Day Change Summary |
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Previous |
Current |
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12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
5,562.5 |
5,575.0 |
12.5 |
0.2% |
5,590.0 |
High |
5,573.0 |
5,607.0 |
34.0 |
0.6% |
5,607.0 |
Low |
5,548.5 |
5,557.0 |
8.5 |
0.2% |
5,548.5 |
Close |
5,539.0 |
5,583.0 |
44.0 |
0.8% |
5,583.0 |
Range |
24.5 |
50.0 |
25.5 |
104.1% |
58.5 |
ATR |
44.7 |
46.3 |
1.7 |
3.7% |
0.0 |
Volume |
9 |
59 |
50 |
555.6% |
94 |
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Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,732.5 |
5,707.5 |
5,610.5 |
|
R3 |
5,682.5 |
5,657.5 |
5,597.0 |
|
R2 |
5,632.5 |
5,632.5 |
5,592.0 |
|
R1 |
5,607.5 |
5,607.5 |
5,587.5 |
5,620.0 |
PP |
5,582.5 |
5,582.5 |
5,582.5 |
5,588.5 |
S1 |
5,557.5 |
5,557.5 |
5,578.5 |
5,570.0 |
S2 |
5,532.5 |
5,532.5 |
5,574.0 |
|
S3 |
5,482.5 |
5,507.5 |
5,569.0 |
|
S4 |
5,432.5 |
5,457.5 |
5,555.5 |
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Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,755.0 |
5,727.5 |
5,615.0 |
|
R3 |
5,696.5 |
5,669.0 |
5,599.0 |
|
R2 |
5,638.0 |
5,638.0 |
5,593.5 |
|
R1 |
5,610.5 |
5,610.5 |
5,588.5 |
5,595.0 |
PP |
5,579.5 |
5,579.5 |
5,579.5 |
5,572.0 |
S1 |
5,552.0 |
5,552.0 |
5,577.5 |
5,536.5 |
S2 |
5,521.0 |
5,521.0 |
5,572.5 |
|
S3 |
5,462.5 |
5,493.5 |
5,567.0 |
|
S4 |
5,404.0 |
5,435.0 |
5,551.0 |
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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 |
5,607.0 |
5,548.5 |
58.5 |
1.0% |
34.5 |
0.6% |
59% |
True |
False |
18 |
10 |
5,642.0 |
5,548.5 |
93.5 |
1.7% |
33.0 |
0.6% |
37% |
False |
False |
27 |
20 |
5,642.0 |
5,381.0 |
261.0 |
4.7% |
27.0 |
0.5% |
77% |
False |
False |
23 |
40 |
5,642.0 |
5,174.5 |
467.5 |
8.4% |
16.5 |
0.3% |
87% |
False |
False |
45 |
60 |
5,716.5 |
5,174.5 |
542.0 |
9.7% |
11.5 |
0.2% |
75% |
False |
False |
42 |
80 |
5,844.0 |
5,174.5 |
669.5 |
12.0% |
10.0 |
0.2% |
61% |
False |
False |
38 |
|
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Fibonacci Retracements and Extensions |
4.250 |
5,819.5 |
2.618 |
5,738.0 |
1.618 |
5,688.0 |
1.000 |
5,657.0 |
0.618 |
5,638.0 |
HIGH |
5,607.0 |
0.618 |
5,588.0 |
0.500 |
5,582.0 |
0.382 |
5,576.0 |
LOW |
5,557.0 |
0.618 |
5,526.0 |
1.000 |
5,507.0 |
1.618 |
5,476.0 |
2.618 |
5,426.0 |
4.250 |
5,344.5 |
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