Day Change Summary |
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Previous |
Current |
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26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
6,426.0 |
6,609.0 |
183.0 |
2.8% |
6,592.0 |
High |
6,593.0 |
6,814.0 |
221.0 |
3.4% |
6,814.0 |
Low |
6,337.5 |
6,520.0 |
182.5 |
2.9% |
6,320.0 |
Close |
6,574.5 |
6,682.0 |
107.5 |
1.6% |
6,682.0 |
Range |
255.5 |
294.0 |
38.5 |
15.1% |
494.0 |
ATR |
134.6 |
145.9 |
11.4 |
8.5% |
0.0 |
Volume |
1,004 |
309 |
-695 |
-69.2% |
2,743 |
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Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,554.0 |
7,412.0 |
6,843.7 |
|
R3 |
7,260.0 |
7,118.0 |
6,762.9 |
|
R2 |
6,966.0 |
6,966.0 |
6,735.9 |
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R1 |
6,824.0 |
6,824.0 |
6,709.0 |
6,895.0 |
PP |
6,672.0 |
6,672.0 |
6,672.0 |
6,707.5 |
S1 |
6,530.0 |
6,530.0 |
6,655.1 |
6,601.0 |
S2 |
6,378.0 |
6,378.0 |
6,628.1 |
|
S3 |
6,084.0 |
6,236.0 |
6,601.2 |
|
S4 |
5,790.0 |
5,942.0 |
6,520.3 |
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Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,087.3 |
7,878.7 |
6,953.7 |
|
R3 |
7,593.3 |
7,384.7 |
6,817.9 |
|
R2 |
7,099.3 |
7,099.3 |
6,772.6 |
|
R1 |
6,890.7 |
6,890.7 |
6,727.3 |
6,995.0 |
PP |
6,605.3 |
6,605.3 |
6,605.3 |
6,657.5 |
S1 |
6,396.7 |
6,396.7 |
6,636.7 |
6,501.0 |
S2 |
6,111.3 |
6,111.3 |
6,591.4 |
|
S3 |
5,617.3 |
5,902.7 |
6,546.2 |
|
S4 |
5,123.3 |
5,408.7 |
6,410.3 |
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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 |
6,814.0 |
6,320.0 |
494.0 |
7.4% |
203.7 |
3.0% |
73% |
True |
False |
548 |
10 |
6,814.0 |
6,320.0 |
494.0 |
7.4% |
150.0 |
2.2% |
73% |
True |
False |
627 |
20 |
6,814.0 |
6,320.0 |
494.0 |
7.4% |
125.9 |
1.9% |
73% |
True |
False |
581 |
40 |
6,814.0 |
5,924.0 |
890.0 |
13.3% |
122.9 |
1.8% |
85% |
True |
False |
1,606 |
60 |
6,814.0 |
5,924.0 |
890.0 |
13.3% |
121.6 |
1.8% |
85% |
True |
False |
1,140 |
80 |
6,943.0 |
5,924.0 |
1,019.0 |
15.2% |
116.6 |
1.7% |
74% |
False |
False |
865 |
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Fibonacci Retracements and Extensions |
4.250 |
8,063.5 |
2.618 |
7,583.7 |
1.618 |
7,289.7 |
1.000 |
7,108.0 |
0.618 |
6,995.7 |
HIGH |
6,814.0 |
0.618 |
6,701.7 |
0.500 |
6,667.0 |
0.382 |
6,632.3 |
LOW |
6,520.0 |
0.618 |
6,338.3 |
1.000 |
6,226.0 |
1.618 |
6,044.3 |
2.618 |
5,750.3 |
4.250 |
5,270.5 |
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