Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
5,575.0 |
5,555.0 |
-20.0 |
-0.4% |
5,555.0 |
High |
5,575.0 |
5,625.0 |
50.0 |
0.9% |
5,575.0 |
Low |
5,575.0 |
5,555.0 |
-20.0 |
-0.4% |
5,420.5 |
Close |
5,551.5 |
5,623.0 |
71.5 |
1.3% |
5,551.5 |
Range |
0.0 |
70.0 |
70.0 |
|
154.5 |
ATR |
53.2 |
54.6 |
1.5 |
2.7% |
0.0 |
Volume |
5 |
1 |
-4 |
-80.0% |
56 |
|
Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,811.0 |
5,787.0 |
5,661.5 |
|
R3 |
5,741.0 |
5,717.0 |
5,642.0 |
|
R2 |
5,671.0 |
5,671.0 |
5,636.0 |
|
R1 |
5,647.0 |
5,647.0 |
5,629.5 |
5,659.0 |
PP |
5,601.0 |
5,601.0 |
5,601.0 |
5,607.0 |
S1 |
5,577.0 |
5,577.0 |
5,616.5 |
5,589.0 |
S2 |
5,531.0 |
5,531.0 |
5,610.0 |
|
S3 |
5,461.0 |
5,507.0 |
5,604.0 |
|
S4 |
5,391.0 |
5,437.0 |
5,584.5 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,979.0 |
5,920.0 |
5,636.5 |
|
R3 |
5,824.5 |
5,765.5 |
5,594.0 |
|
R2 |
5,670.0 |
5,670.0 |
5,580.0 |
|
R1 |
5,611.0 |
5,611.0 |
5,565.5 |
5,563.0 |
PP |
5,515.5 |
5,515.5 |
5,515.5 |
5,492.0 |
S1 |
5,456.5 |
5,456.5 |
5,537.5 |
5,409.0 |
S2 |
5,361.0 |
5,361.0 |
5,523.0 |
|
S3 |
5,206.5 |
5,302.0 |
5,509.0 |
|
S4 |
5,052.0 |
5,147.5 |
5,466.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,625.0 |
5,420.5 |
204.5 |
3.6% |
28.0 |
0.5% |
99% |
True |
False |
9 |
10 |
5,642.0 |
5,420.5 |
221.5 |
3.9% |
40.5 |
0.7% |
91% |
False |
False |
8 |
20 |
5,642.0 |
5,420.5 |
221.5 |
3.9% |
36.0 |
0.6% |
91% |
False |
False |
18 |
40 |
5,642.0 |
5,174.5 |
467.5 |
8.3% |
26.5 |
0.5% |
96% |
False |
False |
42 |
60 |
5,687.0 |
5,174.5 |
512.5 |
9.1% |
18.0 |
0.3% |
88% |
False |
False |
38 |
80 |
5,727.5 |
5,174.5 |
553.0 |
9.8% |
14.5 |
0.3% |
81% |
False |
False |
35 |
100 |
5,854.0 |
5,174.5 |
679.5 |
12.1% |
12.5 |
0.2% |
66% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,922.5 |
2.618 |
5,808.5 |
1.618 |
5,738.5 |
1.000 |
5,695.0 |
0.618 |
5,668.5 |
HIGH |
5,625.0 |
0.618 |
5,598.5 |
0.500 |
5,590.0 |
0.382 |
5,581.5 |
LOW |
5,555.0 |
0.618 |
5,511.5 |
1.000 |
5,485.0 |
1.618 |
5,441.5 |
2.618 |
5,371.5 |
4.250 |
5,257.5 |
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