| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,634.75 |
2,620.25 |
-14.50 |
-0.6% |
2,603.50 |
| High |
2,638.00 |
2,620.25 |
-17.75 |
-0.7% |
2,634.50 |
| Low |
2,628.25 |
2,617.50 |
-10.75 |
-0.4% |
2,513.25 |
| Close |
2,629.00 |
2,617.50 |
-11.50 |
-0.4% |
2,634.50 |
| Range |
9.75 |
2.75 |
-7.00 |
-71.8% |
121.25 |
| ATR |
35.82 |
34.08 |
-1.74 |
-4.8% |
0.00 |
| Volume |
5 |
10 |
5 |
100.0% |
170 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,626.75 |
2,624.75 |
2,619.00 |
|
| R3 |
2,624.00 |
2,622.00 |
2,618.25 |
|
| R2 |
2,621.25 |
2,621.25 |
2,618.00 |
|
| R1 |
2,619.25 |
2,619.25 |
2,617.75 |
2,619.00 |
| PP |
2,618.50 |
2,618.50 |
2,618.50 |
2,618.25 |
| S1 |
2,616.50 |
2,616.50 |
2,617.25 |
2,616.00 |
| S2 |
2,615.75 |
2,615.75 |
2,617.00 |
|
| S3 |
2,613.00 |
2,613.75 |
2,616.75 |
|
| S4 |
2,610.25 |
2,611.00 |
2,616.00 |
|
|
| 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 |
2,538.75 |
105.25 |
4.0% |
28.50 |
1.1% |
75% |
False |
False |
23 |
| 10 |
2,647.25 |
2,513.25 |
134.00 |
5.1% |
32.50 |
1.2% |
78% |
False |
False |
46 |
| 20 |
2,647.25 |
2,510.25 |
137.00 |
5.2% |
29.75 |
1.1% |
78% |
False |
False |
26 |
| 40 |
2,647.25 |
2,503.75 |
143.50 |
5.5% |
25.25 |
1.0% |
79% |
False |
False |
16 |
| 60 |
2,647.25 |
2,442.50 |
204.75 |
7.8% |
21.00 |
0.8% |
85% |
False |
False |
12 |
| 80 |
2,732.00 |
2,442.50 |
289.50 |
11.1% |
19.25 |
0.7% |
60% |
False |
False |
9 |
| 100 |
2,768.00 |
2,442.50 |
325.50 |
12.4% |
16.50 |
0.6% |
54% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,632.00 |
|
2.618 |
2,627.50 |
|
1.618 |
2,624.75 |
|
1.000 |
2,623.00 |
|
0.618 |
2,622.00 |
|
HIGH |
2,620.25 |
|
0.618 |
2,619.25 |
|
0.500 |
2,619.00 |
|
0.382 |
2,618.50 |
|
LOW |
2,617.50 |
|
0.618 |
2,615.75 |
|
1.000 |
2,614.75 |
|
1.618 |
2,613.00 |
|
2.618 |
2,610.25 |
|
4.250 |
2,605.75 |
|
|