Day Change Summary |
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Previous |
Current |
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30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
6,757.5 |
6,810.0 |
52.5 |
0.8% |
6,592.0 |
High |
6,796.0 |
6,831.0 |
35.0 |
0.5% |
6,814.0 |
Low |
6,703.0 |
6,757.0 |
54.0 |
0.8% |
6,320.0 |
Close |
6,782.0 |
6,783.5 |
1.5 |
0.0% |
6,682.0 |
Range |
93.0 |
74.0 |
-19.0 |
-20.4% |
494.0 |
ATR |
143.7 |
138.7 |
-5.0 |
-3.5% |
0.0 |
Volume |
383 |
442 |
59 |
15.4% |
2,743 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,012.5 |
6,972.0 |
6,824.2 |
|
R3 |
6,938.5 |
6,898.0 |
6,803.9 |
|
R2 |
6,864.5 |
6,864.5 |
6,797.1 |
|
R1 |
6,824.0 |
6,824.0 |
6,790.3 |
6,807.3 |
PP |
6,790.5 |
6,790.5 |
6,790.5 |
6,782.1 |
S1 |
6,750.0 |
6,750.0 |
6,776.7 |
6,733.3 |
S2 |
6,716.5 |
6,716.5 |
6,769.9 |
|
S3 |
6,642.5 |
6,676.0 |
6,763.2 |
|
S4 |
6,568.5 |
6,602.0 |
6,742.8 |
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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 |
6,831.0 |
6,337.5 |
493.5 |
7.3% |
167.4 |
2.5% |
90% |
True |
False |
523 |
10 |
6,831.0 |
6,320.0 |
511.0 |
7.5% |
152.8 |
2.3% |
91% |
True |
False |
646 |
20 |
6,831.0 |
6,320.0 |
511.0 |
7.5% |
123.0 |
1.8% |
91% |
True |
False |
602 |
40 |
6,831.0 |
6,004.5 |
826.5 |
12.2% |
122.1 |
1.8% |
94% |
True |
False |
1,595 |
60 |
6,831.0 |
5,924.0 |
907.0 |
13.4% |
118.5 |
1.7% |
95% |
True |
False |
1,153 |
80 |
6,865.5 |
5,924.0 |
941.5 |
13.9% |
116.2 |
1.7% |
91% |
False |
False |
875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,145.5 |
2.618 |
7,024.7 |
1.618 |
6,950.7 |
1.000 |
6,905.0 |
0.618 |
6,876.7 |
HIGH |
6,831.0 |
0.618 |
6,802.7 |
0.500 |
6,794.0 |
0.382 |
6,785.3 |
LOW |
6,757.0 |
0.618 |
6,711.3 |
1.000 |
6,683.0 |
1.618 |
6,637.3 |
2.618 |
6,563.3 |
4.250 |
6,442.5 |
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