| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,644.00 |
2,634.75 |
-9.25 |
-0.3% |
2,603.50 |
| High |
2,644.00 |
2,638.00 |
-6.00 |
-0.2% |
2,634.50 |
| Low |
2,622.00 |
2,628.25 |
6.25 |
0.2% |
2,513.25 |
| Close |
2,628.25 |
2,629.00 |
0.75 |
0.0% |
2,634.50 |
| Range |
22.00 |
9.75 |
-12.25 |
-55.7% |
121.25 |
| ATR |
37.82 |
35.82 |
-2.01 |
-5.3% |
0.00 |
| Volume |
31 |
5 |
-26 |
-83.9% |
170 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,661.00 |
2,654.75 |
2,634.25 |
|
| R3 |
2,651.25 |
2,645.00 |
2,631.75 |
|
| R2 |
2,641.50 |
2,641.50 |
2,630.75 |
|
| R1 |
2,635.25 |
2,635.25 |
2,630.00 |
2,633.50 |
| PP |
2,631.75 |
2,631.75 |
2,631.75 |
2,631.00 |
| S1 |
2,625.50 |
2,625.50 |
2,628.00 |
2,623.75 |
| S2 |
2,622.00 |
2,622.00 |
2,627.25 |
|
| S3 |
2,612.25 |
2,615.75 |
2,626.25 |
|
| S4 |
2,602.50 |
2,606.00 |
2,623.75 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,957.75 |
2,917.50 |
2,701.25 |
|
| R3 |
2,836.50 |
2,796.25 |
2,667.75 |
|
| R2 |
2,715.25 |
2,715.25 |
2,656.75 |
|
| R1 |
2,675.00 |
2,675.00 |
2,645.50 |
2,695.00 |
| PP |
2,594.00 |
2,594.00 |
2,594.00 |
2,604.25 |
| S1 |
2,553.75 |
2,553.75 |
2,623.50 |
2,574.00 |
| S2 |
2,472.75 |
2,472.75 |
2,612.25 |
|
| S3 |
2,351.50 |
2,432.50 |
2,601.25 |
|
| S4 |
2,230.25 |
2,311.25 |
2,567.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,644.00 |
2,513.25 |
130.75 |
5.0% |
33.00 |
1.3% |
89% |
False |
False |
27 |
| 10 |
2,647.25 |
2,513.25 |
134.00 |
5.1% |
36.50 |
1.4% |
86% |
False |
False |
46 |
| 20 |
2,647.25 |
2,510.25 |
137.00 |
5.2% |
30.50 |
1.2% |
87% |
False |
False |
27 |
| 40 |
2,647.25 |
2,475.50 |
171.75 |
6.5% |
25.25 |
1.0% |
89% |
False |
False |
16 |
| 60 |
2,647.25 |
2,442.50 |
204.75 |
7.8% |
21.00 |
0.8% |
91% |
False |
False |
11 |
| 80 |
2,732.00 |
2,442.50 |
289.50 |
11.0% |
19.25 |
0.7% |
64% |
False |
False |
9 |
| 100 |
2,768.00 |
2,442.50 |
325.50 |
12.4% |
16.50 |
0.6% |
57% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,679.50 |
|
2.618 |
2,663.50 |
|
1.618 |
2,653.75 |
|
1.000 |
2,647.75 |
|
0.618 |
2,644.00 |
|
HIGH |
2,638.00 |
|
0.618 |
2,634.25 |
|
0.500 |
2,633.00 |
|
0.382 |
2,632.00 |
|
LOW |
2,628.25 |
|
0.618 |
2,622.25 |
|
1.000 |
2,618.50 |
|
1.618 |
2,612.50 |
|
2.618 |
2,602.75 |
|
4.250 |
2,586.75 |
|
|