| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,647.25 |
2,603.50 |
-43.75 |
-1.7% |
2,567.00 |
| High |
2,647.25 |
2,603.50 |
-43.75 |
-1.7% |
2,647.25 |
| Low |
2,605.75 |
2,539.75 |
-66.00 |
-2.5% |
2,543.00 |
| Close |
2,605.75 |
2,571.75 |
-34.00 |
-1.3% |
2,605.75 |
| Range |
41.50 |
63.75 |
22.25 |
53.6% |
104.25 |
| ATR |
34.47 |
36.73 |
2.25 |
6.5% |
0.00 |
| Volume |
26 |
18 |
-8 |
-30.8% |
269 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,763.00 |
2,731.00 |
2,606.75 |
|
| R3 |
2,699.25 |
2,667.25 |
2,589.25 |
|
| R2 |
2,635.50 |
2,635.50 |
2,583.50 |
|
| R1 |
2,603.50 |
2,603.50 |
2,577.50 |
2,587.50 |
| PP |
2,571.75 |
2,571.75 |
2,571.75 |
2,563.75 |
| S1 |
2,539.75 |
2,539.75 |
2,566.00 |
2,524.00 |
| S2 |
2,508.00 |
2,508.00 |
2,560.00 |
|
| S3 |
2,444.25 |
2,476.00 |
2,554.25 |
|
| S4 |
2,380.50 |
2,412.25 |
2,536.75 |
|
|
| 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 |
2,539.75 |
107.50 |
4.2% |
41.00 |
1.6% |
30% |
False |
True |
56 |
| 10 |
2,647.25 |
2,510.25 |
137.00 |
5.3% |
35.25 |
1.4% |
45% |
False |
False |
29 |
| 20 |
2,647.25 |
2,506.00 |
141.25 |
5.5% |
29.25 |
1.1% |
47% |
False |
False |
20 |
| 40 |
2,647.25 |
2,442.50 |
204.75 |
8.0% |
21.50 |
0.8% |
63% |
False |
False |
12 |
| 60 |
2,732.00 |
2,442.50 |
289.50 |
11.3% |
19.75 |
0.8% |
45% |
False |
False |
9 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.7% |
17.25 |
0.7% |
40% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,874.50 |
|
2.618 |
2,770.50 |
|
1.618 |
2,706.75 |
|
1.000 |
2,667.25 |
|
0.618 |
2,643.00 |
|
HIGH |
2,603.50 |
|
0.618 |
2,579.25 |
|
0.500 |
2,571.50 |
|
0.382 |
2,564.00 |
|
LOW |
2,539.75 |
|
0.618 |
2,500.25 |
|
1.000 |
2,476.00 |
|
1.618 |
2,436.50 |
|
2.618 |
2,372.75 |
|
4.250 |
2,268.75 |
|
|