| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,538.75 |
2,567.00 |
28.25 |
1.1% |
2,610.50 |
| High |
2,573.25 |
2,583.25 |
10.00 |
0.4% |
2,615.00 |
| Low |
2,538.75 |
2,557.75 |
19.00 |
0.7% |
2,510.25 |
| Close |
2,570.25 |
2,564.50 |
-5.75 |
-0.2% |
2,570.25 |
| Range |
34.50 |
25.50 |
-9.00 |
-26.1% |
104.75 |
| ATR |
33.33 |
32.77 |
-0.56 |
-1.7% |
0.00 |
| Volume |
1 |
3 |
2 |
200.0% |
14 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,645.00 |
2,630.25 |
2,578.50 |
|
| R3 |
2,619.50 |
2,604.75 |
2,571.50 |
|
| R2 |
2,594.00 |
2,594.00 |
2,569.25 |
|
| R1 |
2,579.25 |
2,579.25 |
2,566.75 |
2,574.00 |
| PP |
2,568.50 |
2,568.50 |
2,568.50 |
2,565.75 |
| S1 |
2,553.75 |
2,553.75 |
2,562.25 |
2,548.50 |
| S2 |
2,543.00 |
2,543.00 |
2,559.75 |
|
| S3 |
2,517.50 |
2,528.25 |
2,557.50 |
|
| S4 |
2,492.00 |
2,502.75 |
2,550.50 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,879.50 |
2,829.50 |
2,627.75 |
|
| R3 |
2,774.75 |
2,724.75 |
2,599.00 |
|
| R2 |
2,670.00 |
2,670.00 |
2,589.50 |
|
| R1 |
2,620.00 |
2,620.00 |
2,579.75 |
2,592.50 |
| PP |
2,565.25 |
2,565.25 |
2,565.25 |
2,551.50 |
| S1 |
2,515.25 |
2,515.25 |
2,560.75 |
2,488.00 |
| S2 |
2,460.50 |
2,460.50 |
2,551.00 |
|
| S3 |
2,355.75 |
2,410.50 |
2,541.50 |
|
| S4 |
2,251.00 |
2,305.75 |
2,512.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,615.00 |
2,510.25 |
104.75 |
4.1% |
29.25 |
1.1% |
52% |
False |
False |
2 |
| 10 |
2,647.25 |
2,510.25 |
137.00 |
5.3% |
22.75 |
0.9% |
40% |
False |
False |
8 |
| 20 |
2,647.25 |
2,506.00 |
141.25 |
5.5% |
26.75 |
1.0% |
41% |
False |
False |
8 |
| 40 |
2,647.25 |
2,442.50 |
204.75 |
8.0% |
17.75 |
0.7% |
60% |
False |
False |
5 |
| 60 |
2,732.00 |
2,442.50 |
289.50 |
11.3% |
16.50 |
0.6% |
42% |
False |
False |
4 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.7% |
15.00 |
0.6% |
37% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,691.50 |
|
2.618 |
2,650.00 |
|
1.618 |
2,624.50 |
|
1.000 |
2,608.75 |
|
0.618 |
2,599.00 |
|
HIGH |
2,583.25 |
|
0.618 |
2,573.50 |
|
0.500 |
2,570.50 |
|
0.382 |
2,567.50 |
|
LOW |
2,557.75 |
|
0.618 |
2,542.00 |
|
1.000 |
2,532.25 |
|
1.618 |
2,516.50 |
|
2.618 |
2,491.00 |
|
4.250 |
2,449.50 |
|
|