| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,595.5 |
6,705.0 |
109.5 |
1.7% |
6,413.0 |
| High |
6,699.0 |
6,775.5 |
76.5 |
1.1% |
6,577.0 |
| Low |
6,581.0 |
6,704.0 |
123.0 |
1.9% |
6,361.0 |
| Close |
6,682.5 |
6,754.0 |
71.5 |
1.1% |
6,543.5 |
| Range |
118.0 |
71.5 |
-46.5 |
-39.4% |
216.0 |
| ATR |
113.4 |
111.9 |
-1.5 |
-1.3% |
0.0 |
| Volume |
174 |
303 |
129 |
74.1% |
1,791 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,959.0 |
6,928.0 |
6,793.3 |
|
| R3 |
6,887.5 |
6,856.5 |
6,773.7 |
|
| R2 |
6,816.0 |
6,816.0 |
6,767.1 |
|
| R1 |
6,785.0 |
6,785.0 |
6,760.6 |
6,800.5 |
| PP |
6,744.5 |
6,744.5 |
6,744.5 |
6,752.3 |
| S1 |
6,713.5 |
6,713.5 |
6,747.4 |
6,729.0 |
| S2 |
6,673.0 |
6,673.0 |
6,740.9 |
|
| S3 |
6,601.5 |
6,642.0 |
6,734.3 |
|
| S4 |
6,530.0 |
6,570.5 |
6,714.7 |
|
|
| 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 |
6,775.5 |
6,443.0 |
332.5 |
4.9% |
92.4 |
1.4% |
94% |
True |
False |
245 |
| 10 |
6,775.5 |
6,361.0 |
414.5 |
6.1% |
91.8 |
1.4% |
95% |
True |
False |
360 |
| 20 |
6,775.5 |
6,112.5 |
663.0 |
9.8% |
100.5 |
1.5% |
97% |
True |
False |
444 |
| 40 |
6,775.5 |
5,924.0 |
851.5 |
12.6% |
113.0 |
1.7% |
97% |
True |
False |
1,520 |
| 60 |
6,865.5 |
5,924.0 |
941.5 |
13.9% |
111.8 |
1.7% |
88% |
False |
False |
1,057 |
| 80 |
7,109.0 |
5,924.0 |
1,185.0 |
17.5% |
108.0 |
1.6% |
70% |
False |
False |
803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,079.4 |
|
2.618 |
6,962.7 |
|
1.618 |
6,891.2 |
|
1.000 |
6,847.0 |
|
0.618 |
6,819.7 |
|
HIGH |
6,775.5 |
|
0.618 |
6,748.2 |
|
0.500 |
6,739.8 |
|
0.382 |
6,731.3 |
|
LOW |
6,704.0 |
|
0.618 |
6,659.8 |
|
1.000 |
6,632.5 |
|
1.618 |
6,588.3 |
|
2.618 |
6,516.8 |
|
4.250 |
6,400.1 |
|
|