Day Change Summary |
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Previous |
Current |
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01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
6,796.5 |
6,752.0 |
-44.5 |
-0.7% |
6,592.0 |
High |
6,796.5 |
6,855.5 |
59.0 |
0.9% |
6,814.0 |
Low |
6,729.5 |
6,554.5 |
-175.0 |
-2.6% |
6,320.0 |
Close |
6,757.0 |
6,612.5 |
-144.5 |
-2.1% |
6,682.0 |
Range |
67.0 |
301.0 |
234.0 |
349.3% |
494.0 |
ATR |
133.6 |
145.5 |
12.0 |
9.0% |
0.0 |
Volume |
644 |
510 |
-134 |
-20.8% |
2,743 |
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Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,577.2 |
7,395.8 |
6,778.1 |
|
R3 |
7,276.2 |
7,094.8 |
6,695.3 |
|
R2 |
6,975.2 |
6,975.2 |
6,667.7 |
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R1 |
6,793.8 |
6,793.8 |
6,640.1 |
6,734.0 |
PP |
6,674.2 |
6,674.2 |
6,674.2 |
6,644.3 |
S1 |
6,492.8 |
6,492.8 |
6,584.9 |
6,433.0 |
S2 |
6,373.2 |
6,373.2 |
6,557.3 |
|
S3 |
6,072.2 |
6,191.8 |
6,529.7 |
|
S4 |
5,771.2 |
5,890.8 |
6,447.0 |
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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 |
6,855.5 |
6,520.0 |
335.5 |
5.1% |
165.8 |
2.5% |
28% |
True |
False |
457 |
10 |
6,855.5 |
6,320.0 |
535.5 |
8.1% |
170.7 |
2.6% |
55% |
True |
False |
714 |
20 |
6,855.5 |
6,320.0 |
535.5 |
8.1% |
131.2 |
2.0% |
55% |
True |
False |
537 |
40 |
6,855.5 |
6,061.5 |
794.0 |
12.0% |
124.7 |
1.9% |
69% |
True |
False |
1,554 |
60 |
6,855.5 |
5,924.0 |
931.5 |
14.1% |
121.7 |
1.8% |
74% |
True |
False |
1,171 |
80 |
6,865.5 |
5,924.0 |
941.5 |
14.2% |
117.6 |
1.8% |
73% |
False |
False |
889 |
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Fibonacci Retracements and Extensions |
4.250 |
8,134.8 |
2.618 |
7,643.5 |
1.618 |
7,342.5 |
1.000 |
7,156.5 |
0.618 |
7,041.5 |
HIGH |
6,855.5 |
0.618 |
6,740.5 |
0.500 |
6,705.0 |
0.382 |
6,669.5 |
LOW |
6,554.5 |
0.618 |
6,368.5 |
1.000 |
6,253.5 |
1.618 |
6,067.5 |
2.618 |
5,766.5 |
4.250 |
5,275.3 |
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