| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,603.50 |
2,571.00 |
-32.50 |
-1.2% |
2,567.00 |
| High |
2,603.50 |
2,571.00 |
-32.50 |
-1.2% |
2,647.25 |
| Low |
2,539.75 |
2,537.75 |
-2.00 |
-0.1% |
2,543.00 |
| Close |
2,571.75 |
2,541.00 |
-30.75 |
-1.2% |
2,605.75 |
| Range |
63.75 |
33.25 |
-30.50 |
-47.8% |
104.25 |
| ATR |
36.73 |
36.53 |
-0.19 |
-0.5% |
0.00 |
| Volume |
18 |
49 |
31 |
172.2% |
269 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,649.75 |
2,628.50 |
2,559.25 |
|
| R3 |
2,616.50 |
2,595.25 |
2,550.25 |
|
| R2 |
2,583.25 |
2,583.25 |
2,547.00 |
|
| R1 |
2,562.00 |
2,562.00 |
2,544.00 |
2,556.00 |
| PP |
2,550.00 |
2,550.00 |
2,550.00 |
2,547.00 |
| S1 |
2,528.75 |
2,528.75 |
2,538.00 |
2,522.75 |
| S2 |
2,516.75 |
2,516.75 |
2,535.00 |
|
| S3 |
2,483.50 |
2,495.50 |
2,531.75 |
|
| S4 |
2,450.25 |
2,462.25 |
2,522.75 |
|
|
| 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 |
2,537.75 |
109.50 |
4.3% |
39.75 |
1.6% |
3% |
False |
True |
64 |
| 10 |
2,647.25 |
2,510.25 |
137.00 |
5.4% |
34.00 |
1.3% |
22% |
False |
False |
34 |
| 20 |
2,647.25 |
2,506.00 |
141.25 |
5.6% |
30.00 |
1.2% |
25% |
False |
False |
23 |
| 40 |
2,647.25 |
2,442.50 |
204.75 |
8.1% |
22.25 |
0.9% |
48% |
False |
False |
13 |
| 60 |
2,732.00 |
2,442.50 |
289.50 |
11.4% |
20.00 |
0.8% |
34% |
False |
False |
9 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.8% |
17.50 |
0.7% |
30% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,712.25 |
|
2.618 |
2,658.00 |
|
1.618 |
2,624.75 |
|
1.000 |
2,604.25 |
|
0.618 |
2,591.50 |
|
HIGH |
2,571.00 |
|
0.618 |
2,558.25 |
|
0.500 |
2,554.50 |
|
0.382 |
2,550.50 |
|
LOW |
2,537.75 |
|
0.618 |
2,517.25 |
|
1.000 |
2,504.50 |
|
1.618 |
2,484.00 |
|
2.618 |
2,450.75 |
|
4.250 |
2,396.50 |
|
|