| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,516.00 |
2,538.75 |
22.75 |
0.9% |
2,567.00 |
| High |
2,538.75 |
2,583.00 |
44.25 |
1.7% |
2,647.25 |
| Low |
2,513.25 |
2,538.75 |
25.50 |
1.0% |
2,543.00 |
| Close |
2,536.00 |
2,565.00 |
29.00 |
1.1% |
2,605.75 |
| Range |
25.50 |
44.25 |
18.75 |
73.5% |
104.25 |
| ATR |
35.90 |
36.70 |
0.79 |
2.2% |
0.00 |
| Volume |
30 |
41 |
11 |
36.7% |
269 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,695.00 |
2,674.25 |
2,589.25 |
|
| R3 |
2,650.75 |
2,630.00 |
2,577.25 |
|
| R2 |
2,606.50 |
2,606.50 |
2,573.00 |
|
| R1 |
2,585.75 |
2,585.75 |
2,569.00 |
2,596.00 |
| PP |
2,562.25 |
2,562.25 |
2,562.25 |
2,567.50 |
| S1 |
2,541.50 |
2,541.50 |
2,561.00 |
2,552.00 |
| S2 |
2,518.00 |
2,518.00 |
2,557.00 |
|
| S3 |
2,473.75 |
2,497.25 |
2,552.75 |
|
| S4 |
2,429.50 |
2,453.00 |
2,540.75 |
|
|
| 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 |
2,513.25 |
134.00 |
5.2% |
41.75 |
1.6% |
39% |
False |
False |
32 |
| 10 |
2,647.25 |
2,513.25 |
134.00 |
5.2% |
36.75 |
1.4% |
39% |
False |
False |
40 |
| 20 |
2,647.25 |
2,506.00 |
141.25 |
5.5% |
31.75 |
1.2% |
42% |
False |
False |
26 |
| 40 |
2,647.25 |
2,442.50 |
204.75 |
8.0% |
23.50 |
0.9% |
60% |
False |
False |
14 |
| 60 |
2,715.25 |
2,442.50 |
272.75 |
10.6% |
20.75 |
0.8% |
45% |
False |
False |
10 |
| 80 |
2,742.75 |
2,442.50 |
300.25 |
11.7% |
18.25 |
0.7% |
41% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,771.00 |
|
2.618 |
2,698.75 |
|
1.618 |
2,654.50 |
|
1.000 |
2,627.25 |
|
0.618 |
2,610.25 |
|
HIGH |
2,583.00 |
|
0.618 |
2,566.00 |
|
0.500 |
2,561.00 |
|
0.382 |
2,555.75 |
|
LOW |
2,538.75 |
|
0.618 |
2,511.50 |
|
1.000 |
2,494.50 |
|
1.618 |
2,467.25 |
|
2.618 |
2,423.00 |
|
4.250 |
2,350.75 |
|
|