Day Change Summary |
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Previous |
Current |
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31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
6,810.0 |
6,796.5 |
-13.5 |
-0.2% |
6,592.0 |
High |
6,831.0 |
6,796.5 |
-34.5 |
-0.5% |
6,814.0 |
Low |
6,757.0 |
6,729.5 |
-27.5 |
-0.4% |
6,320.0 |
Close |
6,783.5 |
6,757.0 |
-26.5 |
-0.4% |
6,682.0 |
Range |
74.0 |
67.0 |
-7.0 |
-9.5% |
494.0 |
ATR |
138.7 |
133.6 |
-5.1 |
-3.7% |
0.0 |
Volume |
442 |
644 |
202 |
45.7% |
2,743 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,962.0 |
6,926.5 |
6,793.9 |
|
R3 |
6,895.0 |
6,859.5 |
6,775.4 |
|
R2 |
6,828.0 |
6,828.0 |
6,769.3 |
|
R1 |
6,792.5 |
6,792.5 |
6,763.1 |
6,776.8 |
PP |
6,761.0 |
6,761.0 |
6,761.0 |
6,753.1 |
S1 |
6,725.5 |
6,725.5 |
6,750.9 |
6,709.8 |
S2 |
6,694.0 |
6,694.0 |
6,744.7 |
|
S3 |
6,627.0 |
6,658.5 |
6,738.6 |
|
S4 |
6,560.0 |
6,591.5 |
6,720.2 |
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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% |
156.7 |
2.3% |
85% |
False |
False |
556 |
10 |
6,831.0 |
6,320.0 |
511.0 |
7.6% |
147.7 |
2.2% |
86% |
False |
False |
693 |
20 |
6,831.0 |
6,320.0 |
511.0 |
7.6% |
123.9 |
1.8% |
86% |
False |
False |
629 |
40 |
6,831.0 |
6,061.5 |
769.5 |
11.4% |
120.4 |
1.8% |
90% |
False |
False |
1,585 |
60 |
6,831.0 |
5,924.0 |
907.0 |
13.4% |
117.8 |
1.7% |
92% |
False |
False |
1,163 |
80 |
6,865.5 |
5,924.0 |
941.5 |
13.9% |
115.2 |
1.7% |
88% |
False |
False |
883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,081.3 |
2.618 |
6,971.9 |
1.618 |
6,904.9 |
1.000 |
6,863.5 |
0.618 |
6,837.9 |
HIGH |
6,796.5 |
0.618 |
6,770.9 |
0.500 |
6,763.0 |
0.382 |
6,755.1 |
LOW |
6,729.5 |
0.618 |
6,688.1 |
1.000 |
6,662.5 |
1.618 |
6,621.1 |
2.618 |
6,554.1 |
4.250 |
6,444.8 |
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