Day Change Summary |
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Previous |
Current |
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|
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27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
6,609.0 |
6,757.5 |
148.5 |
2.2% |
6,592.0 |
High |
6,814.0 |
6,796.0 |
-18.0 |
-0.3% |
6,814.0 |
Low |
6,520.0 |
6,703.0 |
183.0 |
2.8% |
6,320.0 |
Close |
6,682.0 |
6,782.0 |
100.0 |
1.5% |
6,682.0 |
Range |
294.0 |
93.0 |
-201.0 |
-68.4% |
494.0 |
ATR |
145.9 |
143.7 |
-2.3 |
-1.6% |
0.0 |
Volume |
309 |
383 |
74 |
23.9% |
2,743 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,039.3 |
7,003.7 |
6,833.2 |
|
R3 |
6,946.3 |
6,910.7 |
6,807.6 |
|
R2 |
6,853.3 |
6,853.3 |
6,799.1 |
|
R1 |
6,817.7 |
6,817.7 |
6,790.5 |
6,835.5 |
PP |
6,760.3 |
6,760.3 |
6,760.3 |
6,769.3 |
S1 |
6,724.7 |
6,724.7 |
6,773.5 |
6,742.5 |
S2 |
6,667.3 |
6,667.3 |
6,765.0 |
|
S3 |
6,574.3 |
6,631.7 |
6,756.4 |
|
S4 |
6,481.3 |
6,538.7 |
6,730.9 |
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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 |
|
|
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 |
7.3% |
179.4 |
2.6% |
94% |
False |
False |
535 |
10 |
6,814.0 |
6,320.0 |
494.0 |
7.3% |
153.1 |
2.3% |
94% |
False |
False |
650 |
20 |
6,814.0 |
6,320.0 |
494.0 |
7.3% |
123.5 |
1.8% |
94% |
False |
False |
585 |
40 |
6,814.0 |
5,924.0 |
890.0 |
13.1% |
123.0 |
1.8% |
96% |
False |
False |
1,602 |
60 |
6,814.0 |
5,924.0 |
890.0 |
13.1% |
120.0 |
1.8% |
96% |
False |
False |
1,147 |
80 |
6,865.5 |
5,924.0 |
941.5 |
13.9% |
116.2 |
1.7% |
91% |
False |
False |
870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,191.3 |
2.618 |
7,039.5 |
1.618 |
6,946.5 |
1.000 |
6,889.0 |
0.618 |
6,853.5 |
HIGH |
6,796.0 |
0.618 |
6,760.5 |
0.500 |
6,749.5 |
0.382 |
6,738.5 |
LOW |
6,703.0 |
0.618 |
6,645.5 |
1.000 |
6,610.0 |
1.618 |
6,552.5 |
2.618 |
6,459.5 |
4.250 |
6,307.8 |
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