| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,632.75 |
2,647.25 |
14.50 |
0.6% |
2,567.00 |
| High |
2,646.50 |
2,647.25 |
0.75 |
0.0% |
2,647.25 |
| Low |
2,629.50 |
2,605.75 |
-23.75 |
-0.9% |
2,543.00 |
| Close |
2,644.75 |
2,605.75 |
-39.00 |
-1.5% |
2,605.75 |
| Range |
17.00 |
41.50 |
24.50 |
144.1% |
104.25 |
| ATR |
33.93 |
34.47 |
0.54 |
1.6% |
0.00 |
| Volume |
219 |
26 |
-193 |
-88.1% |
269 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,744.00 |
2,716.50 |
2,628.50 |
|
| R3 |
2,702.50 |
2,675.00 |
2,617.25 |
|
| R2 |
2,661.00 |
2,661.00 |
2,613.25 |
|
| R1 |
2,633.50 |
2,633.50 |
2,609.50 |
2,626.50 |
| PP |
2,619.50 |
2,619.50 |
2,619.50 |
2,616.00 |
| S1 |
2,592.00 |
2,592.00 |
2,602.00 |
2,585.00 |
| S2 |
2,578.00 |
2,578.00 |
2,598.25 |
|
| S3 |
2,536.50 |
2,550.50 |
2,594.25 |
|
| S4 |
2,495.00 |
2,509.00 |
2,583.00 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,911.50 |
2,862.75 |
2,663.00 |
|
| R3 |
2,807.25 |
2,758.50 |
2,634.50 |
|
| R2 |
2,703.00 |
2,703.00 |
2,624.75 |
|
| R1 |
2,654.25 |
2,654.25 |
2,615.25 |
2,678.50 |
| PP |
2,598.75 |
2,598.75 |
2,598.75 |
2,610.75 |
| S1 |
2,550.00 |
2,550.00 |
2,596.25 |
2,574.50 |
| S2 |
2,494.50 |
2,494.50 |
2,586.75 |
|
| S3 |
2,390.25 |
2,445.75 |
2,577.00 |
|
| S4 |
2,286.00 |
2,341.50 |
2,548.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,647.25 |
2,543.00 |
104.25 |
4.0% |
33.25 |
1.3% |
60% |
True |
False |
53 |
| 10 |
2,647.25 |
2,510.25 |
137.00 |
5.3% |
31.25 |
1.2% |
70% |
True |
False |
28 |
| 20 |
2,647.25 |
2,506.00 |
141.25 |
5.4% |
27.00 |
1.0% |
71% |
True |
False |
20 |
| 40 |
2,647.25 |
2,442.50 |
204.75 |
7.9% |
19.75 |
0.8% |
80% |
True |
False |
11 |
| 60 |
2,732.00 |
2,442.50 |
289.50 |
11.1% |
18.50 |
0.7% |
56% |
False |
False |
8 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.5% |
16.50 |
0.6% |
50% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,823.50 |
|
2.618 |
2,756.00 |
|
1.618 |
2,714.50 |
|
1.000 |
2,688.75 |
|
0.618 |
2,673.00 |
|
HIGH |
2,647.25 |
|
0.618 |
2,631.50 |
|
0.500 |
2,626.50 |
|
0.382 |
2,621.50 |
|
LOW |
2,605.75 |
|
0.618 |
2,580.00 |
|
1.000 |
2,564.25 |
|
1.618 |
2,538.50 |
|
2.618 |
2,497.00 |
|
4.250 |
2,429.50 |
|
|