Day Change Summary |
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Previous |
Current |
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19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
6,705.0 |
6,743.0 |
38.0 |
0.6% |
6,556.0 |
High |
6,775.5 |
6,778.0 |
2.5 |
0.0% |
6,778.0 |
Low |
6,704.0 |
6,625.0 |
-79.0 |
-1.2% |
6,518.0 |
Close |
6,754.0 |
6,634.0 |
-120.0 |
-1.8% |
6,634.0 |
Range |
71.5 |
153.0 |
81.5 |
114.0% |
260.0 |
ATR |
111.9 |
114.9 |
2.9 |
2.6% |
0.0 |
Volume |
303 |
2,419 |
2,116 |
698.3% |
3,532 |
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Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,138.0 |
7,039.0 |
6,718.2 |
|
R3 |
6,985.0 |
6,886.0 |
6,676.1 |
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R2 |
6,832.0 |
6,832.0 |
6,662.1 |
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R1 |
6,733.0 |
6,733.0 |
6,648.0 |
6,706.0 |
PP |
6,679.0 |
6,679.0 |
6,679.0 |
6,665.5 |
S1 |
6,580.0 |
6,580.0 |
6,620.0 |
6,553.0 |
S2 |
6,526.0 |
6,526.0 |
6,606.0 |
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S3 |
6,373.0 |
6,427.0 |
6,591.9 |
|
S4 |
6,220.0 |
6,274.0 |
6,549.9 |
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Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,423.3 |
7,288.7 |
6,777.0 |
|
R3 |
7,163.3 |
7,028.7 |
6,705.5 |
|
R2 |
6,903.3 |
6,903.3 |
6,681.7 |
|
R1 |
6,768.7 |
6,768.7 |
6,657.8 |
6,836.0 |
PP |
6,643.3 |
6,643.3 |
6,643.3 |
6,677.0 |
S1 |
6,508.7 |
6,508.7 |
6,610.2 |
6,576.0 |
S2 |
6,383.3 |
6,383.3 |
6,586.3 |
|
S3 |
6,123.3 |
6,248.7 |
6,562.5 |
|
S4 |
5,863.3 |
5,988.7 |
6,491.0 |
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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 |
6,778.0 |
6,518.0 |
260.0 |
3.9% |
96.2 |
1.5% |
45% |
True |
False |
706 |
10 |
6,778.0 |
6,361.0 |
417.0 |
6.3% |
94.3 |
1.4% |
65% |
True |
False |
532 |
20 |
6,778.0 |
6,112.5 |
665.5 |
10.0% |
105.0 |
1.6% |
78% |
True |
False |
535 |
40 |
6,778.0 |
5,924.0 |
854.0 |
12.9% |
114.4 |
1.7% |
83% |
True |
False |
1,579 |
60 |
6,865.5 |
5,924.0 |
941.5 |
14.2% |
112.2 |
1.7% |
75% |
False |
False |
1,097 |
80 |
7,099.5 |
5,924.0 |
1,175.5 |
17.7% |
109.9 |
1.7% |
60% |
False |
False |
833 |
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Fibonacci Retracements and Extensions |
4.250 |
7,428.3 |
2.618 |
7,178.6 |
1.618 |
7,025.6 |
1.000 |
6,931.0 |
0.618 |
6,872.6 |
HIGH |
6,778.0 |
0.618 |
6,719.6 |
0.500 |
6,701.5 |
0.382 |
6,683.4 |
LOW |
6,625.0 |
0.618 |
6,530.4 |
1.000 |
6,472.0 |
1.618 |
6,377.4 |
2.618 |
6,224.4 |
4.250 |
5,974.8 |
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