 |
|
2.618 |
6,827.3 |
|
1.618 |
6,750.8 |
|
1.000 |
6,703.5 |
|
0.618 |
6,674.3 |
|
HIGH |
6,627.0 |
|
0.618 |
6,597.8 |
|
0.500 |
6,588.8 |
|
0.382 |
6,579.7 |
|
LOW |
6,550.5 |
|
0.618 |
6,503.2 |
|
1.000 |
6,474.0 |
|
1.618 |
6,426.7 |
|
2.618 |
6,350.2 |
|
4.250 |
6,225.4 |
|
|