| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,571.00 |
2,516.00 |
-55.00 |
-2.1% |
2,567.00 |
| High |
2,571.00 |
2,538.75 |
-32.25 |
-1.3% |
2,647.25 |
| Low |
2,537.75 |
2,513.25 |
-24.50 |
-1.0% |
2,543.00 |
| Close |
2,541.00 |
2,536.00 |
-5.00 |
-0.2% |
2,605.75 |
| Range |
33.25 |
25.50 |
-7.75 |
-23.3% |
104.25 |
| ATR |
36.53 |
35.90 |
-0.63 |
-1.7% |
0.00 |
| Volume |
49 |
30 |
-19 |
-38.8% |
269 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.75 |
2,596.50 |
2,550.00 |
|
| R3 |
2,580.25 |
2,571.00 |
2,543.00 |
|
| R2 |
2,554.75 |
2,554.75 |
2,540.75 |
|
| R1 |
2,545.50 |
2,545.50 |
2,538.25 |
2,550.00 |
| PP |
2,529.25 |
2,529.25 |
2,529.25 |
2,531.75 |
| S1 |
2,520.00 |
2,520.00 |
2,533.75 |
2,524.50 |
| S2 |
2,503.75 |
2,503.75 |
2,531.25 |
|
| S3 |
2,478.25 |
2,494.50 |
2,529.00 |
|
| S4 |
2,452.75 |
2,469.00 |
2,522.00 |
|
|
| 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 |
2,513.25 |
134.00 |
5.3% |
36.25 |
1.4% |
17% |
False |
True |
68 |
| 10 |
2,647.25 |
2,510.25 |
137.00 |
5.4% |
34.50 |
1.4% |
19% |
False |
False |
37 |
| 20 |
2,647.25 |
2,506.00 |
141.25 |
5.6% |
30.00 |
1.2% |
21% |
False |
False |
24 |
| 40 |
2,647.25 |
2,442.50 |
204.75 |
8.1% |
23.00 |
0.9% |
46% |
False |
False |
13 |
| 60 |
2,715.25 |
2,442.50 |
272.75 |
10.8% |
20.00 |
0.8% |
34% |
False |
False |
10 |
| 80 |
2,768.00 |
2,442.50 |
325.50 |
12.8% |
17.75 |
0.7% |
29% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,647.00 |
|
2.618 |
2,605.50 |
|
1.618 |
2,580.00 |
|
1.000 |
2,564.25 |
|
0.618 |
2,554.50 |
|
HIGH |
2,538.75 |
|
0.618 |
2,529.00 |
|
0.500 |
2,526.00 |
|
0.382 |
2,523.00 |
|
LOW |
2,513.25 |
|
0.618 |
2,497.50 |
|
1.000 |
2,487.75 |
|
1.618 |
2,472.00 |
|
2.618 |
2,446.50 |
|
4.250 |
2,405.00 |
|
|