Day Change Summary |
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Previous |
Current |
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20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
6,743.0 |
6,592.0 |
-151.0 |
-2.2% |
6,556.0 |
High |
6,778.0 |
6,592.0 |
-186.0 |
-2.7% |
6,778.0 |
Low |
6,625.0 |
6,377.5 |
-247.5 |
-3.7% |
6,518.0 |
Close |
6,634.0 |
6,427.5 |
-206.5 |
-3.1% |
6,634.0 |
Range |
153.0 |
214.5 |
61.5 |
40.2% |
260.0 |
ATR |
114.9 |
125.0 |
10.1 |
8.8% |
0.0 |
Volume |
2,419 |
450 |
-1,969 |
-81.4% |
3,532 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,109.2 |
6,982.8 |
6,545.5 |
|
R3 |
6,894.7 |
6,768.3 |
6,486.5 |
|
R2 |
6,680.2 |
6,680.2 |
6,466.8 |
|
R1 |
6,553.8 |
6,553.8 |
6,447.2 |
6,509.8 |
PP |
6,465.7 |
6,465.7 |
6,465.7 |
6,443.6 |
S1 |
6,339.3 |
6,339.3 |
6,407.8 |
6,295.3 |
S2 |
6,251.2 |
6,251.2 |
6,388.2 |
|
S3 |
6,036.7 |
6,124.8 |
6,368.5 |
|
S4 |
5,822.2 |
5,910.3 |
6,309.5 |
|
|
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 |
6,377.5 |
400.5 |
6.2% |
126.7 |
2.0% |
12% |
False |
True |
765 |
10 |
6,778.0 |
6,361.0 |
417.0 |
6.5% |
111.6 |
1.7% |
16% |
False |
False |
533 |
20 |
6,778.0 |
6,112.5 |
665.5 |
10.4% |
109.0 |
1.7% |
47% |
False |
False |
543 |
40 |
6,778.0 |
5,924.0 |
854.0 |
13.3% |
117.2 |
1.8% |
59% |
False |
False |
1,588 |
60 |
6,865.5 |
5,924.0 |
941.5 |
14.6% |
113.5 |
1.8% |
53% |
False |
False |
1,104 |
80 |
7,084.0 |
5,924.0 |
1,160.0 |
18.0% |
111.2 |
1.7% |
43% |
False |
False |
838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,503.6 |
2.618 |
7,153.6 |
1.618 |
6,939.1 |
1.000 |
6,806.5 |
0.618 |
6,724.6 |
HIGH |
6,592.0 |
0.618 |
6,510.1 |
0.500 |
6,484.8 |
0.382 |
6,459.4 |
LOW |
6,377.5 |
0.618 |
6,244.9 |
1.000 |
6,163.0 |
1.618 |
6,030.4 |
2.618 |
5,815.9 |
4.250 |
5,465.9 |
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