| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,575.00 |
2,632.75 |
57.75 |
2.2% |
2,610.50 |
| High |
2,618.00 |
2,646.50 |
28.50 |
1.1% |
2,615.00 |
| Low |
2,575.00 |
2,629.50 |
54.50 |
2.1% |
2,510.25 |
| Close |
2,613.00 |
2,644.75 |
31.75 |
1.2% |
2,570.25 |
| Range |
43.00 |
17.00 |
-26.00 |
-60.5% |
104.75 |
| ATR |
33.97 |
33.93 |
-0.03 |
-0.1% |
0.00 |
| Volume |
9 |
219 |
210 |
2,333.3% |
14 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,691.25 |
2,685.00 |
2,654.00 |
|
| R3 |
2,674.25 |
2,668.00 |
2,649.50 |
|
| R2 |
2,657.25 |
2,657.25 |
2,647.75 |
|
| R1 |
2,651.00 |
2,651.00 |
2,646.25 |
2,654.00 |
| PP |
2,640.25 |
2,640.25 |
2,640.25 |
2,641.75 |
| S1 |
2,634.00 |
2,634.00 |
2,643.25 |
2,637.00 |
| S2 |
2,623.25 |
2,623.25 |
2,641.75 |
|
| S3 |
2,606.25 |
2,617.00 |
2,640.00 |
|
| S4 |
2,589.25 |
2,600.00 |
2,635.50 |
|
|
| 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 |
2,646.50 |
2,538.75 |
107.75 |
4.1% |
32.00 |
1.2% |
98% |
True |
False |
48 |
| 10 |
2,646.50 |
2,510.25 |
136.25 |
5.2% |
27.50 |
1.0% |
99% |
True |
False |
26 |
| 20 |
2,647.25 |
2,506.00 |
141.25 |
5.3% |
27.50 |
1.0% |
98% |
False |
False |
19 |
| 40 |
2,647.25 |
2,442.50 |
204.75 |
7.7% |
18.75 |
0.7% |
99% |
False |
False |
11 |
| 60 |
2,732.00 |
2,442.50 |
289.50 |
10.9% |
18.00 |
0.7% |
70% |
False |
False |
8 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.3% |
16.00 |
0.6% |
62% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,718.75 |
|
2.618 |
2,691.00 |
|
1.618 |
2,674.00 |
|
1.000 |
2,663.50 |
|
0.618 |
2,657.00 |
|
HIGH |
2,646.50 |
|
0.618 |
2,640.00 |
|
0.500 |
2,638.00 |
|
0.382 |
2,636.00 |
|
LOW |
2,629.50 |
|
0.618 |
2,619.00 |
|
1.000 |
2,612.50 |
|
1.618 |
2,602.00 |
|
2.618 |
2,585.00 |
|
4.250 |
2,557.25 |
|
|