Day Change Summary |
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Previous |
Current |
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23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
6,592.0 |
6,428.5 |
-163.5 |
-2.5% |
6,556.0 |
High |
6,592.0 |
6,454.0 |
-138.0 |
-2.1% |
6,778.0 |
Low |
6,377.5 |
6,320.0 |
-57.5 |
-0.9% |
6,518.0 |
Close |
6,427.5 |
6,405.5 |
-22.0 |
-0.3% |
6,634.0 |
Range |
214.5 |
134.0 |
-80.5 |
-37.5% |
260.0 |
ATR |
125.0 |
125.6 |
0.6 |
0.5% |
0.0 |
Volume |
450 |
501 |
51 |
11.3% |
3,532 |
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Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,795.2 |
6,734.3 |
6,479.2 |
|
R3 |
6,661.2 |
6,600.3 |
6,442.4 |
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R2 |
6,527.2 |
6,527.2 |
6,430.1 |
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R1 |
6,466.3 |
6,466.3 |
6,417.8 |
6,429.8 |
PP |
6,393.2 |
6,393.2 |
6,393.2 |
6,374.9 |
S1 |
6,332.3 |
6,332.3 |
6,393.2 |
6,295.8 |
S2 |
6,259.2 |
6,259.2 |
6,380.9 |
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S3 |
6,125.2 |
6,198.3 |
6,368.7 |
|
S4 |
5,991.2 |
6,064.3 |
6,331.8 |
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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 |
6,320.0 |
458.0 |
7.2% |
138.2 |
2.2% |
19% |
False |
True |
769 |
10 |
6,778.0 |
6,320.0 |
458.0 |
7.2% |
111.8 |
1.7% |
19% |
False |
True |
574 |
20 |
6,778.0 |
6,112.5 |
665.5 |
10.4% |
112.6 |
1.8% |
44% |
False |
False |
546 |
40 |
6,778.0 |
5,924.0 |
854.0 |
13.3% |
118.1 |
1.8% |
56% |
False |
False |
1,593 |
60 |
6,829.5 |
5,924.0 |
905.5 |
14.1% |
114.4 |
1.8% |
53% |
False |
False |
1,112 |
80 |
7,084.0 |
5,924.0 |
1,160.0 |
18.1% |
111.2 |
1.7% |
42% |
False |
False |
844 |
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Fibonacci Retracements and Extensions |
4.250 |
7,023.5 |
2.618 |
6,804.8 |
1.618 |
6,670.8 |
1.000 |
6,588.0 |
0.618 |
6,536.8 |
HIGH |
6,454.0 |
0.618 |
6,402.8 |
0.500 |
6,387.0 |
0.382 |
6,371.2 |
LOW |
6,320.0 |
0.618 |
6,237.2 |
1.000 |
6,186.0 |
1.618 |
6,103.2 |
2.618 |
5,969.2 |
4.250 |
5,750.5 |
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