| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,582.75 |
2,575.00 |
-7.75 |
-0.3% |
2,610.50 |
| High |
2,582.75 |
2,618.00 |
35.25 |
1.4% |
2,615.00 |
| Low |
2,543.00 |
2,575.00 |
32.00 |
1.3% |
2,510.25 |
| Close |
2,580.00 |
2,613.00 |
33.00 |
1.3% |
2,570.25 |
| Range |
39.75 |
43.00 |
3.25 |
8.2% |
104.75 |
| ATR |
33.27 |
33.97 |
0.69 |
2.1% |
0.00 |
| Volume |
12 |
9 |
-3 |
-25.0% |
14 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,731.00 |
2,715.00 |
2,636.75 |
|
| R3 |
2,688.00 |
2,672.00 |
2,624.75 |
|
| R2 |
2,645.00 |
2,645.00 |
2,621.00 |
|
| R1 |
2,629.00 |
2,629.00 |
2,617.00 |
2,637.00 |
| PP |
2,602.00 |
2,602.00 |
2,602.00 |
2,606.00 |
| S1 |
2,586.00 |
2,586.00 |
2,609.00 |
2,594.00 |
| S2 |
2,559.00 |
2,559.00 |
2,605.00 |
|
| S3 |
2,516.00 |
2,543.00 |
2,601.25 |
|
| S4 |
2,473.00 |
2,500.00 |
2,589.25 |
|
|
| 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 |
2,618.00 |
2,510.25 |
107.75 |
4.1% |
32.75 |
1.3% |
95% |
True |
False |
5 |
| 10 |
2,647.25 |
2,510.25 |
137.00 |
5.2% |
27.25 |
1.0% |
75% |
False |
False |
6 |
| 20 |
2,647.25 |
2,506.00 |
141.25 |
5.4% |
27.50 |
1.1% |
76% |
False |
False |
8 |
| 40 |
2,647.25 |
2,442.50 |
204.75 |
7.8% |
19.00 |
0.7% |
83% |
False |
False |
5 |
| 60 |
2,732.00 |
2,442.50 |
289.50 |
11.1% |
17.75 |
0.7% |
59% |
False |
False |
4 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.5% |
15.75 |
0.6% |
52% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,800.75 |
|
2.618 |
2,730.50 |
|
1.618 |
2,687.50 |
|
1.000 |
2,661.00 |
|
0.618 |
2,644.50 |
|
HIGH |
2,618.00 |
|
0.618 |
2,601.50 |
|
0.500 |
2,596.50 |
|
0.382 |
2,591.50 |
|
LOW |
2,575.00 |
|
0.618 |
2,548.50 |
|
1.000 |
2,532.00 |
|
1.618 |
2,505.50 |
|
2.618 |
2,462.50 |
|
4.250 |
2,392.25 |
|
|