| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,584.5 |
6,595.5 |
11.0 |
0.2% |
6,413.0 |
| High |
6,627.0 |
6,699.0 |
72.0 |
1.1% |
6,577.0 |
| Low |
6,550.5 |
6,581.0 |
30.5 |
0.5% |
6,361.0 |
| Close |
6,569.0 |
6,682.5 |
113.5 |
1.7% |
6,543.5 |
| Range |
76.5 |
118.0 |
41.5 |
54.2% |
216.0 |
| ATR |
112.1 |
113.4 |
1.3 |
1.1% |
0.0 |
| Volume |
480 |
174 |
-306 |
-63.8% |
1,791 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,008.2 |
6,963.3 |
6,747.4 |
|
| R3 |
6,890.2 |
6,845.3 |
6,715.0 |
|
| R2 |
6,772.2 |
6,772.2 |
6,704.1 |
|
| R1 |
6,727.3 |
6,727.3 |
6,693.3 |
6,749.8 |
| PP |
6,654.2 |
6,654.2 |
6,654.2 |
6,665.4 |
| S1 |
6,609.3 |
6,609.3 |
6,671.7 |
6,631.8 |
| S2 |
6,536.2 |
6,536.2 |
6,660.9 |
|
| S3 |
6,418.2 |
6,491.3 |
6,650.1 |
|
| S4 |
6,300.2 |
6,373.3 |
6,617.6 |
|
|
| 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 |
6,699.0 |
6,380.0 |
319.0 |
4.8% |
94.7 |
1.4% |
95% |
True |
False |
398 |
| 10 |
6,699.0 |
6,361.0 |
338.0 |
5.1% |
100.1 |
1.5% |
95% |
True |
False |
565 |
| 20 |
6,699.0 |
6,112.5 |
586.5 |
8.8% |
104.7 |
1.6% |
97% |
True |
False |
453 |
| 40 |
6,699.0 |
5,924.0 |
775.0 |
11.6% |
113.5 |
1.7% |
98% |
True |
False |
1,519 |
| 60 |
6,865.5 |
5,924.0 |
941.5 |
14.1% |
110.6 |
1.7% |
81% |
False |
False |
1,052 |
| 80 |
7,110.0 |
5,924.0 |
1,186.0 |
17.7% |
108.3 |
1.6% |
64% |
False |
False |
799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,200.5 |
|
2.618 |
7,007.9 |
|
1.618 |
6,889.9 |
|
1.000 |
6,817.0 |
|
0.618 |
6,771.9 |
|
HIGH |
6,699.0 |
|
0.618 |
6,653.9 |
|
0.500 |
6,640.0 |
|
0.382 |
6,626.1 |
|
LOW |
6,581.0 |
|
0.618 |
6,508.1 |
|
1.000 |
6,463.0 |
|
1.618 |
6,390.1 |
|
2.618 |
6,272.1 |
|
4.250 |
6,079.5 |
|
|