Day Change Summary |
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Previous |
Current |
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|
|
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31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
5,605.0 |
5,550.5 |
-54.5 |
-1.0% |
5,555.0 |
High |
5,619.0 |
5,655.5 |
36.5 |
0.6% |
5,575.0 |
Low |
5,552.5 |
5,550.5 |
-2.0 |
0.0% |
5,420.5 |
Close |
5,575.5 |
5,638.0 |
62.5 |
1.1% |
5,551.5 |
Range |
66.5 |
105.0 |
38.5 |
57.9% |
154.5 |
ATR |
55.8 |
59.3 |
3.5 |
6.3% |
0.0 |
Volume |
16 |
8 |
-8 |
-50.0% |
56 |
|
Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,929.5 |
5,889.0 |
5,696.0 |
|
R3 |
5,824.5 |
5,784.0 |
5,667.0 |
|
R2 |
5,719.5 |
5,719.5 |
5,657.0 |
|
R1 |
5,679.0 |
5,679.0 |
5,647.5 |
5,699.0 |
PP |
5,614.5 |
5,614.5 |
5,614.5 |
5,625.0 |
S1 |
5,574.0 |
5,574.0 |
5,628.5 |
5,594.0 |
S2 |
5,509.5 |
5,509.5 |
5,619.0 |
|
S3 |
5,404.5 |
5,469.0 |
5,609.0 |
|
S4 |
5,299.5 |
5,364.0 |
5,580.0 |
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|
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 |
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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 |
5,655.5 |
5,494.0 |
161.5 |
2.9% |
49.0 |
0.9% |
89% |
True |
False |
8 |
10 |
5,655.5 |
5,420.5 |
235.0 |
4.2% |
49.5 |
0.9% |
93% |
True |
False |
10 |
20 |
5,655.5 |
5,420.5 |
235.0 |
4.2% |
41.0 |
0.7% |
93% |
True |
False |
18 |
40 |
5,655.5 |
5,357.0 |
298.5 |
5.3% |
29.5 |
0.5% |
94% |
True |
False |
41 |
60 |
5,655.5 |
5,174.5 |
481.0 |
8.5% |
20.5 |
0.4% |
96% |
True |
False |
37 |
80 |
5,716.5 |
5,174.5 |
542.0 |
9.6% |
16.5 |
0.3% |
86% |
False |
False |
35 |
100 |
5,854.0 |
5,174.5 |
679.5 |
12.1% |
14.0 |
0.2% |
68% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,102.0 |
2.618 |
5,930.5 |
1.618 |
5,825.5 |
1.000 |
5,760.5 |
0.618 |
5,720.5 |
HIGH |
5,655.5 |
0.618 |
5,615.5 |
0.500 |
5,603.0 |
0.382 |
5,590.5 |
LOW |
5,550.5 |
0.618 |
5,485.5 |
1.000 |
5,445.5 |
1.618 |
5,380.5 |
2.618 |
5,275.5 |
4.250 |
5,104.0 |
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