Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
5,637.0 |
5,589.0 |
-48.0 |
-0.9% |
5,555.0 |
High |
5,700.0 |
5,718.0 |
18.0 |
0.3% |
5,718.0 |
Low |
5,555.0 |
5,589.0 |
34.0 |
0.6% |
5,550.5 |
Close |
5,594.0 |
5,712.0 |
118.0 |
2.1% |
5,712.0 |
Range |
145.0 |
129.0 |
-16.0 |
-11.0% |
167.5 |
ATR |
65.4 |
70.0 |
4.5 |
6.9% |
0.0 |
Volume |
23 |
44 |
21 |
91.3% |
92 |
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,060.0 |
6,015.0 |
5,783.0 |
|
R3 |
5,931.0 |
5,886.0 |
5,747.5 |
|
R2 |
5,802.0 |
5,802.0 |
5,735.5 |
|
R1 |
5,757.0 |
5,757.0 |
5,724.0 |
5,779.5 |
PP |
5,673.0 |
5,673.0 |
5,673.0 |
5,684.0 |
S1 |
5,628.0 |
5,628.0 |
5,700.0 |
5,650.5 |
S2 |
5,544.0 |
5,544.0 |
5,688.5 |
|
S3 |
5,415.0 |
5,499.0 |
5,676.5 |
|
S4 |
5,286.0 |
5,370.0 |
5,641.0 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,162.5 |
6,105.0 |
5,804.0 |
|
R3 |
5,995.0 |
5,937.5 |
5,758.0 |
|
R2 |
5,827.5 |
5,827.5 |
5,742.5 |
|
R1 |
5,770.0 |
5,770.0 |
5,727.5 |
5,799.0 |
PP |
5,660.0 |
5,660.0 |
5,660.0 |
5,674.5 |
S1 |
5,602.5 |
5,602.5 |
5,696.5 |
5,631.0 |
S2 |
5,492.5 |
5,492.5 |
5,681.5 |
|
S3 |
5,325.0 |
5,435.0 |
5,666.0 |
|
S4 |
5,157.5 |
5,267.5 |
5,620.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,718.0 |
5,550.5 |
167.5 |
2.9% |
103.0 |
1.8% |
96% |
True |
False |
18 |
10 |
5,718.0 |
5,420.5 |
297.5 |
5.2% |
69.0 |
1.2% |
98% |
True |
False |
14 |
20 |
5,718.0 |
5,420.5 |
297.5 |
5.2% |
51.0 |
0.9% |
98% |
True |
False |
13 |
40 |
5,718.0 |
5,357.0 |
361.0 |
6.3% |
36.0 |
0.6% |
98% |
True |
False |
31 |
60 |
5,718.0 |
5,174.5 |
543.5 |
9.5% |
25.5 |
0.4% |
99% |
True |
False |
37 |
80 |
5,718.0 |
5,174.5 |
543.5 |
9.5% |
20.0 |
0.4% |
99% |
True |
False |
36 |
100 |
5,854.0 |
5,174.5 |
679.5 |
11.9% |
16.5 |
0.3% |
79% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,266.0 |
2.618 |
6,055.5 |
1.618 |
5,926.5 |
1.000 |
5,847.0 |
0.618 |
5,797.5 |
HIGH |
5,718.0 |
0.618 |
5,668.5 |
0.500 |
5,653.5 |
0.382 |
5,638.5 |
LOW |
5,589.0 |
0.618 |
5,509.5 |
1.000 |
5,460.0 |
1.618 |
5,380.5 |
2.618 |
5,251.5 |
4.250 |
5,041.0 |
|
|